Trading Metrics calculated at close of trading on 15-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,655.5 |
6,696.5 |
41.0 |
0.6% |
6,579.0 |
High |
6,691.5 |
6,726.5 |
35.0 |
0.5% |
6,883.0 |
Low |
6,554.0 |
6,638.5 |
84.5 |
1.3% |
6,579.0 |
Close |
6,589.5 |
6,704.5 |
115.0 |
1.7% |
6,851.0 |
Range |
137.5 |
88.0 |
-49.5 |
-36.0% |
304.0 |
ATR |
111.3 |
113.1 |
1.8 |
1.7% |
0.0 |
Volume |
14,323 |
19,525 |
5,202 |
36.3% |
8,475 |
|
Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,953.8 |
6,917.2 |
6,752.9 |
|
R3 |
6,865.8 |
6,829.2 |
6,728.7 |
|
R2 |
6,777.8 |
6,777.8 |
6,720.6 |
|
R1 |
6,741.2 |
6,741.2 |
6,712.6 |
6,759.5 |
PP |
6,689.8 |
6,689.8 |
6,689.8 |
6,699.0 |
S1 |
6,653.2 |
6,653.2 |
6,696.4 |
6,671.5 |
S2 |
6,601.8 |
6,601.8 |
6,688.4 |
|
S3 |
6,513.8 |
6,565.2 |
6,680.3 |
|
S4 |
6,425.8 |
6,477.2 |
6,656.1 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,683.0 |
7,571.0 |
7,018.2 |
|
R3 |
7,379.0 |
7,267.0 |
6,934.6 |
|
R2 |
7,075.0 |
7,075.0 |
6,906.7 |
|
R1 |
6,963.0 |
6,963.0 |
6,878.9 |
7,019.0 |
PP |
6,771.0 |
6,771.0 |
6,771.0 |
6,799.0 |
S1 |
6,659.0 |
6,659.0 |
6,823.1 |
6,715.0 |
S2 |
6,467.0 |
6,467.0 |
6,795.3 |
|
S3 |
6,163.0 |
6,355.0 |
6,767.4 |
|
S4 |
5,859.0 |
6,051.0 |
6,683.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,893.5 |
6,554.0 |
339.5 |
5.1% |
113.1 |
1.7% |
44% |
False |
False |
10,434 |
10 |
6,893.5 |
6,554.0 |
339.5 |
5.1% |
106.3 |
1.6% |
44% |
False |
False |
5,771 |
20 |
7,198.0 |
6,554.0 |
644.0 |
9.6% |
101.2 |
1.5% |
23% |
False |
False |
3,135 |
40 |
7,198.0 |
6,554.0 |
644.0 |
9.6% |
77.5 |
1.2% |
23% |
False |
False |
1,660 |
60 |
7,198.0 |
6,554.0 |
644.0 |
9.6% |
70.9 |
1.1% |
23% |
False |
False |
1,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,100.5 |
2.618 |
6,956.9 |
1.618 |
6,868.9 |
1.000 |
6,814.5 |
0.618 |
6,780.9 |
HIGH |
6,726.5 |
0.618 |
6,692.9 |
0.500 |
6,682.5 |
0.382 |
6,672.1 |
LOW |
6,638.5 |
0.618 |
6,584.1 |
1.000 |
6,550.5 |
1.618 |
6,496.1 |
2.618 |
6,408.1 |
4.250 |
6,264.5 |
|
|
Fisher Pivots for day following 15-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,697.2 |
6,707.5 |
PP |
6,689.8 |
6,706.5 |
S1 |
6,682.5 |
6,705.5 |
|