Trading Metrics calculated at close of trading on 19-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2007 |
19-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,136.5 |
6,192.5 |
56.0 |
0.9% |
6,289.5 |
High |
6,162.0 |
6,219.0 |
57.0 |
0.9% |
6,297.5 |
Low |
6,107.0 |
6,155.0 |
48.0 |
0.8% |
5,987.0 |
Close |
6,145.0 |
6,202.5 |
57.5 |
0.9% |
6,145.0 |
Range |
55.0 |
64.0 |
9.0 |
16.4% |
310.5 |
ATR |
84.2 |
83.4 |
-0.7 |
-0.9% |
0.0 |
Volume |
127,799 |
77,011 |
-50,788 |
-39.7% |
728,068 |
|
Daily Pivots for day following 19-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,384.0 |
6,357.5 |
6,237.5 |
|
R3 |
6,320.0 |
6,293.5 |
6,220.0 |
|
R2 |
6,256.0 |
6,256.0 |
6,214.0 |
|
R1 |
6,229.5 |
6,229.5 |
6,208.5 |
6,243.0 |
PP |
6,192.0 |
6,192.0 |
6,192.0 |
6,199.0 |
S1 |
6,165.5 |
6,165.5 |
6,196.5 |
6,179.0 |
S2 |
6,128.0 |
6,128.0 |
6,191.0 |
|
S3 |
6,064.0 |
6,101.5 |
6,185.0 |
|
S4 |
6,000.0 |
6,037.5 |
6,167.5 |
|
|
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 |
6,256.0 |
5,987.0 |
269.0 |
4.3% |
81.0 |
1.3% |
80% |
False |
False |
136,768 |
10 |
6,297.5 |
5,987.0 |
310.5 |
5.0% |
72.5 |
1.2% |
69% |
False |
False |
88,370 |
20 |
6,450.0 |
5,981.5 |
468.5 |
7.6% |
78.0 |
1.3% |
47% |
False |
False |
45,285 |
40 |
6,458.5 |
5,981.5 |
477.0 |
7.7% |
57.5 |
0.9% |
46% |
False |
False |
22,727 |
60 |
6,458.5 |
5,981.5 |
477.0 |
7.7% |
51.0 |
0.8% |
46% |
False |
False |
15,432 |
80 |
6,458.5 |
5,981.5 |
477.0 |
7.7% |
40.0 |
0.6% |
46% |
False |
False |
11,606 |
100 |
6,458.5 |
5,981.5 |
477.0 |
7.7% |
32.5 |
0.5% |
46% |
False |
False |
9,321 |
120 |
6,458.5 |
5,981.5 |
477.0 |
7.7% |
27.0 |
0.4% |
46% |
False |
False |
7,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,491.0 |
2.618 |
6,386.5 |
1.618 |
6,322.5 |
1.000 |
6,283.0 |
0.618 |
6,258.5 |
HIGH |
6,219.0 |
0.618 |
6,194.5 |
0.500 |
6,187.0 |
0.382 |
6,179.5 |
LOW |
6,155.0 |
0.618 |
6,115.5 |
1.000 |
6,091.0 |
1.618 |
6,051.5 |
2.618 |
5,987.5 |
4.250 |
5,883.0 |
|
|
Fisher Pivots for day following 19-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,197.5 |
6,185.5 |
PP |
6,192.0 |
6,168.5 |
S1 |
6,187.0 |
6,151.0 |
|