Trading Metrics calculated at close of trading on 15-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,092 |
12,166 |
74 |
0.6% |
12,075 |
High |
12,158 |
12,187 |
29 |
0.2% |
12,344 |
Low |
11,920 |
12,103 |
183 |
1.5% |
11,970 |
Close |
12,152 |
12,171 |
19 |
0.2% |
12,288 |
Range |
238 |
84 |
-154 |
-64.7% |
374 |
ATR |
150 |
146 |
-5 |
-3.2% |
0 |
Volume |
27,529 |
30,866 |
3,337 |
12.1% |
756,424 |
|
Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,406 |
12,372 |
12,217 |
|
R3 |
12,322 |
12,288 |
12,194 |
|
R2 |
12,238 |
12,238 |
12,187 |
|
R1 |
12,204 |
12,204 |
12,179 |
12,221 |
PP |
12,154 |
12,154 |
12,154 |
12,162 |
S1 |
12,120 |
12,120 |
12,163 |
12,137 |
S2 |
12,070 |
12,070 |
12,156 |
|
S3 |
11,986 |
12,036 |
12,148 |
|
S4 |
11,902 |
11,952 |
12,125 |
|
|
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% |
156 |
1.3% |
59% |
False |
False |
36,514 |
10 |
12,346 |
11,920 |
426 |
3.5% |
156 |
1.3% |
59% |
False |
False |
115,098 |
20 |
12,816 |
11,920 |
896 |
7.4% |
153 |
1.3% |
28% |
False |
False |
122,048 |
40 |
12,816 |
11,920 |
896 |
7.4% |
123 |
1.0% |
28% |
False |
False |
112,339 |
60 |
12,816 |
11,920 |
896 |
7.4% |
114 |
0.9% |
28% |
False |
False |
102,508 |
80 |
12,816 |
11,920 |
896 |
7.4% |
106 |
0.9% |
28% |
False |
False |
85,550 |
100 |
12,816 |
11,920 |
896 |
7.4% |
99 |
0.8% |
28% |
False |
False |
68,445 |
120 |
12,816 |
11,677 |
1,139 |
9.4% |
89 |
0.7% |
43% |
False |
False |
57,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,544 |
2.618 |
12,407 |
1.618 |
12,323 |
1.000 |
12,271 |
0.618 |
12,239 |
HIGH |
12,187 |
0.618 |
12,155 |
0.500 |
12,145 |
0.382 |
12,135 |
LOW |
12,103 |
0.618 |
12,051 |
1.000 |
12,019 |
1.618 |
11,967 |
2.618 |
11,883 |
4.250 |
11,746 |
|
|
Fisher Pivots for day following 15-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,162 |
12,153 |
PP |
12,154 |
12,135 |
S1 |
12,145 |
12,118 |
|