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 |
6,239.0 |
6,289.5 |
50.5 |
0.8% |
6,017.5 |
High |
6,275.5 |
6,297.5 |
22.0 |
0.4% |
6,275.5 |
Low |
6,210.5 |
6,236.5 |
26.0 |
0.4% |
5,981.5 |
Close |
6,269.0 |
6,254.5 |
-14.5 |
-0.2% |
6,269.0 |
Range |
65.0 |
61.0 |
-4.0 |
-6.2% |
294.0 |
ATR |
74.6 |
73.6 |
-1.0 |
-1.3% |
0.0 |
Volume |
28,114 |
121,235 |
93,121 |
331.2% |
81,260 |
|
Daily Pivots for day following 12-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,446.0 |
6,411.0 |
6,288.0 |
|
R3 |
6,385.0 |
6,350.0 |
6,271.5 |
|
R2 |
6,324.0 |
6,324.0 |
6,265.5 |
|
R1 |
6,289.0 |
6,289.0 |
6,260.0 |
6,276.0 |
PP |
6,263.0 |
6,263.0 |
6,263.0 |
6,256.0 |
S1 |
6,228.0 |
6,228.0 |
6,249.0 |
6,215.0 |
S2 |
6,202.0 |
6,202.0 |
6,243.5 |
|
S3 |
6,141.0 |
6,167.0 |
6,237.5 |
|
S4 |
6,080.0 |
6,106.0 |
6,221.0 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,057.5 |
6,957.0 |
6,430.5 |
|
R3 |
6,763.5 |
6,663.0 |
6,350.0 |
|
R2 |
6,469.5 |
6,469.5 |
6,323.0 |
|
R1 |
6,369.0 |
6,369.0 |
6,296.0 |
6,419.0 |
PP |
6,175.5 |
6,175.5 |
6,175.5 |
6,200.5 |
S1 |
6,075.0 |
6,075.0 |
6,242.0 |
6,125.0 |
S2 |
5,881.5 |
5,881.5 |
6,215.0 |
|
S3 |
5,587.5 |
5,781.0 |
6,188.0 |
|
S4 |
5,293.5 |
5,487.0 |
6,107.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,297.5 |
6,064.0 |
233.5 |
3.7% |
64.5 |
1.0% |
82% |
True |
False |
39,971 |
10 |
6,420.0 |
5,981.5 |
438.5 |
7.0% |
92.0 |
1.5% |
62% |
False |
False |
21,888 |
20 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
66.0 |
1.1% |
57% |
False |
False |
11,118 |
40 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
53.5 |
0.9% |
57% |
False |
False |
5,655 |
60 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
44.0 |
0.7% |
57% |
False |
False |
4,035 |
80 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
35.0 |
0.6% |
57% |
False |
False |
3,096 |
100 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
28.5 |
0.5% |
57% |
False |
False |
2,489 |
120 |
6,458.5 |
5,868.0 |
590.5 |
9.4% |
24.0 |
0.4% |
65% |
False |
False |
2,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,557.0 |
2.618 |
6,457.0 |
1.618 |
6,396.0 |
1.000 |
6,358.5 |
0.618 |
6,335.0 |
HIGH |
6,297.5 |
0.618 |
6,274.0 |
0.500 |
6,267.0 |
0.382 |
6,260.0 |
LOW |
6,236.5 |
0.618 |
6,199.0 |
1.000 |
6,175.5 |
1.618 |
6,138.0 |
2.618 |
6,077.0 |
4.250 |
5,977.0 |
|
|
Fisher Pivots for day following 12-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,267.0 |
6,252.5 |
PP |
6,263.0 |
6,251.0 |
S1 |
6,258.5 |
6,249.0 |
|