Trading Metrics calculated at close of trading on 30-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2007 |
30-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,306.0 |
6,347.0 |
41.0 |
0.7% |
6,363.5 |
High |
6,358.5 |
6,353.0 |
-5.5 |
-0.1% |
6,379.5 |
Low |
6,303.0 |
6,307.0 |
4.0 |
0.1% |
6,270.0 |
Close |
6,353.0 |
6,326.0 |
-27.0 |
-0.4% |
6,326.0 |
Range |
55.5 |
46.0 |
-9.5 |
-17.1% |
109.5 |
ATR |
77.4 |
75.2 |
-2.2 |
-2.9% |
0.0 |
Volume |
83,300 |
100,784 |
17,484 |
21.0% |
438,702 |
|
Daily Pivots for day following 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,466.5 |
6,442.5 |
6,351.5 |
|
R3 |
6,420.5 |
6,396.5 |
6,338.5 |
|
R2 |
6,374.5 |
6,374.5 |
6,334.5 |
|
R1 |
6,350.5 |
6,350.5 |
6,330.0 |
6,339.5 |
PP |
6,328.5 |
6,328.5 |
6,328.5 |
6,323.0 |
S1 |
6,304.5 |
6,304.5 |
6,322.0 |
6,293.5 |
S2 |
6,282.5 |
6,282.5 |
6,317.5 |
|
S3 |
6,236.5 |
6,258.5 |
6,313.5 |
|
S4 |
6,190.5 |
6,212.5 |
6,300.5 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,653.5 |
6,599.5 |
6,386.0 |
|
R3 |
6,544.0 |
6,490.0 |
6,356.0 |
|
R2 |
6,434.5 |
6,434.5 |
6,346.0 |
|
R1 |
6,380.5 |
6,380.5 |
6,336.0 |
6,353.0 |
PP |
6,325.0 |
6,325.0 |
6,325.0 |
6,311.5 |
S1 |
6,271.0 |
6,271.0 |
6,316.0 |
6,243.0 |
S2 |
6,215.5 |
6,215.5 |
6,306.0 |
|
S3 |
6,106.0 |
6,161.5 |
6,296.0 |
|
S4 |
5,996.5 |
6,052.0 |
6,266.0 |
|
|
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% |
60.5 |
1.0% |
51% |
False |
False |
87,740 |
10 |
6,379.5 |
6,155.0 |
224.5 |
3.5% |
64.0 |
1.0% |
76% |
False |
False |
89,746 |
20 |
6,379.5 |
5,981.5 |
398.0 |
6.3% |
69.5 |
1.1% |
87% |
False |
False |
85,339 |
40 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
62.0 |
1.0% |
72% |
False |
False |
43,185 |
60 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
57.0 |
0.9% |
72% |
False |
False |
28,861 |
80 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
46.0 |
0.7% |
72% |
False |
False |
21,844 |
100 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
38.0 |
0.6% |
72% |
False |
False |
17,525 |
120 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
32.0 |
0.5% |
72% |
False |
False |
14,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,548.5 |
2.618 |
6,473.5 |
1.618 |
6,427.5 |
1.000 |
6,399.0 |
0.618 |
6,381.5 |
HIGH |
6,353.0 |
0.618 |
6,335.5 |
0.500 |
6,330.0 |
0.382 |
6,324.5 |
LOW |
6,307.0 |
0.618 |
6,278.5 |
1.000 |
6,261.0 |
1.618 |
6,232.5 |
2.618 |
6,186.5 |
4.250 |
6,111.5 |
|
|
Fisher Pivots for day following 30-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,330.0 |
6,322.0 |
PP |
6,328.5 |
6,318.0 |
S1 |
6,327.5 |
6,314.0 |
|