Trading Metrics calculated at close of trading on 13-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2007 |
13-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,389 |
12,404 |
15 |
0.1% |
12,196 |
High |
12,443 |
12,414 |
-29 |
-0.2% |
12,440 |
Low |
12,339 |
12,172 |
-167 |
-1.4% |
12,051 |
Close |
12,411 |
12,189 |
-222 |
-1.8% |
12,384 |
Range |
104 |
242 |
138 |
132.7% |
389 |
ATR |
129 |
137 |
8 |
6.2% |
0 |
Volume |
131,312 |
120,811 |
-10,501 |
-8.0% |
94,726 |
|
Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,984 |
12,829 |
12,322 |
|
R3 |
12,742 |
12,587 |
12,256 |
|
R2 |
12,500 |
12,500 |
12,233 |
|
R1 |
12,345 |
12,345 |
12,211 |
12,302 |
PP |
12,258 |
12,258 |
12,258 |
12,237 |
S1 |
12,103 |
12,103 |
12,167 |
12,060 |
S2 |
12,016 |
12,016 |
12,145 |
|
S3 |
11,774 |
11,861 |
12,123 |
|
S4 |
11,532 |
11,619 |
12,056 |
|
|
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 |
12,172 |
271 |
2.2% |
131 |
1.1% |
6% |
False |
True |
68,942 |
10 |
12,450 |
12,051 |
399 |
3.3% |
169 |
1.4% |
35% |
False |
False |
34,891 |
20 |
12,908 |
12,051 |
857 |
7.0% |
146 |
1.2% |
16% |
False |
False |
17,524 |
40 |
12,908 |
12,051 |
857 |
7.0% |
102 |
0.8% |
16% |
False |
False |
8,780 |
60 |
12,908 |
12,051 |
857 |
7.0% |
81 |
0.7% |
16% |
False |
False |
5,855 |
80 |
12,908 |
12,051 |
857 |
7.0% |
63 |
0.5% |
16% |
False |
False |
4,402 |
100 |
12,908 |
12,051 |
857 |
7.0% |
50 |
0.4% |
16% |
False |
False |
3,521 |
120 |
12,908 |
11,763 |
1,145 |
9.4% |
42 |
0.3% |
37% |
False |
False |
2,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,443 |
2.618 |
13,048 |
1.618 |
12,806 |
1.000 |
12,656 |
0.618 |
12,564 |
HIGH |
12,414 |
0.618 |
12,322 |
0.500 |
12,293 |
0.382 |
12,265 |
LOW |
12,172 |
0.618 |
12,023 |
1.000 |
11,930 |
1.618 |
11,781 |
2.618 |
11,539 |
4.250 |
11,144 |
|
|
Fisher Pivots for day following 13-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,293 |
12,308 |
PP |
12,258 |
12,268 |
S1 |
12,224 |
12,229 |
|