Trading Metrics calculated at close of trading on 16-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2007 |
16-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,696.5 |
6,675.5 |
-21.0 |
-0.3% |
6,883.5 |
High |
6,726.5 |
6,742.5 |
16.0 |
0.2% |
6,893.5 |
Low |
6,638.5 |
6,662.0 |
23.5 |
0.4% |
6,554.0 |
Close |
6,704.5 |
6,709.5 |
5.0 |
0.1% |
6,709.5 |
Range |
88.0 |
80.5 |
-7.5 |
-8.5% |
339.5 |
ATR |
113.1 |
110.8 |
-2.3 |
-2.1% |
0.0 |
Volume |
19,525 |
7,427 |
-12,098 |
-62.0% |
56,115 |
|
Daily Pivots for day following 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,946.2 |
6,908.3 |
6,753.8 |
|
R3 |
6,865.7 |
6,827.8 |
6,731.6 |
|
R2 |
6,785.2 |
6,785.2 |
6,724.3 |
|
R1 |
6,747.3 |
6,747.3 |
6,716.9 |
6,766.3 |
PP |
6,704.7 |
6,704.7 |
6,704.7 |
6,714.1 |
S1 |
6,666.8 |
6,666.8 |
6,702.1 |
6,685.8 |
S2 |
6,624.2 |
6,624.2 |
6,694.7 |
|
S3 |
6,543.7 |
6,586.3 |
6,687.4 |
|
S4 |
6,463.2 |
6,505.8 |
6,665.2 |
|
|
Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,737.5 |
7,563.0 |
6,896.2 |
|
R3 |
7,398.0 |
7,223.5 |
6,802.9 |
|
R2 |
7,058.5 |
7,058.5 |
6,771.7 |
|
R1 |
6,884.0 |
6,884.0 |
6,740.6 |
6,801.5 |
PP |
6,719.0 |
6,719.0 |
6,719.0 |
6,677.8 |
S1 |
6,544.5 |
6,544.5 |
6,678.4 |
6,462.0 |
S2 |
6,379.5 |
6,379.5 |
6,647.3 |
|
S3 |
6,040.0 |
6,205.0 |
6,616.1 |
|
S4 |
5,700.5 |
5,865.5 |
6,522.8 |
|
|
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% |
113.9 |
1.7% |
46% |
False |
False |
11,223 |
10 |
6,893.5 |
6,554.0 |
339.5 |
5.1% |
98.8 |
1.5% |
46% |
False |
False |
6,459 |
20 |
7,198.0 |
6,554.0 |
644.0 |
9.6% |
103.8 |
1.5% |
24% |
False |
False |
3,503 |
40 |
7,198.0 |
6,554.0 |
644.0 |
9.6% |
77.0 |
1.1% |
24% |
False |
False |
1,834 |
60 |
7,198.0 |
6,554.0 |
644.0 |
9.6% |
71.4 |
1.1% |
24% |
False |
False |
1,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,084.6 |
2.618 |
6,953.2 |
1.618 |
6,872.7 |
1.000 |
6,823.0 |
0.618 |
6,792.2 |
HIGH |
6,742.5 |
0.618 |
6,711.7 |
0.500 |
6,702.3 |
0.382 |
6,692.8 |
LOW |
6,662.0 |
0.618 |
6,612.3 |
1.000 |
6,581.5 |
1.618 |
6,531.8 |
2.618 |
6,451.3 |
4.250 |
6,319.9 |
|
|
Fisher Pivots for day following 16-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,707.1 |
6,689.1 |
PP |
6,704.7 |
6,668.7 |
S1 |
6,702.3 |
6,648.3 |
|