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 |
5,951.0 |
6,007.0 |
56.0 |
0.9% |
6,040.0 |
High |
6,010.0 |
6,052.0 |
42.0 |
0.7% |
6,052.0 |
Low |
5,950.0 |
6,007.0 |
57.0 |
1.0% |
5,950.0 |
Close |
6,006.0 |
6,034.0 |
28.0 |
0.5% |
6,034.0 |
Range |
60.0 |
45.0 |
-15.0 |
-25.0% |
102.0 |
ATR |
68.4 |
66.8 |
-1.6 |
-2.3% |
0.0 |
Volume |
15,932 |
17,371 |
1,439 |
9.0% |
81,154 |
|
Daily Pivots for day following 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,166.0 |
6,145.0 |
6,058.8 |
|
R3 |
6,121.0 |
6,100.0 |
6,046.4 |
|
R2 |
6,076.0 |
6,076.0 |
6,042.3 |
|
R1 |
6,055.0 |
6,055.0 |
6,038.1 |
6,065.5 |
PP |
6,031.0 |
6,031.0 |
6,031.0 |
6,036.3 |
S1 |
6,010.0 |
6,010.0 |
6,029.9 |
6,020.5 |
S2 |
5,986.0 |
5,986.0 |
6,025.8 |
|
S3 |
5,941.0 |
5,965.0 |
6,021.6 |
|
S4 |
5,896.0 |
5,920.0 |
6,009.3 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,318.0 |
6,278.0 |
6,090.1 |
|
R3 |
6,216.0 |
6,176.0 |
6,062.1 |
|
R2 |
6,114.0 |
6,114.0 |
6,052.7 |
|
R1 |
6,074.0 |
6,074.0 |
6,043.4 |
6,043.0 |
PP |
6,012.0 |
6,012.0 |
6,012.0 |
5,996.5 |
S1 |
5,972.0 |
5,972.0 |
6,024.7 |
5,941.0 |
S2 |
5,910.0 |
5,910.0 |
6,015.3 |
|
S3 |
5,808.0 |
5,870.0 |
6,006.0 |
|
S4 |
5,706.0 |
5,768.0 |
5,977.9 |
|
|
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% |
47.8 |
0.8% |
82% |
True |
False |
16,230 |
10 |
6,052.0 |
5,853.0 |
199.0 |
3.3% |
53.6 |
0.9% |
91% |
True |
False |
16,275 |
20 |
6,052.0 |
5,665.0 |
387.0 |
6.4% |
63.1 |
1.0% |
95% |
True |
False |
20,887 |
40 |
6,086.0 |
5,665.0 |
421.0 |
7.0% |
48.4 |
0.8% |
88% |
False |
False |
10,659 |
60 |
6,086.0 |
5,541.0 |
545.0 |
9.0% |
41.4 |
0.7% |
90% |
False |
False |
7,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,243.3 |
2.618 |
6,169.8 |
1.618 |
6,124.8 |
1.000 |
6,097.0 |
0.618 |
6,079.8 |
HIGH |
6,052.0 |
0.618 |
6,034.8 |
0.500 |
6,029.5 |
0.382 |
6,024.2 |
LOW |
6,007.0 |
0.618 |
5,979.2 |
1.000 |
5,962.0 |
1.618 |
5,934.2 |
2.618 |
5,889.2 |
4.250 |
5,815.8 |
|
|
Fisher Pivots for day following 30-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,032.5 |
6,023.0 |
PP |
6,031.0 |
6,012.0 |
S1 |
6,029.5 |
6,001.0 |
|