Trading Metrics calculated at close of trading on 21-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2007 |
21-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,327 |
12,381 |
54 |
0.4% |
12,389 |
High |
12,387 |
12,570 |
183 |
1.5% |
12,443 |
Low |
12,303 |
12,350 |
47 |
0.4% |
12,035 |
Close |
12,385 |
12,523 |
138 |
1.1% |
12,211 |
Range |
84 |
220 |
136 |
161.9% |
408 |
ATR |
134 |
140 |
6 |
4.6% |
0 |
Volume |
110,471 |
101,317 |
-9,154 |
-8.3% |
918,614 |
|
Daily Pivots for day following 21-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,141 |
13,052 |
12,644 |
|
R3 |
12,921 |
12,832 |
12,584 |
|
R2 |
12,701 |
12,701 |
12,563 |
|
R1 |
12,612 |
12,612 |
12,543 |
12,657 |
PP |
12,481 |
12,481 |
12,481 |
12,503 |
S1 |
12,392 |
12,392 |
12,503 |
12,437 |
S2 |
12,261 |
12,261 |
12,483 |
|
S3 |
12,041 |
12,172 |
12,463 |
|
S4 |
11,821 |
11,952 |
12,402 |
|
|
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 |
12,570 |
12,176 |
394 |
3.1% |
129 |
1.0% |
88% |
True |
False |
157,587 |
10 |
12,570 |
12,035 |
535 |
4.3% |
144 |
1.1% |
91% |
True |
False |
134,461 |
20 |
12,896 |
12,035 |
861 |
6.9% |
169 |
1.4% |
57% |
False |
False |
67,593 |
40 |
12,908 |
12,035 |
873 |
7.0% |
115 |
0.9% |
56% |
False |
False |
33,819 |
60 |
12,908 |
12,035 |
873 |
7.0% |
93 |
0.7% |
56% |
False |
False |
22,550 |
80 |
12,908 |
12,035 |
873 |
7.0% |
74 |
0.6% |
56% |
False |
False |
16,924 |
100 |
12,908 |
12,035 |
873 |
7.0% |
59 |
0.5% |
56% |
False |
False |
13,539 |
120 |
12,908 |
11,905 |
1,003 |
8.0% |
49 |
0.4% |
62% |
False |
False |
11,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,505 |
2.618 |
13,146 |
1.618 |
12,926 |
1.000 |
12,790 |
0.618 |
12,706 |
HIGH |
12,570 |
0.618 |
12,486 |
0.500 |
12,460 |
0.382 |
12,434 |
LOW |
12,350 |
0.618 |
12,214 |
1.000 |
12,130 |
1.618 |
11,994 |
2.618 |
11,774 |
4.250 |
11,415 |
|
|
Fisher Pivots for day following 21-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,502 |
12,475 |
PP |
12,481 |
12,428 |
S1 |
12,460 |
12,380 |
|