Trading Metrics calculated at close of trading on 14-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2007 |
14-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,757.00 |
1,723.25 |
-33.75 |
-1.9% |
1,726.00 |
High |
1,760.00 |
1,748.75 |
-11.25 |
-0.6% |
1,767.25 |
Low |
1,718.75 |
1,711.25 |
-7.50 |
-0.4% |
1,704.75 |
Close |
1,724.25 |
1,748.25 |
24.00 |
1.4% |
1,747.75 |
Range |
41.25 |
37.50 |
-3.75 |
-9.1% |
62.50 |
ATR |
30.76 |
31.24 |
0.48 |
1.6% |
0.00 |
Volume |
84,457 |
95,167 |
10,710 |
12.7% |
1,667,777 |
|
Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,848.50 |
1,836.00 |
1,769.00 |
|
R3 |
1,811.00 |
1,798.50 |
1,758.50 |
|
R2 |
1,773.50 |
1,773.50 |
1,755.00 |
|
R1 |
1,761.00 |
1,761.00 |
1,751.75 |
1,767.25 |
PP |
1,736.00 |
1,736.00 |
1,736.00 |
1,739.25 |
S1 |
1,723.50 |
1,723.50 |
1,744.75 |
1,729.75 |
S2 |
1,698.50 |
1,698.50 |
1,741.50 |
|
S3 |
1,661.00 |
1,686.00 |
1,738.00 |
|
S4 |
1,623.50 |
1,648.50 |
1,727.50 |
|
|
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 |
1,711.25 |
56.00 |
3.2% |
31.75 |
1.8% |
66% |
False |
True |
99,349 |
10 |
1,776.00 |
1,704.75 |
71.25 |
4.1% |
34.25 |
2.0% |
61% |
False |
False |
313,987 |
20 |
1,857.50 |
1,704.75 |
152.75 |
8.7% |
32.50 |
1.9% |
28% |
False |
False |
336,782 |
40 |
1,857.75 |
1,704.75 |
153.00 |
8.8% |
28.25 |
1.6% |
28% |
False |
False |
338,257 |
60 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
27.75 |
1.6% |
27% |
False |
False |
314,447 |
80 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
26.25 |
1.5% |
27% |
False |
False |
252,761 |
100 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
25.75 |
1.5% |
27% |
False |
False |
202,250 |
120 |
1,867.75 |
1,652.25 |
215.50 |
12.3% |
25.25 |
1.4% |
45% |
False |
False |
168,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,908.00 |
2.618 |
1,847.00 |
1.618 |
1,809.50 |
1.000 |
1,786.25 |
0.618 |
1,772.00 |
HIGH |
1,748.75 |
0.618 |
1,734.50 |
0.500 |
1,730.00 |
0.382 |
1,725.50 |
LOW |
1,711.25 |
0.618 |
1,688.00 |
1.000 |
1,673.75 |
1.618 |
1,650.50 |
2.618 |
1,613.00 |
4.250 |
1,552.00 |
|
|
Fisher Pivots for day following 14-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,742.25 |
1,744.00 |
PP |
1,736.00 |
1,740.00 |
S1 |
1,730.00 |
1,736.00 |
|