Trading Metrics calculated at close of trading on 12-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2007 |
12-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,754.25 |
1,749.00 |
-5.25 |
-0.3% |
1,726.00 |
High |
1,767.25 |
1,760.50 |
-6.75 |
-0.4% |
1,767.25 |
Low |
1,735.25 |
1,739.50 |
4.25 |
0.2% |
1,704.75 |
Close |
1,747.75 |
1,757.75 |
10.00 |
0.6% |
1,747.75 |
Range |
32.00 |
21.00 |
-11.00 |
-34.4% |
62.50 |
ATR |
30.64 |
29.96 |
-0.69 |
-2.2% |
0.00 |
Volume |
208,606 |
108,515 |
-100,091 |
-48.0% |
1,667,777 |
|
Daily Pivots for day following 12-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,815.50 |
1,807.75 |
1,769.25 |
|
R3 |
1,794.50 |
1,786.75 |
1,763.50 |
|
R2 |
1,773.50 |
1,773.50 |
1,761.50 |
|
R1 |
1,765.75 |
1,765.75 |
1,759.75 |
1,769.50 |
PP |
1,752.50 |
1,752.50 |
1,752.50 |
1,754.50 |
S1 |
1,744.75 |
1,744.75 |
1,755.75 |
1,748.50 |
S2 |
1,731.50 |
1,731.50 |
1,754.00 |
|
S3 |
1,710.50 |
1,723.75 |
1,752.00 |
|
S4 |
1,689.50 |
1,702.75 |
1,746.25 |
|
|
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 |
1,711.00 |
56.25 |
3.2% |
26.50 |
1.5% |
83% |
False |
False |
262,529 |
10 |
1,838.25 |
1,704.75 |
133.50 |
7.6% |
39.75 |
2.3% |
40% |
False |
False |
409,045 |
20 |
1,857.50 |
1,704.75 |
152.75 |
8.7% |
30.00 |
1.7% |
35% |
False |
False |
363,365 |
40 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
27.00 |
1.5% |
33% |
False |
False |
350,610 |
60 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
27.25 |
1.5% |
33% |
False |
False |
321,660 |
80 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
25.75 |
1.5% |
33% |
False |
False |
250,535 |
100 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
25.50 |
1.5% |
33% |
False |
False |
200,458 |
120 |
1,867.75 |
1,648.00 |
219.75 |
12.5% |
25.00 |
1.4% |
50% |
False |
False |
167,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,849.75 |
2.618 |
1,815.50 |
1.618 |
1,794.50 |
1.000 |
1,781.50 |
0.618 |
1,773.50 |
HIGH |
1,760.50 |
0.618 |
1,752.50 |
0.500 |
1,750.00 |
0.382 |
1,747.50 |
LOW |
1,739.50 |
0.618 |
1,726.50 |
1.000 |
1,718.50 |
1.618 |
1,705.50 |
2.618 |
1,684.50 |
4.250 |
1,650.25 |
|
|
Fisher Pivots for day following 12-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,755.25 |
1,755.25 |
PP |
1,752.50 |
1,752.75 |
S1 |
1,750.00 |
1,750.25 |
|