Trading Metrics calculated at close of trading on 14-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2007 |
14-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,307 |
12,092 |
-215 |
-1.7% |
12,075 |
High |
12,315 |
12,158 |
-157 |
-1.3% |
12,344 |
Low |
12,078 |
11,920 |
-158 |
-1.3% |
11,970 |
Close |
12,091 |
12,152 |
61 |
0.5% |
12,288 |
Range |
237 |
238 |
1 |
0.4% |
374 |
ATR |
144 |
150 |
7 |
4.7% |
0 |
Volume |
32,682 |
27,529 |
-5,153 |
-15.8% |
756,424 |
|
Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,791 |
12,709 |
12,283 |
|
R3 |
12,553 |
12,471 |
12,218 |
|
R2 |
12,315 |
12,315 |
12,196 |
|
R1 |
12,233 |
12,233 |
12,174 |
12,274 |
PP |
12,077 |
12,077 |
12,077 |
12,097 |
S1 |
11,995 |
11,995 |
12,130 |
12,036 |
S2 |
11,839 |
11,839 |
12,108 |
|
S3 |
11,601 |
11,757 |
12,087 |
|
S4 |
11,363 |
11,519 |
12,021 |
|
|
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 |
11,920 |
426 |
3.5% |
162 |
1.3% |
54% |
False |
True |
56,025 |
10 |
12,346 |
11,920 |
426 |
3.5% |
172 |
1.4% |
54% |
False |
True |
136,577 |
20 |
12,816 |
11,920 |
896 |
7.4% |
154 |
1.3% |
26% |
False |
True |
124,935 |
40 |
12,816 |
11,920 |
896 |
7.4% |
123 |
1.0% |
26% |
False |
True |
114,404 |
60 |
12,816 |
11,920 |
896 |
7.4% |
114 |
0.9% |
26% |
False |
True |
104,248 |
80 |
12,816 |
11,920 |
896 |
7.4% |
106 |
0.9% |
26% |
False |
True |
85,165 |
100 |
12,816 |
11,920 |
896 |
7.4% |
99 |
0.8% |
26% |
False |
True |
68,137 |
120 |
12,816 |
11,677 |
1,139 |
9.4% |
88 |
0.7% |
42% |
False |
False |
56,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,170 |
2.618 |
12,781 |
1.618 |
12,543 |
1.000 |
12,396 |
0.618 |
12,305 |
HIGH |
12,158 |
0.618 |
12,067 |
0.500 |
12,039 |
0.382 |
12,011 |
LOW |
11,920 |
0.618 |
11,773 |
1.000 |
11,682 |
1.618 |
11,535 |
2.618 |
11,297 |
4.250 |
10,909 |
|
|
Fisher Pivots for day following 14-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,114 |
12,146 |
PP |
12,077 |
12,139 |
S1 |
12,039 |
12,133 |
|