Trading Metrics calculated at close of trading on 12-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2007 |
12-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,382 |
12,389 |
7 |
0.1% |
12,196 |
High |
12,440 |
12,443 |
3 |
0.0% |
12,440 |
Low |
12,322 |
12,339 |
17 |
0.1% |
12,051 |
Close |
12,384 |
12,411 |
27 |
0.2% |
12,384 |
Range |
118 |
104 |
-14 |
-11.9% |
389 |
ATR |
131 |
129 |
-2 |
-1.5% |
0 |
Volume |
83,099 |
131,312 |
48,213 |
58.0% |
94,726 |
|
Daily Pivots for day following 12-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,710 |
12,664 |
12,468 |
|
R3 |
12,606 |
12,560 |
12,440 |
|
R2 |
12,502 |
12,502 |
12,430 |
|
R1 |
12,456 |
12,456 |
12,421 |
12,479 |
PP |
12,398 |
12,398 |
12,398 |
12,409 |
S1 |
12,352 |
12,352 |
12,402 |
12,375 |
S2 |
12,294 |
12,294 |
12,392 |
|
S3 |
12,190 |
12,248 |
12,383 |
|
S4 |
12,086 |
12,144 |
12,354 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,459 |
13,310 |
12,598 |
|
R3 |
13,070 |
12,921 |
12,491 |
|
R2 |
12,681 |
12,681 |
12,455 |
|
R1 |
12,532 |
12,532 |
12,420 |
12,607 |
PP |
12,292 |
12,292 |
12,292 |
12,329 |
S1 |
12,143 |
12,143 |
12,348 |
12,218 |
S2 |
11,903 |
11,903 |
12,313 |
|
S3 |
11,514 |
11,754 |
12,277 |
|
S4 |
11,125 |
11,365 |
12,170 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,443 |
12,146 |
297 |
2.4% |
119 |
1.0% |
89% |
True |
False |
45,108 |
10 |
12,756 |
12,051 |
705 |
5.7% |
200 |
1.6% |
51% |
False |
False |
22,900 |
20 |
12,908 |
12,051 |
857 |
6.9% |
137 |
1.1% |
42% |
False |
False |
11,486 |
40 |
12,908 |
12,051 |
857 |
6.9% |
97 |
0.8% |
42% |
False |
False |
5,760 |
60 |
12,908 |
12,051 |
857 |
6.9% |
77 |
0.6% |
42% |
False |
False |
3,841 |
80 |
12,908 |
12,051 |
857 |
6.9% |
60 |
0.5% |
42% |
False |
False |
2,892 |
100 |
12,908 |
12,051 |
857 |
6.9% |
48 |
0.4% |
42% |
False |
False |
2,313 |
120 |
12,908 |
11,763 |
1,145 |
9.2% |
40 |
0.3% |
57% |
False |
False |
1,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,885 |
2.618 |
12,715 |
1.618 |
12,611 |
1.000 |
12,547 |
0.618 |
12,507 |
HIGH |
12,443 |
0.618 |
12,403 |
0.500 |
12,391 |
0.382 |
12,379 |
LOW |
12,339 |
0.618 |
12,275 |
1.000 |
12,235 |
1.618 |
12,171 |
2.618 |
12,067 |
4.250 |
11,897 |
|
|
Fisher Pivots for day following 12-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,404 |
12,396 |
PP |
12,398 |
12,381 |
S1 |
12,391 |
12,367 |
|