Trading Metrics calculated at close of trading on 21-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2007 |
21-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,732.5 |
6,751.0 |
18.5 |
0.3% |
6,807.0 |
High |
6,765.0 |
6,889.0 |
124.0 |
1.8% |
6,820.0 |
Low |
6,692.5 |
6,745.0 |
52.5 |
0.8% |
6,483.0 |
Close |
6,760.5 |
6,770.5 |
10.0 |
0.1% |
6,638.0 |
Range |
72.5 |
144.0 |
71.5 |
98.6% |
337.0 |
ATR |
109.8 |
112.2 |
2.4 |
2.2% |
0.0 |
Volume |
179,170 |
173,629 |
-5,541 |
-3.1% |
687,284 |
|
Daily Pivots for day following 21-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,233.5 |
7,146.0 |
6,849.7 |
|
R3 |
7,089.5 |
7,002.0 |
6,810.1 |
|
R2 |
6,945.5 |
6,945.5 |
6,796.9 |
|
R1 |
6,858.0 |
6,858.0 |
6,783.7 |
6,901.8 |
PP |
6,801.5 |
6,801.5 |
6,801.5 |
6,823.4 |
S1 |
6,714.0 |
6,714.0 |
6,757.3 |
6,757.8 |
S2 |
6,657.5 |
6,657.5 |
6,744.1 |
|
S3 |
6,513.5 |
6,570.0 |
6,730.9 |
|
S4 |
6,369.5 |
6,426.0 |
6,691.3 |
|
|
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 |
6,889.0 |
6,567.0 |
322.0 |
4.8% |
89.5 |
1.3% |
63% |
True |
False |
173,151 |
10 |
6,889.0 |
6,483.0 |
406.0 |
6.0% |
100.6 |
1.5% |
71% |
True |
False |
121,976 |
20 |
7,120.0 |
6,483.0 |
637.0 |
9.4% |
112.9 |
1.7% |
45% |
False |
False |
62,668 |
40 |
7,120.0 |
6,483.0 |
637.0 |
9.4% |
83.4 |
1.2% |
45% |
False |
False |
31,719 |
60 |
7,120.0 |
6,483.0 |
637.0 |
9.4% |
78.1 |
1.2% |
45% |
False |
False |
21,451 |
80 |
7,120.0 |
6,331.0 |
789.0 |
11.7% |
76.6 |
1.1% |
56% |
False |
False |
16,787 |
100 |
7,120.0 |
6,331.0 |
789.0 |
11.7% |
71.8 |
1.1% |
56% |
False |
False |
13,616 |
120 |
7,120.0 |
6,107.5 |
1,012.5 |
15.0% |
68.1 |
1.0% |
65% |
False |
False |
11,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,501.0 |
2.618 |
7,266.0 |
1.618 |
7,122.0 |
1.000 |
7,033.0 |
0.618 |
6,978.0 |
HIGH |
6,889.0 |
0.618 |
6,834.0 |
0.500 |
6,817.0 |
0.382 |
6,800.0 |
LOW |
6,745.0 |
0.618 |
6,656.0 |
1.000 |
6,601.0 |
1.618 |
6,512.0 |
2.618 |
6,368.0 |
4.250 |
6,133.0 |
|
|
Fisher Pivots for day following 21-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,817.0 |
6,788.8 |
PP |
6,801.5 |
6,782.7 |
S1 |
6,786.0 |
6,776.6 |
|