Trading Metrics calculated at close of trading on 27-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2007 |
27-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,561 |
12,528 |
-33 |
-0.3% |
12,196 |
High |
12,578 |
12,535 |
-43 |
-0.3% |
12,599 |
Low |
12,451 |
12,455 |
4 |
0.0% |
12,190 |
Close |
12,533 |
12,484 |
-49 |
-0.4% |
12,567 |
Range |
127 |
80 |
-47 |
-37.0% |
409 |
ATR |
130 |
127 |
-4 |
-2.8% |
0 |
Volume |
95,143 |
138,429 |
43,286 |
45.5% |
628,186 |
|
Daily Pivots for day following 27-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,731 |
12,688 |
12,528 |
|
R3 |
12,651 |
12,608 |
12,506 |
|
R2 |
12,571 |
12,571 |
12,499 |
|
R1 |
12,528 |
12,528 |
12,491 |
12,510 |
PP |
12,491 |
12,491 |
12,491 |
12,482 |
S1 |
12,448 |
12,448 |
12,477 |
12,430 |
S2 |
12,411 |
12,411 |
12,469 |
|
S3 |
12,331 |
12,368 |
12,462 |
|
S4 |
12,251 |
12,288 |
12,440 |
|
|
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 |
12,350 |
249 |
2.0% |
114 |
0.9% |
54% |
False |
False |
125,565 |
10 |
12,599 |
12,035 |
564 |
4.5% |
122 |
1.0% |
80% |
False |
False |
152,824 |
20 |
12,599 |
12,035 |
564 |
4.5% |
145 |
1.2% |
80% |
False |
False |
93,858 |
40 |
12,908 |
12,035 |
873 |
7.0% |
116 |
0.9% |
51% |
False |
False |
46,978 |
60 |
12,908 |
12,035 |
873 |
7.0% |
98 |
0.8% |
51% |
False |
False |
31,325 |
80 |
12,908 |
12,035 |
873 |
7.0% |
78 |
0.6% |
51% |
False |
False |
23,505 |
100 |
12,908 |
12,035 |
873 |
7.0% |
62 |
0.5% |
51% |
False |
False |
18,804 |
120 |
12,908 |
12,035 |
873 |
7.0% |
52 |
0.4% |
51% |
False |
False |
15,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,875 |
2.618 |
12,745 |
1.618 |
12,665 |
1.000 |
12,615 |
0.618 |
12,585 |
HIGH |
12,535 |
0.618 |
12,505 |
0.500 |
12,495 |
0.382 |
12,486 |
LOW |
12,455 |
0.618 |
12,406 |
1.000 |
12,375 |
1.618 |
12,326 |
2.618 |
12,246 |
4.250 |
12,115 |
|
|
Fisher Pivots for day following 27-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,495 |
12,525 |
PP |
12,491 |
12,511 |
S1 |
12,488 |
12,498 |
|