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 |
6,105.0 |
6,136.5 |
31.5 |
0.5% |
6,289.5 |
High |
6,161.5 |
6,162.0 |
0.5 |
0.0% |
6,297.5 |
Low |
6,083.5 |
6,107.0 |
23.5 |
0.4% |
5,987.0 |
Close |
6,138.5 |
6,145.0 |
6.5 |
0.1% |
6,145.0 |
Range |
78.0 |
55.0 |
-23.0 |
-29.5% |
310.5 |
ATR |
86.4 |
84.2 |
-2.2 |
-2.6% |
0.0 |
Volume |
124,977 |
127,799 |
2,822 |
2.3% |
728,068 |
|
Daily Pivots for day following 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,303.0 |
6,279.0 |
6,175.0 |
|
R3 |
6,248.0 |
6,224.0 |
6,160.0 |
|
R2 |
6,193.0 |
6,193.0 |
6,155.0 |
|
R1 |
6,169.0 |
6,169.0 |
6,150.0 |
6,181.0 |
PP |
6,138.0 |
6,138.0 |
6,138.0 |
6,144.0 |
S1 |
6,114.0 |
6,114.0 |
6,140.0 |
6,126.0 |
S2 |
6,083.0 |
6,083.0 |
6,135.0 |
|
S3 |
6,028.0 |
6,059.0 |
6,130.0 |
|
S4 |
5,973.0 |
6,004.0 |
6,115.0 |
|
|
Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,074.5 |
6,920.5 |
6,316.0 |
|
R3 |
6,764.0 |
6,610.0 |
6,230.5 |
|
R2 |
6,453.5 |
6,453.5 |
6,202.0 |
|
R1 |
6,299.5 |
6,299.5 |
6,173.5 |
6,221.0 |
PP |
6,143.0 |
6,143.0 |
6,143.0 |
6,104.0 |
S1 |
5,989.0 |
5,989.0 |
6,116.5 |
5,911.0 |
S2 |
5,832.5 |
5,832.5 |
6,088.0 |
|
S3 |
5,522.0 |
5,678.5 |
6,059.5 |
|
S4 |
5,211.5 |
5,368.0 |
5,974.0 |
|
|
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 |
5,987.0 |
310.5 |
5.1% |
80.5 |
1.3% |
51% |
False |
False |
145,613 |
10 |
6,297.5 |
5,981.5 |
316.0 |
5.1% |
75.5 |
1.2% |
52% |
False |
False |
80,932 |
20 |
6,458.5 |
5,981.5 |
477.0 |
7.8% |
76.0 |
1.2% |
34% |
False |
False |
41,439 |
40 |
6,458.5 |
5,981.5 |
477.0 |
7.8% |
57.5 |
0.9% |
34% |
False |
False |
20,815 |
60 |
6,458.5 |
5,981.5 |
477.0 |
7.8% |
49.5 |
0.8% |
34% |
False |
False |
14,148 |
80 |
6,458.5 |
5,981.5 |
477.0 |
7.8% |
39.0 |
0.6% |
34% |
False |
False |
10,681 |
100 |
6,458.5 |
5,981.5 |
477.0 |
7.8% |
32.0 |
0.5% |
34% |
False |
False |
8,552 |
120 |
6,458.5 |
5,981.5 |
477.0 |
7.8% |
26.5 |
0.4% |
34% |
False |
False |
7,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,396.0 |
2.618 |
6,306.0 |
1.618 |
6,251.0 |
1.000 |
6,217.0 |
0.618 |
6,196.0 |
HIGH |
6,162.0 |
0.618 |
6,141.0 |
0.500 |
6,134.5 |
0.382 |
6,128.0 |
LOW |
6,107.0 |
0.618 |
6,073.0 |
1.000 |
6,052.0 |
1.618 |
6,018.0 |
2.618 |
5,963.0 |
4.250 |
5,873.0 |
|
|
Fisher Pivots for day following 16-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,141.5 |
6,121.5 |
PP |
6,138.0 |
6,098.0 |
S1 |
6,134.5 |
6,074.5 |
|