Trading Metrics calculated at close of trading on 02-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2007 |
02-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,408.75 |
1,404.75 |
-4.00 |
-0.3% |
1,454.00 |
High |
1,413.50 |
1,410.00 |
-3.50 |
-0.2% |
1,459.75 |
Low |
1,380.75 |
1,385.00 |
4.25 |
0.3% |
1,380.75 |
Close |
1,405.00 |
1,385.75 |
-19.25 |
-1.4% |
1,385.75 |
Range |
32.75 |
25.00 |
-7.75 |
-23.7% |
79.00 |
ATR |
16.57 |
17.17 |
0.60 |
3.6% |
0.00 |
Volume |
2,502,209 |
2,730,029 |
227,820 |
9.1% |
11,023,954 |
|
Daily Pivots for day following 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.50 |
1,452.25 |
1,399.50 |
|
R3 |
1,443.50 |
1,427.25 |
1,392.50 |
|
R2 |
1,418.50 |
1,418.50 |
1,390.25 |
|
R1 |
1,402.25 |
1,402.25 |
1,388.00 |
1,398.00 |
PP |
1,393.50 |
1,393.50 |
1,393.50 |
1,391.50 |
S1 |
1,377.25 |
1,377.25 |
1,383.50 |
1,373.00 |
S2 |
1,368.50 |
1,368.50 |
1,381.25 |
|
S3 |
1,343.50 |
1,352.25 |
1,379.00 |
|
S4 |
1,318.50 |
1,327.25 |
1,372.00 |
|
|
Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,645.75 |
1,594.75 |
1,429.25 |
|
R3 |
1,566.75 |
1,515.75 |
1,407.50 |
|
R2 |
1,487.75 |
1,487.75 |
1,400.25 |
|
R1 |
1,436.75 |
1,436.75 |
1,393.00 |
1,422.75 |
PP |
1,408.75 |
1,408.75 |
1,408.75 |
1,401.75 |
S1 |
1,357.75 |
1,357.75 |
1,378.50 |
1,343.75 |
S2 |
1,329.75 |
1,329.75 |
1,371.25 |
|
S3 |
1,250.75 |
1,278.75 |
1,364.00 |
|
S4 |
1,171.75 |
1,199.75 |
1,342.25 |
|
|
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 |
5.7% |
32.25 |
2.3% |
6% |
False |
False |
2,204,790 |
10 |
1,464.75 |
1,380.75 |
84.00 |
6.1% |
20.75 |
1.5% |
6% |
False |
False |
1,546,084 |
20 |
1,464.75 |
1,380.75 |
84.00 |
6.1% |
15.25 |
1.1% |
6% |
False |
False |
1,255,191 |
40 |
1,464.75 |
1,380.75 |
84.00 |
6.1% |
13.75 |
1.0% |
6% |
False |
False |
1,166,892 |
60 |
1,464.75 |
1,380.75 |
84.00 |
6.1% |
12.75 |
0.9% |
6% |
False |
False |
982,786 |
80 |
1,464.75 |
1,379.50 |
85.25 |
6.2% |
12.25 |
0.9% |
7% |
False |
False |
739,226 |
100 |
1,464.75 |
1,362.75 |
102.00 |
7.4% |
12.00 |
0.9% |
23% |
False |
False |
591,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,516.25 |
2.618 |
1,475.50 |
1.618 |
1,450.50 |
1.000 |
1,435.00 |
0.618 |
1,425.50 |
HIGH |
1,410.00 |
0.618 |
1,400.50 |
0.500 |
1,397.50 |
0.382 |
1,394.50 |
LOW |
1,385.00 |
0.618 |
1,369.50 |
1.000 |
1,360.00 |
1.618 |
1,344.50 |
2.618 |
1,319.50 |
4.250 |
1,278.75 |
|
|
Fisher Pivots for day following 02-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,397.50 |
1,399.75 |
PP |
1,393.50 |
1,395.00 |
S1 |
1,389.75 |
1,390.50 |
|