Trading Metrics calculated at close of trading on 19-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2007 |
19-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,240 |
12,196 |
-44 |
-0.4% |
12,389 |
High |
12,284 |
12,334 |
50 |
0.4% |
12,443 |
Low |
12,176 |
12,190 |
14 |
0.1% |
12,035 |
Close |
12,211 |
12,329 |
118 |
1.0% |
12,211 |
Range |
108 |
144 |
36 |
33.3% |
408 |
ATR |
137 |
138 |
0 |
0.4% |
0 |
Volume |
153,705 |
123,462 |
-30,243 |
-19.7% |
918,614 |
|
Daily Pivots for day following 19-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,716 |
12,667 |
12,408 |
|
R3 |
12,572 |
12,523 |
12,369 |
|
R2 |
12,428 |
12,428 |
12,356 |
|
R1 |
12,379 |
12,379 |
12,342 |
12,404 |
PP |
12,284 |
12,284 |
12,284 |
12,297 |
S1 |
12,235 |
12,235 |
12,316 |
12,260 |
S2 |
12,140 |
12,140 |
12,303 |
|
S3 |
11,996 |
12,091 |
12,290 |
|
S4 |
11,852 |
11,947 |
12,250 |
|
|
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 |
12,414 |
12,035 |
379 |
3.1% |
161 |
1.3% |
78% |
False |
False |
182,152 |
10 |
12,443 |
12,035 |
408 |
3.3% |
140 |
1.1% |
72% |
False |
False |
113,630 |
20 |
12,908 |
12,035 |
873 |
7.1% |
161 |
1.3% |
34% |
False |
False |
57,011 |
40 |
12,908 |
12,035 |
873 |
7.1% |
111 |
0.9% |
34% |
False |
False |
28,527 |
60 |
12,908 |
12,035 |
873 |
7.1% |
89 |
0.7% |
34% |
False |
False |
19,020 |
80 |
12,908 |
12,035 |
873 |
7.1% |
70 |
0.6% |
34% |
False |
False |
14,276 |
100 |
12,908 |
12,035 |
873 |
7.1% |
56 |
0.5% |
34% |
False |
False |
11,421 |
120 |
12,908 |
11,905 |
1,003 |
8.1% |
47 |
0.4% |
42% |
False |
False |
9,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,946 |
2.618 |
12,711 |
1.618 |
12,567 |
1.000 |
12,478 |
0.618 |
12,423 |
HIGH |
12,334 |
0.618 |
12,279 |
0.500 |
12,262 |
0.382 |
12,245 |
LOW |
12,190 |
0.618 |
12,101 |
1.000 |
12,046 |
1.618 |
11,957 |
2.618 |
11,813 |
4.250 |
11,578 |
|
|
Fisher Pivots for day following 19-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,307 |
12,304 |
PP |
12,284 |
12,280 |
S1 |
12,262 |
12,255 |
|