Trading Metrics calculated at close of trading on 28-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2007 |
28-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,352.5 |
6,295.0 |
-57.5 |
-0.9% |
6,192.5 |
High |
6,360.0 |
6,327.5 |
-32.5 |
-0.5% |
6,376.5 |
Low |
6,301.5 |
6,270.0 |
-31.5 |
-0.5% |
6,155.0 |
Close |
6,310.0 |
6,290.0 |
-20.0 |
-0.3% |
6,362.0 |
Range |
58.5 |
57.5 |
-1.0 |
-1.7% |
221.5 |
ATR |
79.7 |
78.1 |
-1.6 |
-2.0% |
0.0 |
Volume |
71,734 |
95,114 |
23,380 |
32.6% |
458,766 |
|
Daily Pivots for day following 28-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,468.5 |
6,436.5 |
6,321.5 |
|
R3 |
6,411.0 |
6,379.0 |
6,306.0 |
|
R2 |
6,353.5 |
6,353.5 |
6,300.5 |
|
R1 |
6,321.5 |
6,321.5 |
6,295.5 |
6,309.0 |
PP |
6,296.0 |
6,296.0 |
6,296.0 |
6,289.5 |
S1 |
6,264.0 |
6,264.0 |
6,284.5 |
6,251.0 |
S2 |
6,238.5 |
6,238.5 |
6,279.5 |
|
S3 |
6,181.0 |
6,206.5 |
6,274.0 |
|
S4 |
6,123.5 |
6,149.0 |
6,258.5 |
|
|
Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,962.5 |
6,883.5 |
6,484.0 |
|
R3 |
6,741.0 |
6,662.0 |
6,423.0 |
|
R2 |
6,519.5 |
6,519.5 |
6,402.5 |
|
R1 |
6,440.5 |
6,440.5 |
6,382.5 |
6,480.0 |
PP |
6,298.0 |
6,298.0 |
6,298.0 |
6,317.5 |
S1 |
6,219.0 |
6,219.0 |
6,341.5 |
6,258.5 |
S2 |
6,076.5 |
6,076.5 |
6,321.5 |
|
S3 |
5,855.0 |
5,997.5 |
6,301.0 |
|
S4 |
5,633.5 |
5,776.0 |
6,240.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,379.5 |
6,270.0 |
109.5 |
1.7% |
63.0 |
1.0% |
18% |
False |
True |
90,469 |
10 |
6,379.5 |
6,083.5 |
296.0 |
4.7% |
67.0 |
1.1% |
70% |
False |
False |
96,616 |
20 |
6,379.5 |
5,981.5 |
398.0 |
6.3% |
78.0 |
1.2% |
78% |
False |
False |
76,230 |
40 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
61.5 |
1.0% |
65% |
False |
False |
38,595 |
60 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
57.0 |
0.9% |
65% |
False |
False |
26,035 |
80 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
45.0 |
0.7% |
65% |
False |
False |
19,556 |
100 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
37.0 |
0.6% |
65% |
False |
False |
15,684 |
120 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
31.0 |
0.5% |
65% |
False |
False |
13,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,572.0 |
2.618 |
6,478.0 |
1.618 |
6,420.5 |
1.000 |
6,385.0 |
0.618 |
6,363.0 |
HIGH |
6,327.5 |
0.618 |
6,305.5 |
0.500 |
6,299.0 |
0.382 |
6,292.0 |
LOW |
6,270.0 |
0.618 |
6,234.5 |
1.000 |
6,212.5 |
1.618 |
6,177.0 |
2.618 |
6,119.5 |
4.250 |
6,025.5 |
|
|
Fisher Pivots for day following 28-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,299.0 |
6,325.0 |
PP |
6,296.0 |
6,313.0 |
S1 |
6,293.0 |
6,301.5 |
|