Trading Metrics calculated at close of trading on 14-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2007 |
14-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,404 |
12,186 |
-218 |
-1.8% |
12,196 |
High |
12,414 |
12,256 |
-158 |
-1.3% |
12,440 |
Low |
12,172 |
12,035 |
-137 |
-1.1% |
12,051 |
Close |
12,189 |
12,249 |
60 |
0.5% |
12,384 |
Range |
242 |
221 |
-21 |
-8.7% |
389 |
ATR |
137 |
143 |
6 |
4.3% |
0 |
Volume |
120,811 |
213,804 |
92,993 |
77.0% |
94,726 |
|
Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,843 |
12,767 |
12,371 |
|
R3 |
12,622 |
12,546 |
12,310 |
|
R2 |
12,401 |
12,401 |
12,290 |
|
R1 |
12,325 |
12,325 |
12,269 |
12,363 |
PP |
12,180 |
12,180 |
12,180 |
12,199 |
S1 |
12,104 |
12,104 |
12,229 |
12,142 |
S2 |
11,959 |
11,959 |
12,209 |
|
S3 |
11,738 |
11,883 |
12,188 |
|
S4 |
11,517 |
11,662 |
12,128 |
|
|
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 |
12,035 |
408 |
3.3% |
159 |
1.3% |
52% |
False |
True |
111,335 |
10 |
12,443 |
12,035 |
408 |
3.3% |
171 |
1.4% |
52% |
False |
True |
56,203 |
20 |
12,908 |
12,035 |
873 |
7.1% |
153 |
1.2% |
25% |
False |
True |
28,212 |
40 |
12,908 |
12,035 |
873 |
7.1% |
108 |
0.9% |
25% |
False |
True |
14,125 |
60 |
12,908 |
12,035 |
873 |
7.1% |
83 |
0.7% |
25% |
False |
True |
9,418 |
80 |
12,908 |
12,035 |
873 |
7.1% |
66 |
0.5% |
25% |
False |
True |
7,074 |
100 |
12,908 |
12,035 |
873 |
7.1% |
52 |
0.4% |
25% |
False |
True |
5,659 |
120 |
12,908 |
11,763 |
1,145 |
9.3% |
44 |
0.4% |
42% |
False |
False |
4,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,195 |
2.618 |
12,835 |
1.618 |
12,614 |
1.000 |
12,477 |
0.618 |
12,393 |
HIGH |
12,256 |
0.618 |
12,172 |
0.500 |
12,146 |
0.382 |
12,120 |
LOW |
12,035 |
0.618 |
11,899 |
1.000 |
11,814 |
1.618 |
11,678 |
2.618 |
11,457 |
4.250 |
11,096 |
|
|
Fisher Pivots for day following 14-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,215 |
12,246 |
PP |
12,180 |
12,242 |
S1 |
12,146 |
12,239 |
|