Trading Metrics calculated at close of trading on 20-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2007 |
20-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,706.0 |
6,732.5 |
26.5 |
0.4% |
6,807.0 |
High |
6,738.5 |
6,765.0 |
26.5 |
0.4% |
6,820.0 |
Low |
6,688.5 |
6,692.5 |
4.0 |
0.1% |
6,483.0 |
Close |
6,728.5 |
6,760.5 |
32.0 |
0.5% |
6,638.0 |
Range |
50.0 |
72.5 |
22.5 |
45.0% |
337.0 |
ATR |
112.6 |
109.8 |
-2.9 |
-2.5% |
0.0 |
Volume |
159,110 |
179,170 |
20,060 |
12.6% |
687,284 |
|
Daily Pivots for day following 20-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,956.8 |
6,931.2 |
6,800.4 |
|
R3 |
6,884.3 |
6,858.7 |
6,780.4 |
|
R2 |
6,811.8 |
6,811.8 |
6,773.8 |
|
R1 |
6,786.2 |
6,786.2 |
6,767.1 |
6,799.0 |
PP |
6,739.3 |
6,739.3 |
6,739.3 |
6,745.8 |
S1 |
6,713.7 |
6,713.7 |
6,753.9 |
6,726.5 |
S2 |
6,666.8 |
6,666.8 |
6,747.2 |
|
S3 |
6,594.3 |
6,641.2 |
6,740.6 |
|
S4 |
6,521.8 |
6,568.7 |
6,720.6 |
|
|
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 |
6,765.0 |
6,483.0 |
282.0 |
4.2% |
88.1 |
1.3% |
98% |
True |
False |
160,118 |
10 |
6,820.0 |
6,483.0 |
337.0 |
5.0% |
92.1 |
1.4% |
82% |
False |
False |
104,990 |
20 |
7,120.0 |
6,483.0 |
637.0 |
9.4% |
109.7 |
1.6% |
44% |
False |
False |
54,059 |
40 |
7,120.0 |
6,483.0 |
637.0 |
9.4% |
81.7 |
1.2% |
44% |
False |
False |
27,397 |
60 |
7,120.0 |
6,483.0 |
637.0 |
9.4% |
77.1 |
1.1% |
44% |
False |
False |
18,563 |
80 |
7,120.0 |
6,331.0 |
789.0 |
11.7% |
75.9 |
1.1% |
54% |
False |
False |
14,637 |
100 |
7,120.0 |
6,331.0 |
789.0 |
11.7% |
70.9 |
1.0% |
54% |
False |
False |
11,884 |
120 |
7,120.0 |
6,107.5 |
1,012.5 |
15.0% |
67.2 |
1.0% |
64% |
False |
False |
9,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,073.1 |
2.618 |
6,954.8 |
1.618 |
6,882.3 |
1.000 |
6,837.5 |
0.618 |
6,809.8 |
HIGH |
6,765.0 |
0.618 |
6,737.3 |
0.500 |
6,728.8 |
0.382 |
6,720.2 |
LOW |
6,692.5 |
0.618 |
6,647.7 |
1.000 |
6,620.0 |
1.618 |
6,575.2 |
2.618 |
6,502.7 |
4.250 |
6,384.4 |
|
|
Fisher Pivots for day following 20-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,749.9 |
6,732.1 |
PP |
6,739.3 |
6,703.7 |
S1 |
6,728.8 |
6,675.3 |
|