Trading Metrics calculated at close of trading on 27-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2007 |
27-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,446.3 |
1,445.1 |
-1.2 |
-0.1% |
1,398.0 |
High |
1,449.0 |
1,446.0 |
-3.0 |
-0.2% |
1,451.0 |
Low |
1,433.8 |
1,436.2 |
2.4 |
0.2% |
1,394.8 |
Close |
1,445.3 |
1,440.6 |
-4.7 |
-0.3% |
1,447.0 |
Range |
15.2 |
9.8 |
-5.4 |
-35.5% |
56.2 |
ATR |
16.2 |
15.7 |
-0.5 |
-2.8% |
0.0 |
Volume |
33,140 |
30,382 |
-2,758 |
-8.3% |
185,589 |
|
Daily Pivots for day following 27-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.3 |
1,465.3 |
1,446.0 |
|
R3 |
1,460.5 |
1,455.5 |
1,443.3 |
|
R2 |
1,450.7 |
1,450.7 |
1,442.4 |
|
R1 |
1,445.7 |
1,445.7 |
1,441.5 |
1,443.3 |
PP |
1,440.9 |
1,440.9 |
1,440.9 |
1,439.8 |
S1 |
1,435.9 |
1,435.9 |
1,439.7 |
1,433.5 |
S2 |
1,431.1 |
1,431.1 |
1,438.8 |
|
S3 |
1,421.3 |
1,426.1 |
1,437.9 |
|
S4 |
1,411.5 |
1,416.3 |
1,435.2 |
|
|
Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,599.5 |
1,579.5 |
1,477.9 |
|
R3 |
1,543.3 |
1,523.3 |
1,462.5 |
|
R2 |
1,487.1 |
1,487.1 |
1,457.3 |
|
R1 |
1,467.1 |
1,467.1 |
1,452.2 |
1,477.1 |
PP |
1,430.9 |
1,430.9 |
1,430.9 |
1,436.0 |
S1 |
1,410.9 |
1,410.9 |
1,441.8 |
1,420.9 |
S2 |
1,374.7 |
1,374.7 |
1,436.7 |
|
S3 |
1,318.5 |
1,354.7 |
1,431.5 |
|
S4 |
1,262.3 |
1,298.5 |
1,416.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,451.0 |
1,421.0 |
30.0 |
2.1% |
14.1 |
1.0% |
65% |
False |
False |
35,094 |
10 |
1,451.0 |
1,375.9 |
75.1 |
5.2% |
15.5 |
1.1% |
86% |
False |
False |
60,300 |
20 |
1,451.0 |
1,375.9 |
75.1 |
5.2% |
17.1 |
1.2% |
86% |
False |
False |
60,634 |
40 |
1,477.5 |
1,375.9 |
101.6 |
7.1% |
13.5 |
0.9% |
64% |
False |
False |
31,637 |
60 |
1,477.5 |
1,375.9 |
101.6 |
7.1% |
11.6 |
0.8% |
64% |
False |
False |
21,546 |
80 |
1,477.5 |
1,375.9 |
101.6 |
7.1% |
9.7 |
0.7% |
64% |
False |
False |
16,465 |
100 |
1,477.5 |
1,375.9 |
101.6 |
7.1% |
7.9 |
0.5% |
64% |
False |
False |
13,230 |
120 |
1,477.5 |
1,375.9 |
101.6 |
7.1% |
6.8 |
0.5% |
64% |
False |
False |
11,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,487.7 |
2.618 |
1,471.7 |
1.618 |
1,461.9 |
1.000 |
1,455.8 |
0.618 |
1,452.1 |
HIGH |
1,446.0 |
0.618 |
1,442.3 |
0.500 |
1,441.1 |
0.382 |
1,439.9 |
LOW |
1,436.2 |
0.618 |
1,430.1 |
1.000 |
1,426.4 |
1.618 |
1,420.3 |
2.618 |
1,410.5 |
4.250 |
1,394.6 |
|
|
Fisher Pivots for day following 27-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,441.1 |
1,442.4 |
PP |
1,440.9 |
1,441.8 |
S1 |
1,440.8 |
1,441.2 |
|