Trading Metrics calculated at close of trading on 26-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2007 |
26-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,541 |
12,561 |
20 |
0.2% |
12,196 |
High |
12,599 |
12,578 |
-21 |
-0.2% |
12,599 |
Low |
12,533 |
12,451 |
-82 |
-0.7% |
12,190 |
Close |
12,567 |
12,533 |
-34 |
-0.3% |
12,567 |
Range |
66 |
127 |
61 |
92.4% |
409 |
ATR |
131 |
130 |
0 |
-0.2% |
0 |
Volume |
137,264 |
95,143 |
-42,121 |
-30.7% |
628,186 |
|
Daily Pivots for day following 26-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,902 |
12,844 |
12,603 |
|
R3 |
12,775 |
12,717 |
12,568 |
|
R2 |
12,648 |
12,648 |
12,556 |
|
R1 |
12,590 |
12,590 |
12,545 |
12,556 |
PP |
12,521 |
12,521 |
12,521 |
12,503 |
S1 |
12,463 |
12,463 |
12,521 |
12,429 |
S2 |
12,394 |
12,394 |
12,510 |
|
S3 |
12,267 |
12,336 |
12,498 |
|
S4 |
12,140 |
12,209 |
12,463 |
|
|
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 |
12,303 |
296 |
2.4% |
115 |
0.9% |
78% |
False |
False |
119,973 |
10 |
12,599 |
12,035 |
564 |
4.5% |
138 |
1.1% |
88% |
False |
False |
151,063 |
20 |
12,756 |
12,035 |
721 |
5.8% |
169 |
1.3% |
69% |
False |
False |
86,981 |
40 |
12,908 |
12,035 |
873 |
7.0% |
114 |
0.9% |
57% |
False |
False |
43,518 |
60 |
12,908 |
12,035 |
873 |
7.0% |
96 |
0.8% |
57% |
False |
False |
29,018 |
80 |
12,908 |
12,035 |
873 |
7.0% |
77 |
0.6% |
57% |
False |
False |
21,775 |
100 |
12,908 |
12,035 |
873 |
7.0% |
62 |
0.5% |
57% |
False |
False |
17,420 |
120 |
12,908 |
11,960 |
948 |
7.6% |
51 |
0.4% |
60% |
False |
False |
14,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,118 |
2.618 |
12,911 |
1.618 |
12,784 |
1.000 |
12,705 |
0.618 |
12,657 |
HIGH |
12,578 |
0.618 |
12,530 |
0.500 |
12,515 |
0.382 |
12,500 |
LOW |
12,451 |
0.618 |
12,373 |
1.000 |
12,324 |
1.618 |
12,246 |
2.618 |
12,119 |
4.250 |
11,911 |
|
|
Fisher Pivots for day following 26-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,527 |
12,530 |
PP |
12,521 |
12,528 |
S1 |
12,515 |
12,525 |
|