Trading Metrics calculated at close of trading on 26-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2007 |
26-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,901.5 |
6,956.0 |
54.5 |
0.8% |
6,706.0 |
High |
6,964.5 |
6,961.0 |
-3.5 |
-0.1% |
6,964.5 |
Low |
6,886.5 |
6,858.5 |
-28.0 |
-0.4% |
6,688.5 |
Close |
6,956.5 |
6,885.5 |
-71.0 |
-1.0% |
6,956.5 |
Range |
78.0 |
102.5 |
24.5 |
31.4% |
276.0 |
ATR |
112.9 |
112.2 |
-0.7 |
-0.7% |
0.0 |
Volume |
172,122 |
192,003 |
19,881 |
11.6% |
907,824 |
|
Daily Pivots for day following 26-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,209.2 |
7,149.8 |
6,941.9 |
|
R3 |
7,106.7 |
7,047.3 |
6,913.7 |
|
R2 |
7,004.2 |
7,004.2 |
6,904.3 |
|
R1 |
6,944.8 |
6,944.8 |
6,894.9 |
6,923.3 |
PP |
6,901.7 |
6,901.7 |
6,901.7 |
6,890.9 |
S1 |
6,842.3 |
6,842.3 |
6,876.1 |
6,820.8 |
S2 |
6,799.2 |
6,799.2 |
6,866.7 |
|
S3 |
6,696.7 |
6,739.8 |
6,857.3 |
|
S4 |
6,594.2 |
6,637.3 |
6,829.1 |
|
|
Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,697.8 |
7,603.2 |
7,108.3 |
|
R3 |
7,421.8 |
7,327.2 |
7,032.4 |
|
R2 |
7,145.8 |
7,145.8 |
7,007.1 |
|
R1 |
7,051.2 |
7,051.2 |
6,981.8 |
7,098.5 |
PP |
6,869.8 |
6,869.8 |
6,869.8 |
6,893.5 |
S1 |
6,775.2 |
6,775.2 |
6,931.2 |
6,822.5 |
S2 |
6,593.8 |
6,593.8 |
6,905.9 |
|
S3 |
6,317.8 |
6,499.2 |
6,880.6 |
|
S4 |
6,041.8 |
6,223.2 |
6,804.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,964.5 |
6,692.5 |
272.0 |
4.0% |
92.2 |
1.3% |
71% |
False |
False |
188,143 |
10 |
6,964.5 |
6,483.0 |
481.5 |
7.0% |
101.5 |
1.5% |
84% |
False |
False |
171,863 |
20 |
7,090.0 |
6,483.0 |
607.0 |
8.8% |
119.6 |
1.7% |
66% |
False |
False |
91,833 |
40 |
7,120.0 |
6,483.0 |
637.0 |
9.3% |
84.2 |
1.2% |
63% |
False |
False |
46,379 |
60 |
7,120.0 |
6,483.0 |
637.0 |
9.3% |
79.7 |
1.2% |
63% |
False |
False |
31,216 |
80 |
7,120.0 |
6,331.0 |
789.0 |
11.5% |
76.3 |
1.1% |
70% |
False |
False |
24,087 |
100 |
7,120.0 |
6,331.0 |
789.0 |
11.5% |
72.6 |
1.1% |
70% |
False |
False |
19,482 |
120 |
7,120.0 |
6,209.5 |
910.5 |
13.2% |
68.3 |
1.0% |
74% |
False |
False |
16,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,396.6 |
2.618 |
7,229.3 |
1.618 |
7,126.8 |
1.000 |
7,063.5 |
0.618 |
7,024.3 |
HIGH |
6,961.0 |
0.618 |
6,921.8 |
0.500 |
6,909.8 |
0.382 |
6,897.7 |
LOW |
6,858.5 |
0.618 |
6,795.2 |
1.000 |
6,756.0 |
1.618 |
6,692.7 |
2.618 |
6,590.2 |
4.250 |
6,422.9 |
|
|
Fisher Pivots for day following 26-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,909.8 |
6,911.5 |
PP |
6,901.7 |
6,902.8 |
S1 |
6,893.6 |
6,894.2 |
|