Trading Metrics calculated at close of trading on 13-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2007 |
13-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,417.4 |
1,419.3 |
1.9 |
0.1% |
1,390.3 |
High |
1,422.8 |
1,419.9 |
-2.9 |
-0.2% |
1,426.5 |
Low |
1,411.0 |
1,389.5 |
-21.5 |
-1.5% |
1,384.0 |
Close |
1,419.5 |
1,391.9 |
-27.6 |
-1.9% |
1,417.4 |
Range |
11.8 |
30.4 |
18.6 |
157.6% |
42.5 |
ATR |
15.7 |
16.7 |
1.1 |
6.7% |
0.0 |
Volume |
113,706 |
108,664 |
-5,042 |
-4.4% |
331,509 |
|
Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,491.6 |
1,472.2 |
1,408.6 |
|
R3 |
1,461.2 |
1,441.8 |
1,400.3 |
|
R2 |
1,430.8 |
1,430.8 |
1,397.5 |
|
R1 |
1,411.4 |
1,411.4 |
1,394.7 |
1,405.9 |
PP |
1,400.4 |
1,400.4 |
1,400.4 |
1,397.7 |
S1 |
1,381.0 |
1,381.0 |
1,389.1 |
1,375.5 |
S2 |
1,370.0 |
1,370.0 |
1,386.3 |
|
S3 |
1,339.6 |
1,350.6 |
1,383.5 |
|
S4 |
1,309.2 |
1,320.2 |
1,375.2 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,536.8 |
1,519.6 |
1,440.8 |
|
R3 |
1,494.3 |
1,477.1 |
1,429.1 |
|
R2 |
1,451.8 |
1,451.8 |
1,425.2 |
|
R1 |
1,434.6 |
1,434.6 |
1,421.3 |
1,443.2 |
PP |
1,409.3 |
1,409.3 |
1,409.3 |
1,413.6 |
S1 |
1,392.1 |
1,392.1 |
1,413.5 |
1,400.7 |
S2 |
1,366.8 |
1,366.8 |
1,409.6 |
|
S3 |
1,324.3 |
1,349.6 |
1,405.7 |
|
S4 |
1,281.8 |
1,307.1 |
1,394.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,426.5 |
1,389.5 |
37.0 |
2.7% |
16.0 |
1.2% |
6% |
False |
True |
91,022 |
10 |
1,430.5 |
1,384.0 |
46.5 |
3.3% |
18.7 |
1.3% |
17% |
False |
False |
60,968 |
20 |
1,477.5 |
1,384.0 |
93.5 |
6.7% |
15.2 |
1.1% |
8% |
False |
False |
32,162 |
40 |
1,477.5 |
1,384.0 |
93.5 |
6.7% |
11.0 |
0.8% |
8% |
False |
False |
17,152 |
60 |
1,477.5 |
1,384.0 |
93.5 |
6.7% |
10.2 |
0.7% |
8% |
False |
False |
11,779 |
80 |
1,477.5 |
1,384.0 |
93.5 |
6.7% |
7.8 |
0.6% |
8% |
False |
False |
8,994 |
100 |
1,477.5 |
1,384.0 |
93.5 |
6.7% |
6.6 |
0.5% |
8% |
False |
False |
7,203 |
120 |
1,477.5 |
1,347.7 |
129.8 |
9.3% |
5.5 |
0.4% |
34% |
False |
False |
6,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,549.1 |
2.618 |
1,499.5 |
1.618 |
1,469.1 |
1.000 |
1,450.3 |
0.618 |
1,438.7 |
HIGH |
1,419.9 |
0.618 |
1,408.3 |
0.500 |
1,404.7 |
0.382 |
1,401.1 |
LOW |
1,389.5 |
0.618 |
1,370.7 |
1.000 |
1,359.1 |
1.618 |
1,340.3 |
2.618 |
1,309.9 |
4.250 |
1,260.3 |
|
|
Fisher Pivots for day following 13-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,404.7 |
1,408.0 |
PP |
1,400.4 |
1,402.6 |
S1 |
1,396.2 |
1,397.3 |
|