Trading Metrics calculated at close of trading on 28-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2007 |
28-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,528 |
12,455 |
-73 |
-0.6% |
12,196 |
High |
12,535 |
12,462 |
-73 |
-0.6% |
12,599 |
Low |
12,455 |
12,329 |
-126 |
-1.0% |
12,190 |
Close |
12,484 |
12,388 |
-96 |
-0.8% |
12,567 |
Range |
80 |
133 |
53 |
66.3% |
409 |
ATR |
127 |
129 |
2 |
1.6% |
0 |
Volume |
138,429 |
111,606 |
-26,823 |
-19.4% |
628,186 |
|
Daily Pivots for day following 28-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,792 |
12,723 |
12,461 |
|
R3 |
12,659 |
12,590 |
12,425 |
|
R2 |
12,526 |
12,526 |
12,413 |
|
R1 |
12,457 |
12,457 |
12,400 |
12,425 |
PP |
12,393 |
12,393 |
12,393 |
12,377 |
S1 |
12,324 |
12,324 |
12,376 |
12,292 |
S2 |
12,260 |
12,260 |
12,364 |
|
S3 |
12,127 |
12,191 |
12,352 |
|
S4 |
11,994 |
12,058 |
12,315 |
|
|
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 |
12,329 |
270 |
2.2% |
97 |
0.8% |
22% |
False |
True |
127,622 |
10 |
12,599 |
12,176 |
423 |
3.4% |
113 |
0.9% |
50% |
False |
False |
142,605 |
20 |
12,599 |
12,035 |
564 |
4.6% |
142 |
1.1% |
63% |
False |
False |
99,404 |
40 |
12,908 |
12,035 |
873 |
7.0% |
119 |
1.0% |
40% |
False |
False |
49,768 |
60 |
12,908 |
12,035 |
873 |
7.0% |
100 |
0.8% |
40% |
False |
False |
33,185 |
80 |
12,908 |
12,035 |
873 |
7.0% |
80 |
0.6% |
40% |
False |
False |
24,900 |
100 |
12,908 |
12,035 |
873 |
7.0% |
64 |
0.5% |
40% |
False |
False |
19,920 |
120 |
12,908 |
12,035 |
873 |
7.0% |
53 |
0.4% |
40% |
False |
False |
16,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,027 |
2.618 |
12,810 |
1.618 |
12,677 |
1.000 |
12,595 |
0.618 |
12,544 |
HIGH |
12,462 |
0.618 |
12,411 |
0.500 |
12,396 |
0.382 |
12,380 |
LOW |
12,329 |
0.618 |
12,247 |
1.000 |
12,196 |
1.618 |
12,114 |
2.618 |
11,981 |
4.250 |
11,764 |
|
|
Fisher Pivots for day following 28-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,396 |
12,454 |
PP |
12,393 |
12,432 |
S1 |
12,391 |
12,410 |
|