Trading Metrics calculated at close of trading on 29-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2007 |
29-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
5,998.0 |
5,951.0 |
-47.0 |
-0.8% |
5,860.0 |
High |
6,031.0 |
6,010.0 |
-21.0 |
-0.3% |
6,028.0 |
Low |
5,959.0 |
5,950.0 |
-9.0 |
-0.2% |
5,853.0 |
Close |
5,978.0 |
6,006.0 |
28.0 |
0.5% |
5,996.0 |
Range |
72.0 |
60.0 |
-12.0 |
-16.7% |
175.0 |
ATR |
69.0 |
68.4 |
-0.6 |
-0.9% |
0.0 |
Volume |
19,160 |
15,932 |
-3,228 |
-16.8% |
81,605 |
|
Daily Pivots for day following 29-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,168.7 |
6,147.3 |
6,039.0 |
|
R3 |
6,108.7 |
6,087.3 |
6,022.5 |
|
R2 |
6,048.7 |
6,048.7 |
6,017.0 |
|
R1 |
6,027.3 |
6,027.3 |
6,011.5 |
6,038.0 |
PP |
5,988.7 |
5,988.7 |
5,988.7 |
5,994.0 |
S1 |
5,967.3 |
5,967.3 |
6,000.5 |
5,978.0 |
S2 |
5,928.7 |
5,928.7 |
5,995.0 |
|
S3 |
5,868.7 |
5,907.3 |
5,989.5 |
|
S4 |
5,808.7 |
5,847.3 |
5,973.0 |
|
|
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 |
5,950.0 |
102.0 |
1.7% |
48.2 |
0.8% |
55% |
False |
True |
15,631 |
10 |
6,052.0 |
5,851.0 |
201.0 |
3.3% |
55.9 |
0.9% |
77% |
False |
False |
16,294 |
20 |
6,052.0 |
5,665.0 |
387.0 |
6.4% |
63.6 |
1.1% |
88% |
False |
False |
20,094 |
40 |
6,086.0 |
5,665.0 |
421.0 |
7.0% |
47.7 |
0.8% |
81% |
False |
False |
10,226 |
60 |
6,086.0 |
5,541.0 |
545.0 |
9.1% |
41.4 |
0.7% |
85% |
False |
False |
6,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,265.0 |
2.618 |
6,167.1 |
1.618 |
6,107.1 |
1.000 |
6,070.0 |
0.618 |
6,047.1 |
HIGH |
6,010.0 |
0.618 |
5,987.1 |
0.500 |
5,980.0 |
0.382 |
5,972.9 |
LOW |
5,950.0 |
0.618 |
5,912.9 |
1.000 |
5,890.0 |
1.618 |
5,852.9 |
2.618 |
5,792.9 |
4.250 |
5,695.0 |
|
|
Fisher Pivots for day following 29-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
5,997.3 |
6,003.0 |
PP |
5,988.7 |
6,000.0 |
S1 |
5,980.0 |
5,997.0 |
|