Trading Metrics calculated at close of trading on 14-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2007 |
14-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,419.3 |
1,392.1 |
-27.2 |
-1.9% |
1,390.3 |
High |
1,419.9 |
1,402.0 |
-17.9 |
-1.3% |
1,426.5 |
Low |
1,389.5 |
1,375.9 |
-13.6 |
-1.0% |
1,384.0 |
Close |
1,391.9 |
1,401.7 |
9.8 |
0.7% |
1,417.4 |
Range |
30.4 |
26.1 |
-4.3 |
-14.1% |
42.5 |
ATR |
16.7 |
17.4 |
0.7 |
4.0% |
0.0 |
Volume |
108,664 |
149,338 |
40,674 |
37.4% |
331,509 |
|
Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,471.5 |
1,462.7 |
1,416.1 |
|
R3 |
1,445.4 |
1,436.6 |
1,408.9 |
|
R2 |
1,419.3 |
1,419.3 |
1,406.5 |
|
R1 |
1,410.5 |
1,410.5 |
1,404.1 |
1,414.9 |
PP |
1,393.2 |
1,393.2 |
1,393.2 |
1,395.4 |
S1 |
1,384.4 |
1,384.4 |
1,399.3 |
1,388.8 |
S2 |
1,367.1 |
1,367.1 |
1,396.9 |
|
S3 |
1,341.0 |
1,358.3 |
1,394.5 |
|
S4 |
1,314.9 |
1,332.2 |
1,387.3 |
|
|
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 |
1,375.9 |
50.6 |
3.6% |
19.1 |
1.4% |
51% |
False |
True |
109,518 |
10 |
1,426.5 |
1,375.9 |
50.6 |
3.6% |
19.4 |
1.4% |
51% |
False |
True |
73,562 |
20 |
1,477.5 |
1,375.9 |
101.6 |
7.2% |
16.0 |
1.1% |
25% |
False |
True |
39,561 |
40 |
1,477.5 |
1,375.9 |
101.6 |
7.2% |
11.7 |
0.8% |
25% |
False |
True |
20,884 |
60 |
1,477.5 |
1,375.9 |
101.6 |
7.2% |
10.6 |
0.8% |
25% |
False |
True |
14,260 |
80 |
1,477.5 |
1,375.9 |
101.6 |
7.2% |
8.1 |
0.6% |
25% |
False |
True |
10,859 |
100 |
1,477.5 |
1,375.9 |
101.6 |
7.2% |
6.8 |
0.5% |
25% |
False |
True |
8,697 |
120 |
1,477.5 |
1,347.7 |
129.8 |
9.3% |
5.8 |
0.4% |
42% |
False |
False |
7,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,512.9 |
2.618 |
1,470.3 |
1.618 |
1,444.2 |
1.000 |
1,428.1 |
0.618 |
1,418.1 |
HIGH |
1,402.0 |
0.618 |
1,392.0 |
0.500 |
1,389.0 |
0.382 |
1,385.9 |
LOW |
1,375.9 |
0.618 |
1,359.8 |
1.000 |
1,349.8 |
1.618 |
1,333.7 |
2.618 |
1,307.6 |
4.250 |
1,265.0 |
|
|
Fisher Pivots for day following 14-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,397.5 |
1,400.9 |
PP |
1,393.2 |
1,400.1 |
S1 |
1,389.0 |
1,399.4 |
|