Trading Metrics calculated at close of trading on 30-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2007 |
30-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,394 |
12,422 |
28 |
0.2% |
12,561 |
High |
12,466 |
12,492 |
26 |
0.2% |
12,578 |
Low |
12,341 |
12,315 |
-26 |
-0.2% |
12,315 |
Close |
12,416 |
12,440 |
24 |
0.2% |
12,440 |
Range |
125 |
177 |
52 |
41.6% |
263 |
ATR |
128 |
132 |
3 |
2.7% |
0 |
Volume |
165,430 |
157,513 |
-7,917 |
-4.8% |
668,121 |
|
Daily Pivots for day following 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,947 |
12,870 |
12,537 |
|
R3 |
12,770 |
12,693 |
12,489 |
|
R2 |
12,593 |
12,593 |
12,473 |
|
R1 |
12,516 |
12,516 |
12,456 |
12,555 |
PP |
12,416 |
12,416 |
12,416 |
12,435 |
S1 |
12,339 |
12,339 |
12,424 |
12,378 |
S2 |
12,239 |
12,239 |
12,408 |
|
S3 |
12,062 |
12,162 |
12,391 |
|
S4 |
11,885 |
11,985 |
12,343 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,233 |
13,100 |
12,585 |
|
R3 |
12,970 |
12,837 |
12,512 |
|
R2 |
12,707 |
12,707 |
12,488 |
|
R1 |
12,574 |
12,574 |
12,464 |
12,509 |
PP |
12,444 |
12,444 |
12,444 |
12,412 |
S1 |
12,311 |
12,311 |
12,416 |
12,246 |
S2 |
12,181 |
12,181 |
12,392 |
|
S3 |
11,918 |
12,048 |
12,368 |
|
S4 |
11,655 |
11,785 |
12,295 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,578 |
12,315 |
263 |
2.1% |
129 |
1.0% |
48% |
False |
True |
133,624 |
10 |
12,599 |
12,190 |
409 |
3.3% |
124 |
1.0% |
61% |
False |
False |
129,630 |
20 |
12,599 |
12,035 |
564 |
4.5% |
136 |
1.1% |
72% |
False |
False |
115,482 |
40 |
12,908 |
12,035 |
873 |
7.0% |
123 |
1.0% |
46% |
False |
False |
57,837 |
60 |
12,908 |
12,035 |
873 |
7.0% |
102 |
0.8% |
46% |
False |
False |
38,567 |
80 |
12,908 |
12,035 |
873 |
7.0% |
83 |
0.7% |
46% |
False |
False |
28,937 |
100 |
12,908 |
12,035 |
873 |
7.0% |
67 |
0.5% |
46% |
False |
False |
23,149 |
120 |
12,908 |
12,035 |
873 |
7.0% |
56 |
0.4% |
46% |
False |
False |
19,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,244 |
2.618 |
12,956 |
1.618 |
12,779 |
1.000 |
12,669 |
0.618 |
12,602 |
HIGH |
12,492 |
0.618 |
12,425 |
0.500 |
12,404 |
0.382 |
12,383 |
LOW |
12,315 |
0.618 |
12,206 |
1.000 |
12,138 |
1.618 |
12,029 |
2.618 |
11,852 |
4.250 |
11,563 |
|
|
Fisher Pivots for day following 30-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,428 |
12,428 |
PP |
12,416 |
12,416 |
S1 |
12,404 |
12,404 |
|