Trading Metrics calculated at close of trading on 23-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2007 |
23-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,519 |
12,541 |
22 |
0.2% |
12,196 |
High |
12,574 |
12,599 |
25 |
0.2% |
12,599 |
Low |
12,496 |
12,533 |
37 |
0.3% |
12,190 |
Close |
12,545 |
12,567 |
22 |
0.2% |
12,567 |
Range |
78 |
66 |
-12 |
-15.4% |
409 |
ATR |
136 |
131 |
-5 |
-3.7% |
0 |
Volume |
155,672 |
137,264 |
-18,408 |
-11.8% |
628,186 |
|
Daily Pivots for day following 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,764 |
12,732 |
12,603 |
|
R3 |
12,698 |
12,666 |
12,585 |
|
R2 |
12,632 |
12,632 |
12,579 |
|
R1 |
12,600 |
12,600 |
12,573 |
12,616 |
PP |
12,566 |
12,566 |
12,566 |
12,575 |
S1 |
12,534 |
12,534 |
12,561 |
12,550 |
S2 |
12,500 |
12,500 |
12,555 |
|
S3 |
12,434 |
12,468 |
12,549 |
|
S4 |
12,368 |
12,402 |
12,531 |
|
|
Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,679 |
13,532 |
12,792 |
|
R3 |
13,270 |
13,123 |
12,680 |
|
R2 |
12,861 |
12,861 |
12,642 |
|
R1 |
12,714 |
12,714 |
12,605 |
12,788 |
PP |
12,452 |
12,452 |
12,452 |
12,489 |
S1 |
12,305 |
12,305 |
12,530 |
12,379 |
S2 |
12,043 |
12,043 |
12,492 |
|
S3 |
11,634 |
11,896 |
12,455 |
|
S4 |
11,225 |
11,487 |
12,342 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,599 |
12,190 |
409 |
3.3% |
119 |
0.9% |
92% |
True |
False |
125,637 |
10 |
12,599 |
12,035 |
564 |
4.5% |
136 |
1.1% |
94% |
True |
False |
154,680 |
20 |
12,821 |
12,035 |
786 |
6.3% |
167 |
1.3% |
68% |
False |
False |
82,230 |
40 |
12,908 |
12,035 |
873 |
6.9% |
113 |
0.9% |
61% |
False |
False |
41,140 |
60 |
12,908 |
12,035 |
873 |
6.9% |
94 |
0.7% |
61% |
False |
False |
27,432 |
80 |
12,908 |
12,035 |
873 |
6.9% |
75 |
0.6% |
61% |
False |
False |
20,585 |
100 |
12,908 |
12,035 |
873 |
6.9% |
60 |
0.5% |
61% |
False |
False |
16,468 |
120 |
12,908 |
11,905 |
1,003 |
8.0% |
50 |
0.4% |
66% |
False |
False |
13,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,880 |
2.618 |
12,772 |
1.618 |
12,706 |
1.000 |
12,665 |
0.618 |
12,640 |
HIGH |
12,599 |
0.618 |
12,574 |
0.500 |
12,566 |
0.382 |
12,558 |
LOW |
12,533 |
0.618 |
12,492 |
1.000 |
12,467 |
1.618 |
12,426 |
2.618 |
12,360 |
4.250 |
12,253 |
|
|
Fisher Pivots for day following 23-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,567 |
12,536 |
PP |
12,566 |
12,505 |
S1 |
12,566 |
12,475 |
|