Trading Metrics calculated at close of trading on 16-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2007 |
16-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,621.5 |
6,603.0 |
-18.5 |
-0.3% |
6,807.0 |
High |
6,658.0 |
6,675.5 |
17.5 |
0.3% |
6,820.0 |
Low |
6,567.0 |
6,585.5 |
18.5 |
0.3% |
6,483.0 |
Close |
6,632.5 |
6,638.0 |
5.5 |
0.1% |
6,638.0 |
Range |
91.0 |
90.0 |
-1.0 |
-1.1% |
337.0 |
ATR |
115.4 |
113.6 |
-1.8 |
-1.6% |
0.0 |
Volume |
117,308 |
236,541 |
119,233 |
101.6% |
687,284 |
|
Daily Pivots for day following 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,903.0 |
6,860.5 |
6,687.5 |
|
R3 |
6,813.0 |
6,770.5 |
6,662.8 |
|
R2 |
6,723.0 |
6,723.0 |
6,654.5 |
|
R1 |
6,680.5 |
6,680.5 |
6,646.3 |
6,701.8 |
PP |
6,633.0 |
6,633.0 |
6,633.0 |
6,643.6 |
S1 |
6,590.5 |
6,590.5 |
6,629.8 |
6,611.8 |
S2 |
6,543.0 |
6,543.0 |
6,621.5 |
|
S3 |
6,453.0 |
6,500.5 |
6,613.3 |
|
S4 |
6,363.0 |
6,410.5 |
6,588.5 |
|
|
Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,658.0 |
7,485.0 |
6,823.4 |
|
R3 |
7,321.0 |
7,148.0 |
6,730.7 |
|
R2 |
6,984.0 |
6,984.0 |
6,699.8 |
|
R1 |
6,811.0 |
6,811.0 |
6,668.9 |
6,729.0 |
PP |
6,647.0 |
6,647.0 |
6,647.0 |
6,606.0 |
S1 |
6,474.0 |
6,474.0 |
6,607.1 |
6,392.0 |
S2 |
6,310.0 |
6,310.0 |
6,576.2 |
|
S3 |
5,973.0 |
6,137.0 |
6,545.3 |
|
S4 |
5,636.0 |
5,800.0 |
6,452.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,820.0 |
6,483.0 |
337.0 |
5.1% |
116.3 |
1.8% |
46% |
False |
False |
137,456 |
10 |
6,820.0 |
6,483.0 |
337.0 |
5.1% |
103.8 |
1.6% |
46% |
False |
False |
71,991 |
20 |
7,120.0 |
6,483.0 |
637.0 |
9.6% |
107.8 |
1.6% |
24% |
False |
False |
37,343 |
40 |
7,120.0 |
6,483.0 |
637.0 |
9.6% |
82.9 |
1.2% |
24% |
False |
False |
18,969 |
60 |
7,120.0 |
6,483.0 |
637.0 |
9.6% |
76.6 |
1.2% |
24% |
False |
False |
12,979 |
80 |
7,120.0 |
6,331.0 |
789.0 |
11.9% |
75.2 |
1.1% |
39% |
False |
False |
10,432 |
100 |
7,120.0 |
6,331.0 |
789.0 |
11.9% |
70.5 |
1.1% |
39% |
False |
False |
8,511 |
120 |
7,120.0 |
6,107.5 |
1,012.5 |
15.3% |
66.7 |
1.0% |
52% |
False |
False |
7,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,058.0 |
2.618 |
6,911.1 |
1.618 |
6,821.1 |
1.000 |
6,765.5 |
0.618 |
6,731.1 |
HIGH |
6,675.5 |
0.618 |
6,641.1 |
0.500 |
6,630.5 |
0.382 |
6,619.9 |
LOW |
6,585.5 |
0.618 |
6,529.9 |
1.000 |
6,495.5 |
1.618 |
6,439.9 |
2.618 |
6,349.9 |
4.250 |
6,203.0 |
|
|
Fisher Pivots for day following 16-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,635.5 |
6,618.4 |
PP |
6,633.0 |
6,598.8 |
S1 |
6,630.5 |
6,579.3 |
|