Trading Metrics calculated at close of trading on 15-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,723.25 |
1,747.25 |
24.00 |
1.4% |
1,726.00 |
High |
1,748.75 |
1,755.25 |
6.50 |
0.4% |
1,767.25 |
Low |
1,711.25 |
1,737.25 |
26.00 |
1.5% |
1,704.75 |
Close |
1,748.25 |
1,744.50 |
-3.75 |
-0.2% |
1,747.75 |
Range |
37.50 |
18.00 |
-19.50 |
-52.0% |
62.50 |
ATR |
31.24 |
30.30 |
-0.95 |
-3.0% |
0.00 |
Volume |
95,167 |
95,128 |
-39 |
0.0% |
1,667,777 |
|
Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,799.75 |
1,790.00 |
1,754.50 |
|
R3 |
1,781.75 |
1,772.00 |
1,749.50 |
|
R2 |
1,763.75 |
1,763.75 |
1,747.75 |
|
R1 |
1,754.00 |
1,754.00 |
1,746.25 |
1,750.00 |
PP |
1,745.75 |
1,745.75 |
1,745.75 |
1,743.50 |
S1 |
1,736.00 |
1,736.00 |
1,742.75 |
1,732.00 |
S2 |
1,727.75 |
1,727.75 |
1,741.25 |
|
S3 |
1,709.75 |
1,718.00 |
1,739.50 |
|
S4 |
1,691.75 |
1,700.00 |
1,734.50 |
|
|
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% |
30.00 |
1.7% |
59% |
False |
False |
118,374 |
10 |
1,767.25 |
1,704.75 |
62.50 |
3.6% |
30.50 |
1.7% |
64% |
False |
False |
271,328 |
20 |
1,857.50 |
1,704.75 |
152.75 |
8.8% |
31.75 |
1.8% |
26% |
False |
False |
325,880 |
40 |
1,857.50 |
1,704.75 |
152.75 |
8.8% |
28.25 |
1.6% |
26% |
False |
False |
333,413 |
60 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
27.50 |
1.6% |
24% |
False |
False |
311,302 |
80 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
26.25 |
1.5% |
24% |
False |
False |
253,945 |
100 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
25.75 |
1.5% |
24% |
False |
False |
203,201 |
120 |
1,867.75 |
1,652.25 |
215.50 |
12.4% |
25.25 |
1.4% |
43% |
False |
False |
169,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,831.75 |
2.618 |
1,802.25 |
1.618 |
1,784.25 |
1.000 |
1,773.25 |
0.618 |
1,766.25 |
HIGH |
1,755.25 |
0.618 |
1,748.25 |
0.500 |
1,746.25 |
0.382 |
1,744.25 |
LOW |
1,737.25 |
0.618 |
1,726.25 |
1.000 |
1,719.25 |
1.618 |
1,708.25 |
2.618 |
1,690.25 |
4.250 |
1,660.75 |
|
|
Fisher Pivots for day following 15-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,746.25 |
1,741.50 |
PP |
1,745.75 |
1,738.50 |
S1 |
1,745.00 |
1,735.50 |
|