Trading Metrics calculated at close of trading on 29-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2007 |
29-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,455 |
12,394 |
-61 |
-0.5% |
12,196 |
High |
12,462 |
12,466 |
4 |
0.0% |
12,599 |
Low |
12,329 |
12,341 |
12 |
0.1% |
12,190 |
Close |
12,388 |
12,416 |
28 |
0.2% |
12,567 |
Range |
133 |
125 |
-8 |
-6.0% |
409 |
ATR |
129 |
128 |
0 |
-0.2% |
0 |
Volume |
111,606 |
165,430 |
53,824 |
48.2% |
628,186 |
|
Daily Pivots for day following 29-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,783 |
12,724 |
12,485 |
|
R3 |
12,658 |
12,599 |
12,451 |
|
R2 |
12,533 |
12,533 |
12,439 |
|
R1 |
12,474 |
12,474 |
12,428 |
12,504 |
PP |
12,408 |
12,408 |
12,408 |
12,422 |
S1 |
12,349 |
12,349 |
12,405 |
12,379 |
S2 |
12,283 |
12,283 |
12,393 |
|
S3 |
12,158 |
12,224 |
12,382 |
|
S4 |
12,033 |
12,099 |
12,347 |
|
|
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% |
106 |
0.9% |
32% |
False |
False |
129,574 |
10 |
12,599 |
12,176 |
423 |
3.4% |
117 |
0.9% |
57% |
False |
False |
129,249 |
20 |
12,599 |
12,035 |
564 |
4.5% |
136 |
1.1% |
68% |
False |
False |
107,631 |
40 |
12,908 |
12,035 |
873 |
7.0% |
120 |
1.0% |
44% |
False |
False |
53,900 |
60 |
12,908 |
12,035 |
873 |
7.0% |
102 |
0.8% |
44% |
False |
False |
35,942 |
80 |
12,908 |
12,035 |
873 |
7.0% |
81 |
0.7% |
44% |
False |
False |
26,968 |
100 |
12,908 |
12,035 |
873 |
7.0% |
65 |
0.5% |
44% |
False |
False |
21,574 |
120 |
12,908 |
12,035 |
873 |
7.0% |
54 |
0.4% |
44% |
False |
False |
17,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,997 |
2.618 |
12,793 |
1.618 |
12,668 |
1.000 |
12,591 |
0.618 |
12,543 |
HIGH |
12,466 |
0.618 |
12,418 |
0.500 |
12,404 |
0.382 |
12,389 |
LOW |
12,341 |
0.618 |
12,264 |
1.000 |
12,216 |
1.618 |
12,139 |
2.618 |
12,014 |
4.250 |
11,810 |
|
|
Fisher Pivots for day following 29-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,412 |
12,432 |
PP |
12,408 |
12,427 |
S1 |
12,404 |
12,421 |
|