Trading Metrics calculated at close of trading on 19-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2007 |
19-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,403.2 |
1,398.0 |
-5.2 |
-0.4% |
1,417.4 |
High |
1,409.7 |
1,416.0 |
6.3 |
0.4% |
1,422.8 |
Low |
1,395.2 |
1,394.8 |
-0.4 |
0.0% |
1,375.9 |
Close |
1,399.0 |
1,415.8 |
16.8 |
1.2% |
1,399.0 |
Range |
14.5 |
21.2 |
6.7 |
46.2% |
46.9 |
ATR |
16.8 |
17.1 |
0.3 |
1.9% |
0.0 |
Volume |
76,106 |
38,108 |
-37,998 |
-49.9% |
576,267 |
|
Daily Pivots for day following 19-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,472.5 |
1,465.3 |
1,427.5 |
|
R3 |
1,451.3 |
1,444.1 |
1,421.6 |
|
R2 |
1,430.1 |
1,430.1 |
1,419.7 |
|
R1 |
1,422.9 |
1,422.9 |
1,417.7 |
1,426.5 |
PP |
1,408.9 |
1,408.9 |
1,408.9 |
1,410.7 |
S1 |
1,401.7 |
1,401.7 |
1,413.9 |
1,405.3 |
S2 |
1,387.7 |
1,387.7 |
1,411.9 |
|
S3 |
1,366.5 |
1,380.5 |
1,410.0 |
|
S4 |
1,345.3 |
1,359.3 |
1,404.1 |
|
|
Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,539.9 |
1,516.4 |
1,424.8 |
|
R3 |
1,493.0 |
1,469.5 |
1,411.9 |
|
R2 |
1,446.1 |
1,446.1 |
1,407.6 |
|
R1 |
1,422.6 |
1,422.6 |
1,403.3 |
1,410.9 |
PP |
1,399.2 |
1,399.2 |
1,399.2 |
1,393.4 |
S1 |
1,375.7 |
1,375.7 |
1,394.7 |
1,364.0 |
S2 |
1,352.3 |
1,352.3 |
1,390.4 |
|
S3 |
1,305.4 |
1,328.8 |
1,386.1 |
|
S4 |
1,258.5 |
1,281.9 |
1,373.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,419.9 |
1,375.9 |
44.0 |
3.1% |
20.6 |
1.5% |
91% |
False |
False |
100,133 |
10 |
1,426.5 |
1,375.9 |
50.6 |
3.6% |
16.9 |
1.2% |
79% |
False |
False |
91,109 |
20 |
1,477.5 |
1,375.9 |
101.6 |
7.2% |
17.8 |
1.3% |
39% |
False |
False |
51,500 |
40 |
1,477.5 |
1,375.9 |
101.6 |
7.2% |
12.4 |
0.9% |
39% |
False |
False |
26,782 |
60 |
1,477.5 |
1,375.9 |
101.6 |
7.2% |
10.9 |
0.8% |
39% |
False |
False |
18,093 |
80 |
1,477.5 |
1,375.9 |
101.6 |
7.2% |
8.7 |
0.6% |
39% |
False |
False |
13,887 |
100 |
1,477.5 |
1,375.9 |
101.6 |
7.2% |
7.3 |
0.5% |
39% |
False |
False |
11,123 |
120 |
1,477.5 |
1,362.9 |
114.6 |
8.1% |
6.1 |
0.4% |
46% |
False |
False |
9,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,506.1 |
2.618 |
1,471.5 |
1.618 |
1,450.3 |
1.000 |
1,437.2 |
0.618 |
1,429.1 |
HIGH |
1,416.0 |
0.618 |
1,407.9 |
0.500 |
1,405.4 |
0.382 |
1,402.9 |
LOW |
1,394.8 |
0.618 |
1,381.7 |
1.000 |
1,373.6 |
1.618 |
1,360.5 |
2.618 |
1,339.3 |
4.250 |
1,304.7 |
|
|
Fisher Pivots for day following 19-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,412.3 |
1,412.3 |
PP |
1,408.9 |
1,408.9 |
S1 |
1,405.4 |
1,405.4 |
|