Trading Metrics calculated at close of trading on 13-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2007 |
13-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,289.5 |
6,255.5 |
-34.0 |
-0.5% |
6,017.5 |
High |
6,297.5 |
6,256.0 |
-41.5 |
-0.7% |
6,275.5 |
Low |
6,236.5 |
6,165.0 |
-71.5 |
-1.1% |
5,981.5 |
Close |
6,254.5 |
6,175.0 |
-79.5 |
-1.3% |
6,269.0 |
Range |
61.0 |
91.0 |
30.0 |
49.2% |
294.0 |
ATR |
73.6 |
74.8 |
1.2 |
1.7% |
0.0 |
Volume |
121,235 |
175,139 |
53,904 |
44.5% |
81,260 |
|
Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,471.5 |
6,414.5 |
6,225.0 |
|
R3 |
6,380.5 |
6,323.5 |
6,200.0 |
|
R2 |
6,289.5 |
6,289.5 |
6,191.5 |
|
R1 |
6,232.5 |
6,232.5 |
6,183.5 |
6,215.5 |
PP |
6,198.5 |
6,198.5 |
6,198.5 |
6,190.0 |
S1 |
6,141.5 |
6,141.5 |
6,166.5 |
6,124.5 |
S2 |
6,107.5 |
6,107.5 |
6,158.5 |
|
S3 |
6,016.5 |
6,050.5 |
6,150.0 |
|
S4 |
5,925.5 |
5,959.5 |
6,125.0 |
|
|
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 |
6,129.5 |
168.0 |
2.7% |
67.5 |
1.1% |
27% |
False |
False |
73,253 |
10 |
6,297.5 |
5,981.5 |
316.0 |
5.1% |
86.5 |
1.4% |
61% |
False |
False |
38,032 |
20 |
6,458.5 |
5,981.5 |
477.0 |
7.7% |
69.0 |
1.1% |
41% |
False |
False |
19,873 |
40 |
6,458.5 |
5,981.5 |
477.0 |
7.7% |
54.5 |
0.9% |
41% |
False |
False |
10,031 |
60 |
6,458.5 |
5,981.5 |
477.0 |
7.7% |
45.5 |
0.7% |
41% |
False |
False |
6,954 |
80 |
6,458.5 |
5,981.5 |
477.0 |
7.7% |
36.0 |
0.6% |
41% |
False |
False |
5,285 |
100 |
6,458.5 |
5,981.5 |
477.0 |
7.7% |
29.5 |
0.5% |
41% |
False |
False |
4,235 |
120 |
6,458.5 |
5,868.0 |
590.5 |
9.6% |
24.5 |
0.4% |
52% |
False |
False |
3,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,643.0 |
2.618 |
6,494.0 |
1.618 |
6,403.0 |
1.000 |
6,347.0 |
0.618 |
6,312.0 |
HIGH |
6,256.0 |
0.618 |
6,221.0 |
0.500 |
6,210.5 |
0.382 |
6,200.0 |
LOW |
6,165.0 |
0.618 |
6,109.0 |
1.000 |
6,074.0 |
1.618 |
6,018.0 |
2.618 |
5,927.0 |
4.250 |
5,778.0 |
|
|
Fisher Pivots for day following 13-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,210.5 |
6,231.0 |
PP |
6,198.5 |
6,212.5 |
S1 |
6,187.0 |
6,194.0 |
|