Trading Metrics calculated at close of trading on 20-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2007 |
20-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,196 |
12,327 |
131 |
1.1% |
12,389 |
High |
12,334 |
12,387 |
53 |
0.4% |
12,443 |
Low |
12,190 |
12,303 |
113 |
0.9% |
12,035 |
Close |
12,329 |
12,385 |
56 |
0.5% |
12,211 |
Range |
144 |
84 |
-60 |
-41.7% |
408 |
ATR |
138 |
134 |
-4 |
-2.8% |
0 |
Volume |
123,462 |
110,471 |
-12,991 |
-10.5% |
918,614 |
|
Daily Pivots for day following 20-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,610 |
12,582 |
12,431 |
|
R3 |
12,526 |
12,498 |
12,408 |
|
R2 |
12,442 |
12,442 |
12,401 |
|
R1 |
12,414 |
12,414 |
12,393 |
12,428 |
PP |
12,358 |
12,358 |
12,358 |
12,366 |
S1 |
12,330 |
12,330 |
12,377 |
12,344 |
S2 |
12,274 |
12,274 |
12,370 |
|
S3 |
12,190 |
12,246 |
12,362 |
|
S4 |
12,106 |
12,162 |
12,339 |
|
|
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 |
12,387 |
12,035 |
352 |
2.8% |
129 |
1.0% |
99% |
True |
False |
180,084 |
10 |
12,443 |
12,035 |
408 |
3.3% |
130 |
1.0% |
86% |
False |
False |
124,513 |
20 |
12,896 |
12,035 |
861 |
7.0% |
161 |
1.3% |
41% |
False |
False |
62,531 |
40 |
12,908 |
12,035 |
873 |
7.0% |
111 |
0.9% |
40% |
False |
False |
31,286 |
60 |
12,908 |
12,035 |
873 |
7.0% |
89 |
0.7% |
40% |
False |
False |
20,861 |
80 |
12,908 |
12,035 |
873 |
7.0% |
71 |
0.6% |
40% |
False |
False |
15,657 |
100 |
12,908 |
12,035 |
873 |
7.0% |
57 |
0.5% |
40% |
False |
False |
12,526 |
120 |
12,908 |
11,905 |
1,003 |
8.1% |
47 |
0.4% |
48% |
False |
False |
10,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,744 |
2.618 |
12,607 |
1.618 |
12,523 |
1.000 |
12,471 |
0.618 |
12,439 |
HIGH |
12,387 |
0.618 |
12,355 |
0.500 |
12,345 |
0.382 |
12,335 |
LOW |
12,303 |
0.618 |
12,251 |
1.000 |
12,219 |
1.618 |
12,167 |
2.618 |
12,083 |
4.250 |
11,946 |
|
|
Fisher Pivots for day following 20-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,372 |
12,351 |
PP |
12,358 |
12,316 |
S1 |
12,345 |
12,282 |
|