Trading Metrics calculated at close of trading on 16-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2007 |
16-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,262 |
12,240 |
-22 |
-0.2% |
12,389 |
High |
12,285 |
12,284 |
-1 |
0.0% |
12,443 |
Low |
12,198 |
12,176 |
-22 |
-0.2% |
12,035 |
Close |
12,256 |
12,211 |
-45 |
-0.4% |
12,211 |
Range |
87 |
108 |
21 |
24.1% |
408 |
ATR |
139 |
137 |
-2 |
-1.6% |
0 |
Volume |
298,982 |
153,705 |
-145,277 |
-48.6% |
918,614 |
|
Daily Pivots for day following 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,548 |
12,487 |
12,271 |
|
R3 |
12,440 |
12,379 |
12,241 |
|
R2 |
12,332 |
12,332 |
12,231 |
|
R1 |
12,271 |
12,271 |
12,221 |
12,248 |
PP |
12,224 |
12,224 |
12,224 |
12,212 |
S1 |
12,163 |
12,163 |
12,201 |
12,140 |
S2 |
12,116 |
12,116 |
12,191 |
|
S3 |
12,008 |
12,055 |
12,181 |
|
S4 |
11,900 |
11,947 |
12,152 |
|
|
Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,454 |
13,240 |
12,436 |
|
R3 |
13,046 |
12,832 |
12,323 |
|
R2 |
12,638 |
12,638 |
12,286 |
|
R1 |
12,424 |
12,424 |
12,249 |
12,327 |
PP |
12,230 |
12,230 |
12,230 |
12,181 |
S1 |
12,016 |
12,016 |
12,174 |
11,919 |
S2 |
11,822 |
11,822 |
12,136 |
|
S3 |
11,414 |
11,608 |
12,099 |
|
S4 |
11,006 |
11,200 |
11,987 |
|
|
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% |
153 |
1.2% |
43% |
False |
False |
183,722 |
10 |
12,443 |
12,035 |
408 |
3.3% |
149 |
1.2% |
43% |
False |
False |
101,334 |
20 |
12,908 |
12,035 |
873 |
7.1% |
156 |
1.3% |
20% |
False |
False |
50,840 |
40 |
12,908 |
12,035 |
873 |
7.1% |
110 |
0.9% |
20% |
False |
False |
25,441 |
60 |
12,908 |
12,035 |
873 |
7.1% |
86 |
0.7% |
20% |
False |
False |
16,963 |
80 |
12,908 |
12,035 |
873 |
7.1% |
68 |
0.6% |
20% |
False |
False |
12,733 |
100 |
12,908 |
12,035 |
873 |
7.1% |
54 |
0.4% |
20% |
False |
False |
10,186 |
120 |
12,908 |
11,818 |
1,090 |
8.9% |
45 |
0.4% |
36% |
False |
False |
8,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,743 |
2.618 |
12,567 |
1.618 |
12,459 |
1.000 |
12,392 |
0.618 |
12,351 |
HIGH |
12,284 |
0.618 |
12,243 |
0.500 |
12,230 |
0.382 |
12,217 |
LOW |
12,176 |
0.618 |
12,109 |
1.000 |
12,068 |
1.618 |
12,001 |
2.618 |
11,893 |
4.250 |
11,717 |
|
|
Fisher Pivots for day following 16-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,230 |
12,194 |
PP |
12,224 |
12,177 |
S1 |
12,217 |
12,160 |
|