Trading Metrics calculated at close of trading on 09-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2007 |
09-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,737.75 |
1,754.25 |
16.50 |
0.9% |
1,726.00 |
High |
1,759.75 |
1,767.25 |
7.50 |
0.4% |
1,767.25 |
Low |
1,733.25 |
1,735.25 |
2.00 |
0.1% |
1,704.75 |
Close |
1,754.50 |
1,747.75 |
-6.75 |
-0.4% |
1,747.75 |
Range |
26.50 |
32.00 |
5.50 |
20.8% |
62.50 |
ATR |
30.54 |
30.64 |
0.10 |
0.3% |
0.00 |
Volume |
0 |
208,606 |
208,606 |
|
1,667,777 |
|
Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,846.00 |
1,829.00 |
1,765.25 |
|
R3 |
1,814.00 |
1,797.00 |
1,756.50 |
|
R2 |
1,782.00 |
1,782.00 |
1,753.50 |
|
R1 |
1,765.00 |
1,765.00 |
1,750.75 |
1,757.50 |
PP |
1,750.00 |
1,750.00 |
1,750.00 |
1,746.50 |
S1 |
1,733.00 |
1,733.00 |
1,744.75 |
1,725.50 |
S2 |
1,718.00 |
1,718.00 |
1,742.00 |
|
S3 |
1,686.00 |
1,701.00 |
1,739.00 |
|
S4 |
1,654.00 |
1,669.00 |
1,730.25 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,927.50 |
1,900.00 |
1,782.00 |
|
R3 |
1,865.00 |
1,837.50 |
1,765.00 |
|
R2 |
1,802.50 |
1,802.50 |
1,759.25 |
|
R1 |
1,775.00 |
1,775.00 |
1,753.50 |
1,788.75 |
PP |
1,740.00 |
1,740.00 |
1,740.00 |
1,746.75 |
S1 |
1,712.50 |
1,712.50 |
1,742.00 |
1,726.25 |
S2 |
1,677.50 |
1,677.50 |
1,736.25 |
|
S3 |
1,615.00 |
1,650.00 |
1,730.50 |
|
S4 |
1,552.50 |
1,587.50 |
1,713.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,767.25 |
1,704.75 |
62.50 |
3.6% |
29.75 |
1.7% |
69% |
True |
False |
333,555 |
10 |
1,855.50 |
1,704.75 |
150.75 |
8.6% |
41.00 |
2.3% |
29% |
False |
False |
427,146 |
20 |
1,857.50 |
1,704.75 |
152.75 |
8.7% |
31.00 |
1.8% |
28% |
False |
False |
370,037 |
40 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
27.25 |
1.6% |
26% |
False |
False |
356,958 |
60 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
27.25 |
1.6% |
26% |
False |
False |
326,193 |
80 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
25.75 |
1.5% |
26% |
False |
False |
249,182 |
100 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
25.50 |
1.5% |
26% |
False |
False |
199,373 |
120 |
1,867.75 |
1,648.00 |
219.75 |
12.6% |
25.00 |
1.4% |
45% |
False |
False |
166,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,903.25 |
2.618 |
1,851.00 |
1.618 |
1,819.00 |
1.000 |
1,799.25 |
0.618 |
1,787.00 |
HIGH |
1,767.25 |
0.618 |
1,755.00 |
0.500 |
1,751.25 |
0.382 |
1,747.50 |
LOW |
1,735.25 |
0.618 |
1,715.50 |
1.000 |
1,703.25 |
1.618 |
1,683.50 |
2.618 |
1,651.50 |
4.250 |
1,599.25 |
|
|
Fisher Pivots for day following 09-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,751.25 |
1,750.25 |
PP |
1,750.00 |
1,749.50 |
S1 |
1,749.00 |
1,748.50 |
|