Trading Metrics calculated at close of trading on 16-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2007 |
16-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,747.25 |
1,743.25 |
-4.00 |
-0.2% |
1,749.00 |
High |
1,755.25 |
1,750.00 |
-5.25 |
-0.3% |
1,760.50 |
Low |
1,737.25 |
1,736.25 |
-1.00 |
-0.1% |
1,711.25 |
Close |
1,744.50 |
1,747.24 |
2.74 |
0.2% |
1,747.24 |
Range |
18.00 |
13.75 |
-4.25 |
-23.6% |
49.25 |
ATR |
30.30 |
29.12 |
-1.18 |
-3.9% |
0.00 |
Volume |
95,128 |
63,343 |
-31,785 |
-33.4% |
446,610 |
|
Daily Pivots for day following 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,785.75 |
1,780.25 |
1,754.75 |
|
R3 |
1,772.00 |
1,766.50 |
1,751.00 |
|
R2 |
1,758.25 |
1,758.25 |
1,749.75 |
|
R1 |
1,752.75 |
1,752.75 |
1,748.50 |
1,755.50 |
PP |
1,744.50 |
1,744.50 |
1,744.50 |
1,745.75 |
S1 |
1,739.00 |
1,739.00 |
1,746.00 |
1,741.75 |
S2 |
1,730.75 |
1,730.75 |
1,744.75 |
|
S3 |
1,717.00 |
1,725.25 |
1,743.50 |
|
S4 |
1,703.25 |
1,711.50 |
1,739.75 |
|
|
Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,887.50 |
1,866.50 |
1,774.25 |
|
R3 |
1,838.25 |
1,817.25 |
1,760.75 |
|
R2 |
1,789.00 |
1,789.00 |
1,756.25 |
|
R1 |
1,768.00 |
1,768.00 |
1,751.75 |
1,753.75 |
PP |
1,739.75 |
1,739.75 |
1,739.75 |
1,732.50 |
S1 |
1,718.75 |
1,718.75 |
1,742.75 |
1,704.50 |
S2 |
1,690.50 |
1,690.50 |
1,738.25 |
|
S3 |
1,641.25 |
1,669.50 |
1,733.75 |
|
S4 |
1,592.00 |
1,620.25 |
1,720.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,760.50 |
1,711.25 |
49.25 |
2.8% |
26.25 |
1.5% |
73% |
False |
False |
89,322 |
10 |
1,767.25 |
1,704.75 |
62.50 |
3.6% |
28.00 |
1.6% |
68% |
False |
False |
211,438 |
20 |
1,857.50 |
1,704.75 |
152.75 |
8.7% |
31.75 |
1.8% |
28% |
False |
False |
308,362 |
40 |
1,857.50 |
1,704.75 |
152.75 |
8.7% |
27.25 |
1.6% |
28% |
False |
False |
325,344 |
60 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
27.50 |
1.6% |
26% |
False |
False |
305,859 |
80 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
26.25 |
1.5% |
26% |
False |
False |
254,732 |
100 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
25.75 |
1.5% |
26% |
False |
False |
203,834 |
120 |
1,867.75 |
1,652.25 |
215.50 |
12.3% |
25.25 |
1.4% |
44% |
False |
False |
169,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,808.50 |
2.618 |
1,786.00 |
1.618 |
1,772.25 |
1.000 |
1,763.75 |
0.618 |
1,758.50 |
HIGH |
1,750.00 |
0.618 |
1,744.75 |
0.500 |
1,743.00 |
0.382 |
1,741.50 |
LOW |
1,736.25 |
0.618 |
1,727.75 |
1.000 |
1,722.50 |
1.618 |
1,714.00 |
2.618 |
1,700.25 |
4.250 |
1,677.75 |
|
|
Fisher Pivots for day following 16-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,745.75 |
1,742.50 |
PP |
1,744.50 |
1,738.00 |
S1 |
1,743.00 |
1,733.25 |
|