Trading Metrics calculated at close of trading on 01-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2007 |
01-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,395.75 |
1,408.75 |
13.00 |
0.9% |
1,458.50 |
High |
1,418.75 |
1,413.50 |
-5.25 |
-0.4% |
1,464.75 |
Low |
1,390.50 |
1,380.75 |
-9.75 |
-0.7% |
1,450.50 |
Close |
1,409.00 |
1,405.00 |
-4.00 |
-0.3% |
1,453.75 |
Range |
28.25 |
32.75 |
4.50 |
15.9% |
14.25 |
ATR |
15.32 |
16.57 |
1.24 |
8.1% |
0.00 |
Volume |
3,533,951 |
2,502,209 |
-1,031,742 |
-29.2% |
3,723,766 |
|
Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,498.00 |
1,484.25 |
1,423.00 |
|
R3 |
1,465.25 |
1,451.50 |
1,414.00 |
|
R2 |
1,432.50 |
1,432.50 |
1,411.00 |
|
R1 |
1,418.75 |
1,418.75 |
1,408.00 |
1,409.25 |
PP |
1,399.75 |
1,399.75 |
1,399.75 |
1,395.00 |
S1 |
1,386.00 |
1,386.00 |
1,402.00 |
1,376.50 |
S2 |
1,367.00 |
1,367.00 |
1,399.00 |
|
S3 |
1,334.25 |
1,353.25 |
1,396.00 |
|
S4 |
1,301.50 |
1,320.50 |
1,387.00 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,499.00 |
1,490.75 |
1,461.50 |
|
R3 |
1,484.75 |
1,476.50 |
1,457.75 |
|
R2 |
1,470.50 |
1,470.50 |
1,456.25 |
|
R1 |
1,462.25 |
1,462.25 |
1,455.00 |
1,459.25 |
PP |
1,456.25 |
1,456.25 |
1,456.25 |
1,455.00 |
S1 |
1,448.00 |
1,448.00 |
1,452.50 |
1,445.00 |
S2 |
1,442.00 |
1,442.00 |
1,451.25 |
|
S3 |
1,427.75 |
1,433.75 |
1,449.75 |
|
S4 |
1,413.50 |
1,419.50 |
1,446.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,459.75 |
1,380.75 |
79.00 |
5.6% |
29.00 |
2.1% |
31% |
False |
True |
1,886,409 |
10 |
1,464.75 |
1,380.75 |
84.00 |
6.0% |
19.00 |
1.3% |
29% |
False |
True |
1,379,748 |
20 |
1,464.75 |
1,380.75 |
84.00 |
6.0% |
14.50 |
1.0% |
29% |
False |
True |
1,181,844 |
40 |
1,464.75 |
1,380.75 |
84.00 |
6.0% |
13.50 |
1.0% |
29% |
False |
True |
1,099,278 |
60 |
1,464.75 |
1,380.75 |
84.00 |
6.0% |
12.75 |
0.9% |
29% |
False |
True |
938,245 |
80 |
1,464.75 |
1,377.50 |
87.25 |
6.2% |
12.00 |
0.9% |
32% |
False |
False |
705,132 |
100 |
1,464.75 |
1,362.75 |
102.00 |
7.3% |
11.75 |
0.8% |
41% |
False |
False |
564,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,552.75 |
2.618 |
1,499.25 |
1.618 |
1,466.50 |
1.000 |
1,446.25 |
0.618 |
1,433.75 |
HIGH |
1,413.50 |
0.618 |
1,401.00 |
0.500 |
1,397.00 |
0.382 |
1,393.25 |
LOW |
1,380.75 |
0.618 |
1,360.50 |
1.000 |
1,348.00 |
1.618 |
1,327.75 |
2.618 |
1,295.00 |
4.250 |
1,241.50 |
|
|
Fisher Pivots for day following 01-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,402.50 |
1,416.75 |
PP |
1,399.75 |
1,412.75 |
S1 |
1,397.00 |
1,409.00 |
|