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 |
1,749.00 |
1,757.00 |
8.00 |
0.5% |
1,726.00 |
High |
1,760.50 |
1,760.00 |
-0.50 |
0.0% |
1,767.25 |
Low |
1,739.50 |
1,718.75 |
-20.75 |
-1.2% |
1,704.75 |
Close |
1,757.75 |
1,724.25 |
-33.50 |
-1.9% |
1,747.75 |
Range |
21.00 |
41.25 |
20.25 |
96.4% |
62.50 |
ATR |
29.96 |
30.76 |
0.81 |
2.7% |
0.00 |
Volume |
108,515 |
84,457 |
-24,058 |
-22.2% |
1,667,777 |
|
Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,858.00 |
1,832.50 |
1,747.00 |
|
R3 |
1,816.75 |
1,791.25 |
1,735.50 |
|
R2 |
1,775.50 |
1,775.50 |
1,731.75 |
|
R1 |
1,750.00 |
1,750.00 |
1,728.00 |
1,742.00 |
PP |
1,734.25 |
1,734.25 |
1,734.25 |
1,730.50 |
S1 |
1,708.75 |
1,708.75 |
1,720.50 |
1,701.00 |
S2 |
1,693.00 |
1,693.00 |
1,716.75 |
|
S3 |
1,651.75 |
1,667.50 |
1,713.00 |
|
S4 |
1,610.50 |
1,626.25 |
1,701.50 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,927.50 |
1,900.00 |
1,782.00 |
|
R3 |
1,865.00 |
1,837.50 |
1,765.00 |
|
R2 |
1,802.50 |
1,802.50 |
1,759.25 |
|
R1 |
1,775.00 |
1,775.00 |
1,753.50 |
1,788.75 |
PP |
1,740.00 |
1,740.00 |
1,740.00 |
1,746.75 |
S1 |
1,712.50 |
1,712.50 |
1,742.00 |
1,726.25 |
S2 |
1,677.50 |
1,677.50 |
1,736.25 |
|
S3 |
1,615.00 |
1,650.00 |
1,730.50 |
|
S4 |
1,552.50 |
1,587.50 |
1,713.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,767.25 |
1,718.75 |
48.50 |
2.8% |
27.00 |
1.6% |
11% |
False |
True |
164,829 |
10 |
1,783.00 |
1,704.75 |
78.25 |
4.5% |
34.50 |
2.0% |
25% |
False |
False |
381,883 |
20 |
1,857.50 |
1,704.75 |
152.75 |
8.9% |
31.25 |
1.8% |
13% |
False |
False |
347,243 |
40 |
1,867.75 |
1,704.75 |
163.00 |
9.5% |
27.75 |
1.6% |
12% |
False |
False |
342,698 |
60 |
1,867.75 |
1,704.75 |
163.00 |
9.5% |
27.50 |
1.6% |
12% |
False |
False |
318,347 |
80 |
1,867.75 |
1,704.75 |
163.00 |
9.5% |
26.00 |
1.5% |
12% |
False |
False |
251,584 |
100 |
1,867.75 |
1,704.75 |
163.00 |
9.5% |
25.75 |
1.5% |
12% |
False |
False |
201,299 |
120 |
1,867.75 |
1,652.25 |
215.50 |
12.5% |
25.00 |
1.5% |
33% |
False |
False |
167,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,935.25 |
2.618 |
1,868.00 |
1.618 |
1,826.75 |
1.000 |
1,801.25 |
0.618 |
1,785.50 |
HIGH |
1,760.00 |
0.618 |
1,744.25 |
0.500 |
1,739.50 |
0.382 |
1,734.50 |
LOW |
1,718.75 |
0.618 |
1,693.25 |
1.000 |
1,677.50 |
1.618 |
1,652.00 |
2.618 |
1,610.75 |
4.250 |
1,543.50 |
|
|
Fisher Pivots for day following 13-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,739.50 |
1,743.00 |
PP |
1,734.25 |
1,736.75 |
S1 |
1,729.25 |
1,730.50 |
|