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 |
6,603.0 |
6,706.0 |
103.0 |
1.6% |
6,807.0 |
High |
6,675.5 |
6,738.5 |
63.0 |
0.9% |
6,820.0 |
Low |
6,585.5 |
6,688.5 |
103.0 |
1.6% |
6,483.0 |
Close |
6,638.0 |
6,728.5 |
90.5 |
1.4% |
6,638.0 |
Range |
90.0 |
50.0 |
-40.0 |
-44.4% |
337.0 |
ATR |
113.6 |
112.6 |
-0.9 |
-0.8% |
0.0 |
Volume |
236,541 |
159,110 |
-77,431 |
-32.7% |
687,284 |
|
Daily Pivots for day following 19-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,868.5 |
6,848.5 |
6,756.0 |
|
R3 |
6,818.5 |
6,798.5 |
6,742.3 |
|
R2 |
6,768.5 |
6,768.5 |
6,737.7 |
|
R1 |
6,748.5 |
6,748.5 |
6,733.1 |
6,758.5 |
PP |
6,718.5 |
6,718.5 |
6,718.5 |
6,723.5 |
S1 |
6,698.5 |
6,698.5 |
6,723.9 |
6,708.5 |
S2 |
6,668.5 |
6,668.5 |
6,719.3 |
|
S3 |
6,618.5 |
6,648.5 |
6,714.8 |
|
S4 |
6,568.5 |
6,598.5 |
6,701.0 |
|
|
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 |
6,790.0 |
6,483.0 |
307.0 |
4.6% |
110.8 |
1.6% |
80% |
False |
False |
155,583 |
10 |
6,820.0 |
6,483.0 |
337.0 |
5.0% |
95.7 |
1.4% |
73% |
False |
False |
87,281 |
20 |
7,120.0 |
6,483.0 |
637.0 |
9.5% |
109.3 |
1.6% |
39% |
False |
False |
45,129 |
40 |
7,120.0 |
6,483.0 |
637.0 |
9.5% |
81.8 |
1.2% |
39% |
False |
False |
22,928 |
60 |
7,120.0 |
6,483.0 |
637.0 |
9.5% |
76.7 |
1.1% |
39% |
False |
False |
15,608 |
80 |
7,120.0 |
6,331.0 |
789.0 |
11.7% |
75.4 |
1.1% |
50% |
False |
False |
12,401 |
100 |
7,120.0 |
6,331.0 |
789.0 |
11.7% |
70.6 |
1.0% |
50% |
False |
False |
10,097 |
120 |
7,120.0 |
6,107.5 |
1,012.5 |
15.0% |
66.8 |
1.0% |
61% |
False |
False |
8,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,951.0 |
2.618 |
6,869.4 |
1.618 |
6,819.4 |
1.000 |
6,788.5 |
0.618 |
6,769.4 |
HIGH |
6,738.5 |
0.618 |
6,719.4 |
0.500 |
6,713.5 |
0.382 |
6,707.6 |
LOW |
6,688.5 |
0.618 |
6,657.6 |
1.000 |
6,638.5 |
1.618 |
6,607.6 |
2.618 |
6,557.6 |
4.250 |
6,476.0 |
|
|
Fisher Pivots for day following 19-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,723.5 |
6,703.3 |
PP |
6,718.5 |
6,678.0 |
S1 |
6,713.5 |
6,652.8 |
|