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 |
6,040.0 |
5,998.0 |
-42.0 |
-0.7% |
5,860.0 |
High |
6,044.0 |
6,031.0 |
-13.0 |
-0.2% |
6,028.0 |
Low |
6,010.0 |
5,959.0 |
-51.0 |
-0.8% |
5,853.0 |
Close |
6,024.0 |
5,978.0 |
-46.0 |
-0.8% |
5,996.0 |
Range |
34.0 |
72.0 |
38.0 |
111.8% |
175.0 |
ATR |
68.8 |
69.0 |
0.2 |
0.3% |
0.0 |
Volume |
13,094 |
19,160 |
6,066 |
46.3% |
81,605 |
|
Daily Pivots for day following 28-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,205.3 |
6,163.7 |
6,017.6 |
|
R3 |
6,133.3 |
6,091.7 |
5,997.8 |
|
R2 |
6,061.3 |
6,061.3 |
5,991.2 |
|
R1 |
6,019.7 |
6,019.7 |
5,984.6 |
6,004.5 |
PP |
5,989.3 |
5,989.3 |
5,989.3 |
5,981.8 |
S1 |
5,947.7 |
5,947.7 |
5,971.4 |
5,932.5 |
S2 |
5,917.3 |
5,917.3 |
5,964.8 |
|
S3 |
5,845.3 |
5,875.7 |
5,958.2 |
|
S4 |
5,773.3 |
5,803.7 |
5,938.4 |
|
|
Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,484.0 |
6,415.0 |
6,092.3 |
|
R3 |
6,309.0 |
6,240.0 |
6,044.1 |
|
R2 |
6,134.0 |
6,134.0 |
6,028.1 |
|
R1 |
6,065.0 |
6,065.0 |
6,012.0 |
6,099.5 |
PP |
5,959.0 |
5,959.0 |
5,959.0 |
5,976.3 |
S1 |
5,890.0 |
5,890.0 |
5,980.0 |
5,924.5 |
S2 |
5,784.0 |
5,784.0 |
5,963.9 |
|
S3 |
5,609.0 |
5,715.0 |
5,947.9 |
|
S4 |
5,434.0 |
5,540.0 |
5,899.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,052.0 |
5,959.0 |
93.0 |
1.6% |
45.4 |
0.8% |
20% |
False |
True |
16,350 |
10 |
6,052.0 |
5,834.0 |
218.0 |
3.6% |
57.0 |
1.0% |
66% |
False |
False |
17,036 |
20 |
6,052.0 |
5,665.0 |
387.0 |
6.5% |
63.3 |
1.1% |
81% |
False |
False |
19,307 |
40 |
6,086.0 |
5,665.0 |
421.0 |
7.0% |
46.8 |
0.8% |
74% |
False |
False |
9,827 |
60 |
6,086.0 |
5,541.0 |
545.0 |
9.1% |
40.5 |
0.7% |
80% |
False |
False |
6,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,337.0 |
2.618 |
6,219.5 |
1.618 |
6,147.5 |
1.000 |
6,103.0 |
0.618 |
6,075.5 |
HIGH |
6,031.0 |
0.618 |
6,003.5 |
0.500 |
5,995.0 |
0.382 |
5,986.5 |
LOW |
5,959.0 |
0.618 |
5,914.5 |
1.000 |
5,887.0 |
1.618 |
5,842.5 |
2.618 |
5,770.5 |
4.250 |
5,653.0 |
|
|
Fisher Pivots for day following 28-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
5,995.0 |
6,005.5 |
PP |
5,989.3 |
5,996.3 |
S1 |
5,983.7 |
5,987.2 |
|