Trading Metrics calculated at close of trading on 09-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2007 |
09-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,196 |
12,278 |
82 |
0.7% |
12,075 |
High |
12,305 |
12,344 |
39 |
0.3% |
12,344 |
Low |
12,194 |
12,226 |
32 |
0.3% |
11,970 |
Close |
12,280 |
12,288 |
8 |
0.1% |
12,288 |
Range |
111 |
118 |
7 |
6.3% |
374 |
ATR |
141 |
139 |
-2 |
-1.1% |
0 |
Volume |
128,422 |
56,633 |
-71,789 |
-55.9% |
756,424 |
|
Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,640 |
12,582 |
12,353 |
|
R3 |
12,522 |
12,464 |
12,321 |
|
R2 |
12,404 |
12,404 |
12,310 |
|
R1 |
12,346 |
12,346 |
12,299 |
12,375 |
PP |
12,286 |
12,286 |
12,286 |
12,301 |
S1 |
12,228 |
12,228 |
12,277 |
12,257 |
S2 |
12,168 |
12,168 |
12,266 |
|
S3 |
12,050 |
12,110 |
12,256 |
|
S4 |
11,932 |
11,992 |
12,223 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,323 |
13,179 |
12,494 |
|
R3 |
12,949 |
12,805 |
12,391 |
|
R2 |
12,575 |
12,575 |
12,357 |
|
R1 |
12,431 |
12,431 |
12,322 |
12,503 |
PP |
12,201 |
12,201 |
12,201 |
12,237 |
S1 |
12,057 |
12,057 |
12,254 |
12,129 |
S2 |
11,827 |
11,827 |
12,220 |
|
S3 |
11,453 |
11,683 |
12,185 |
|
S4 |
11,079 |
11,309 |
12,082 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,344 |
11,970 |
374 |
3.0% |
141 |
1.1% |
85% |
True |
False |
151,284 |
10 |
12,719 |
11,970 |
749 |
6.1% |
199 |
1.6% |
42% |
False |
False |
178,253 |
20 |
12,816 |
11,970 |
846 |
6.9% |
141 |
1.1% |
38% |
False |
False |
135,178 |
40 |
12,816 |
11,970 |
846 |
6.9% |
115 |
0.9% |
38% |
False |
False |
114,764 |
60 |
12,816 |
11,970 |
846 |
6.9% |
108 |
0.9% |
38% |
False |
False |
108,164 |
80 |
12,816 |
11,970 |
846 |
6.9% |
102 |
0.8% |
38% |
False |
False |
83,979 |
100 |
12,816 |
11,970 |
846 |
6.9% |
93 |
0.8% |
38% |
False |
False |
67,187 |
120 |
12,816 |
11,677 |
1,139 |
9.3% |
84 |
0.7% |
54% |
False |
False |
55,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,846 |
2.618 |
12,653 |
1.618 |
12,535 |
1.000 |
12,462 |
0.618 |
12,417 |
HIGH |
12,344 |
0.618 |
12,299 |
0.500 |
12,285 |
0.382 |
12,271 |
LOW |
12,226 |
0.618 |
12,153 |
1.000 |
12,108 |
1.618 |
12,035 |
2.618 |
11,917 |
4.250 |
11,725 |
|
|
Fisher Pivots for day following 09-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,287 |
12,279 |
PP |
12,286 |
12,270 |
S1 |
12,285 |
12,261 |
|