Trading Metrics calculated at close of trading on 21-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2007 |
21-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,211.5 |
6,230.0 |
18.5 |
0.3% |
6,289.5 |
High |
6,239.0 |
6,315.5 |
76.5 |
1.2% |
6,297.5 |
Low |
6,172.0 |
6,225.0 |
53.0 |
0.9% |
5,987.0 |
Close |
6,234.0 |
6,281.0 |
47.0 |
0.8% |
6,145.0 |
Range |
67.0 |
90.5 |
23.5 |
35.1% |
310.5 |
ATR |
82.3 |
82.8 |
0.6 |
0.7% |
0.0 |
Volume |
79,949 |
104,079 |
24,130 |
30.2% |
728,068 |
|
Daily Pivots for day following 21-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,545.5 |
6,503.5 |
6,331.0 |
|
R3 |
6,455.0 |
6,413.0 |
6,306.0 |
|
R2 |
6,364.5 |
6,364.5 |
6,297.5 |
|
R1 |
6,322.5 |
6,322.5 |
6,289.5 |
6,343.5 |
PP |
6,274.0 |
6,274.0 |
6,274.0 |
6,284.0 |
S1 |
6,232.0 |
6,232.0 |
6,272.5 |
6,253.0 |
S2 |
6,183.5 |
6,183.5 |
6,264.5 |
|
S3 |
6,093.0 |
6,141.5 |
6,256.0 |
|
S4 |
6,002.5 |
6,051.0 |
6,231.0 |
|
|
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 |
6,315.5 |
6,083.5 |
232.0 |
3.7% |
71.0 |
1.1% |
85% |
True |
False |
102,763 |
10 |
6,315.5 |
5,987.0 |
328.5 |
5.2% |
75.0 |
1.2% |
89% |
True |
False |
104,099 |
20 |
6,448.0 |
5,981.5 |
466.5 |
7.4% |
80.0 |
1.3% |
64% |
False |
False |
54,403 |
40 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
59.5 |
0.9% |
63% |
False |
False |
27,299 |
60 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
53.0 |
0.8% |
63% |
False |
False |
18,499 |
80 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
41.5 |
0.7% |
63% |
False |
False |
13,907 |
100 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
34.0 |
0.5% |
63% |
False |
False |
11,162 |
120 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
28.5 |
0.5% |
63% |
False |
False |
9,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,700.0 |
2.618 |
6,552.5 |
1.618 |
6,462.0 |
1.000 |
6,406.0 |
0.618 |
6,371.5 |
HIGH |
6,315.5 |
0.618 |
6,281.0 |
0.500 |
6,270.0 |
0.382 |
6,259.5 |
LOW |
6,225.0 |
0.618 |
6,169.0 |
1.000 |
6,134.5 |
1.618 |
6,078.5 |
2.618 |
5,988.0 |
4.250 |
5,840.5 |
|
|
Fisher Pivots for day following 21-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,277.5 |
6,266.0 |
PP |
6,274.0 |
6,250.5 |
S1 |
6,270.0 |
6,235.0 |
|