Trading Metrics calculated at close of trading on 12-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2007 |
12-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,278 |
12,287 |
9 |
0.1% |
12,075 |
High |
12,344 |
12,346 |
2 |
0.0% |
12,344 |
Low |
12,226 |
12,243 |
17 |
0.1% |
11,970 |
Close |
12,288 |
12,313 |
25 |
0.2% |
12,288 |
Range |
118 |
103 |
-15 |
-12.7% |
374 |
ATR |
139 |
136 |
-3 |
-1.8% |
0 |
Volume |
56,633 |
34,861 |
-21,772 |
-38.4% |
756,424 |
|
Daily Pivots for day following 12-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,610 |
12,564 |
12,370 |
|
R3 |
12,507 |
12,461 |
12,341 |
|
R2 |
12,404 |
12,404 |
12,332 |
|
R1 |
12,358 |
12,358 |
12,323 |
12,381 |
PP |
12,301 |
12,301 |
12,301 |
12,312 |
S1 |
12,255 |
12,255 |
12,304 |
12,278 |
S2 |
12,198 |
12,198 |
12,294 |
|
S3 |
12,095 |
12,152 |
12,285 |
|
S4 |
11,992 |
12,049 |
12,256 |
|
|
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 |
12,346 |
12,062 |
284 |
2.3% |
116 |
0.9% |
88% |
True |
False |
121,113 |
10 |
12,662 |
11,970 |
692 |
5.6% |
200 |
1.6% |
50% |
False |
False |
172,978 |
20 |
12,816 |
11,970 |
846 |
6.9% |
139 |
1.1% |
41% |
False |
False |
130,845 |
40 |
12,816 |
11,970 |
846 |
6.9% |
115 |
0.9% |
41% |
False |
False |
115,271 |
60 |
12,816 |
11,970 |
846 |
6.9% |
109 |
0.9% |
41% |
False |
False |
107,415 |
80 |
12,816 |
11,970 |
846 |
6.9% |
103 |
0.8% |
41% |
False |
False |
84,414 |
100 |
12,816 |
11,970 |
846 |
6.9% |
94 |
0.8% |
41% |
False |
False |
67,535 |
120 |
12,816 |
11,677 |
1,139 |
9.3% |
85 |
0.7% |
56% |
False |
False |
56,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,784 |
2.618 |
12,616 |
1.618 |
12,513 |
1.000 |
12,449 |
0.618 |
12,410 |
HIGH |
12,346 |
0.618 |
12,307 |
0.500 |
12,295 |
0.382 |
12,282 |
LOW |
12,243 |
0.618 |
12,179 |
1.000 |
12,140 |
1.618 |
12,076 |
2.618 |
11,973 |
4.250 |
11,805 |
|
|
Fisher Pivots for day following 12-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,307 |
12,299 |
PP |
12,301 |
12,284 |
S1 |
12,295 |
12,270 |
|