Trading Metrics calculated at close of trading on 22-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2007 |
22-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,751.0 |
6,896.0 |
145.0 |
2.1% |
6,807.0 |
High |
6,889.0 |
6,930.0 |
41.0 |
0.6% |
6,820.0 |
Low |
6,745.0 |
6,866.0 |
121.0 |
1.8% |
6,483.0 |
Close |
6,770.5 |
6,914.0 |
143.5 |
2.1% |
6,638.0 |
Range |
144.0 |
64.0 |
-80.0 |
-55.6% |
337.0 |
ATR |
112.2 |
115.6 |
3.4 |
3.0% |
0.0 |
Volume |
173,629 |
223,793 |
50,164 |
28.9% |
687,284 |
|
Daily Pivots for day following 22-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,095.3 |
7,068.7 |
6,949.2 |
|
R3 |
7,031.3 |
7,004.7 |
6,931.6 |
|
R2 |
6,967.3 |
6,967.3 |
6,925.7 |
|
R1 |
6,940.7 |
6,940.7 |
6,919.9 |
6,954.0 |
PP |
6,903.3 |
6,903.3 |
6,903.3 |
6,910.0 |
S1 |
6,876.7 |
6,876.7 |
6,908.1 |
6,890.0 |
S2 |
6,839.3 |
6,839.3 |
6,902.3 |
|
S3 |
6,775.3 |
6,812.7 |
6,896.4 |
|
S4 |
6,711.3 |
6,748.7 |
6,878.8 |
|
|
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 |
6,930.0 |
6,585.5 |
344.5 |
5.0% |
84.1 |
1.2% |
95% |
True |
False |
194,448 |
10 |
6,930.0 |
6,483.0 |
447.0 |
6.5% |
99.0 |
1.4% |
96% |
True |
False |
143,608 |
20 |
7,120.0 |
6,483.0 |
637.0 |
9.2% |
114.3 |
1.7% |
68% |
False |
False |
73,772 |
40 |
7,120.0 |
6,483.0 |
637.0 |
9.2% |
82.6 |
1.2% |
68% |
False |
False |
37,301 |
60 |
7,120.0 |
6,483.0 |
637.0 |
9.2% |
77.5 |
1.1% |
68% |
False |
False |
25,158 |
80 |
7,120.0 |
6,331.0 |
789.0 |
11.4% |
75.5 |
1.1% |
74% |
False |
False |
19,565 |
100 |
7,120.0 |
6,331.0 |
789.0 |
11.4% |
71.9 |
1.0% |
74% |
False |
False |
15,852 |
120 |
7,120.0 |
6,107.5 |
1,012.5 |
14.6% |
68.1 |
1.0% |
80% |
False |
False |
13,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,202.0 |
2.618 |
7,097.6 |
1.618 |
7,033.6 |
1.000 |
6,994.0 |
0.618 |
6,969.6 |
HIGH |
6,930.0 |
0.618 |
6,905.6 |
0.500 |
6,898.0 |
0.382 |
6,890.4 |
LOW |
6,866.0 |
0.618 |
6,826.4 |
1.000 |
6,802.0 |
1.618 |
6,762.4 |
2.618 |
6,698.4 |
4.250 |
6,594.0 |
|
|
Fisher Pivots for day following 22-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,908.7 |
6,879.8 |
PP |
6,903.3 |
6,845.5 |
S1 |
6,898.0 |
6,811.3 |
|