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 |
1,399.5 |
1,380.5 |
-19.0 |
-1.4% |
1,387.0 |
High |
1,404.3 |
1,389.9 |
-14.4 |
-1.0% |
1,411.4 |
Low |
1,377.0 |
1,364.0 |
-13.0 |
-0.9% |
1,368.7 |
Close |
1,379.7 |
1,389.5 |
9.8 |
0.7% |
1,404.9 |
Range |
27.3 |
25.9 |
-1.4 |
-5.1% |
42.7 |
ATR |
17.9 |
18.5 |
0.6 |
3.2% |
0.0 |
Volume |
91,628 |
113,982 |
22,354 |
24.4% |
514,965 |
|
Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,458.8 |
1,450.1 |
1,403.7 |
|
R3 |
1,432.9 |
1,424.2 |
1,396.6 |
|
R2 |
1,407.0 |
1,407.0 |
1,394.2 |
|
R1 |
1,398.3 |
1,398.3 |
1,391.9 |
1,402.7 |
PP |
1,381.1 |
1,381.1 |
1,381.1 |
1,383.3 |
S1 |
1,372.4 |
1,372.4 |
1,387.1 |
1,376.8 |
S2 |
1,355.2 |
1,355.2 |
1,384.8 |
|
S3 |
1,329.3 |
1,346.5 |
1,382.4 |
|
S4 |
1,303.4 |
1,320.6 |
1,375.3 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,523.1 |
1,506.7 |
1,428.4 |
|
R3 |
1,480.4 |
1,464.0 |
1,416.6 |
|
R2 |
1,437.7 |
1,437.7 |
1,412.7 |
|
R1 |
1,421.3 |
1,421.3 |
1,408.8 |
1,429.5 |
PP |
1,395.0 |
1,395.0 |
1,395.0 |
1,399.1 |
S1 |
1,378.6 |
1,378.6 |
1,401.0 |
1,386.8 |
S2 |
1,352.3 |
1,352.3 |
1,397.1 |
|
S3 |
1,309.6 |
1,335.9 |
1,393.2 |
|
S4 |
1,266.9 |
1,293.2 |
1,381.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,411.4 |
1,364.0 |
47.4 |
3.4% |
19.2 |
1.4% |
54% |
False |
True |
102,564 |
10 |
1,413.5 |
1,364.0 |
49.5 |
3.6% |
21.7 |
1.6% |
52% |
False |
True |
98,384 |
20 |
1,464.5 |
1,364.0 |
100.5 |
7.2% |
19.2 |
1.4% |
25% |
False |
True |
67,514 |
40 |
1,464.5 |
1,364.0 |
100.5 |
7.2% |
14.9 |
1.1% |
25% |
False |
True |
49,268 |
60 |
1,464.5 |
1,364.0 |
100.5 |
7.2% |
13.9 |
1.0% |
25% |
False |
True |
43,766 |
80 |
1,464.5 |
1,364.0 |
100.5 |
7.2% |
12.7 |
0.9% |
25% |
False |
True |
42,653 |
100 |
1,464.5 |
1,364.0 |
100.5 |
7.2% |
11.9 |
0.9% |
25% |
False |
True |
34,439 |
120 |
1,464.5 |
1,332.0 |
132.5 |
9.5% |
11.1 |
0.8% |
43% |
False |
False |
28,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,500.0 |
2.618 |
1,457.7 |
1.618 |
1,431.8 |
1.000 |
1,415.8 |
0.618 |
1,405.9 |
HIGH |
1,389.9 |
0.618 |
1,380.0 |
0.500 |
1,377.0 |
0.382 |
1,373.9 |
LOW |
1,364.0 |
0.618 |
1,348.0 |
1.000 |
1,338.1 |
1.618 |
1,322.1 |
2.618 |
1,296.2 |
4.250 |
1,253.9 |
|
|
Fisher Pivots for day following 14-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,385.3 |
1,388.7 |
PP |
1,381.1 |
1,387.8 |
S1 |
1,377.0 |
1,387.0 |
|