Trading Metrics calculated at close of trading on 13-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2007 |
13-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,287 |
12,307 |
20 |
0.2% |
12,075 |
High |
12,346 |
12,315 |
-31 |
-0.3% |
12,344 |
Low |
12,243 |
12,078 |
-165 |
-1.3% |
11,970 |
Close |
12,313 |
12,091 |
-222 |
-1.8% |
12,288 |
Range |
103 |
237 |
134 |
130.1% |
374 |
ATR |
136 |
144 |
7 |
5.3% |
0 |
Volume |
34,861 |
32,682 |
-2,179 |
-6.3% |
756,424 |
|
Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,872 |
12,719 |
12,221 |
|
R3 |
12,635 |
12,482 |
12,156 |
|
R2 |
12,398 |
12,398 |
12,135 |
|
R1 |
12,245 |
12,245 |
12,113 |
12,203 |
PP |
12,161 |
12,161 |
12,161 |
12,141 |
S1 |
12,008 |
12,008 |
12,069 |
11,966 |
S2 |
11,924 |
11,924 |
12,048 |
|
S3 |
11,687 |
11,771 |
12,026 |
|
S4 |
11,450 |
11,534 |
11,961 |
|
|
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 |
12,078 |
268 |
2.2% |
130 |
1.1% |
5% |
False |
True |
82,196 |
10 |
12,357 |
11,970 |
387 |
3.2% |
168 |
1.4% |
31% |
False |
False |
165,896 |
20 |
12,816 |
11,970 |
846 |
7.0% |
148 |
1.2% |
14% |
False |
False |
128,363 |
40 |
12,816 |
11,970 |
846 |
7.0% |
118 |
1.0% |
14% |
False |
False |
115,891 |
60 |
12,816 |
11,970 |
846 |
7.0% |
112 |
0.9% |
14% |
False |
False |
105,812 |
80 |
12,816 |
11,970 |
846 |
7.0% |
104 |
0.9% |
14% |
False |
False |
84,822 |
100 |
12,816 |
11,970 |
846 |
7.0% |
97 |
0.8% |
14% |
False |
False |
67,862 |
120 |
12,816 |
11,677 |
1,139 |
9.4% |
87 |
0.7% |
36% |
False |
False |
56,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,322 |
2.618 |
12,936 |
1.618 |
12,699 |
1.000 |
12,552 |
0.618 |
12,462 |
HIGH |
12,315 |
0.618 |
12,225 |
0.500 |
12,197 |
0.382 |
12,169 |
LOW |
12,078 |
0.618 |
11,932 |
1.000 |
11,841 |
1.618 |
11,695 |
2.618 |
11,458 |
4.250 |
11,071 |
|
|
Fisher Pivots for day following 13-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,197 |
12,212 |
PP |
12,161 |
12,172 |
S1 |
12,126 |
12,131 |
|