Trading Metrics calculated at close of trading on 05-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2007 |
05-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,404.75 |
1,387.00 |
-17.75 |
-1.3% |
1,454.00 |
High |
1,410.00 |
1,393.75 |
-16.25 |
-1.2% |
1,459.75 |
Low |
1,385.00 |
1,371.00 |
-14.00 |
-1.0% |
1,380.75 |
Close |
1,385.75 |
1,372.25 |
-13.50 |
-1.0% |
1,385.75 |
Range |
25.00 |
22.75 |
-2.25 |
-9.0% |
79.00 |
ATR |
17.17 |
17.57 |
0.40 |
2.3% |
0.00 |
Volume |
2,730,029 |
1,991,452 |
-738,577 |
-27.1% |
11,023,954 |
|
Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,447.25 |
1,432.50 |
1,384.75 |
|
R3 |
1,424.50 |
1,409.75 |
1,378.50 |
|
R2 |
1,401.75 |
1,401.75 |
1,376.50 |
|
R1 |
1,387.00 |
1,387.00 |
1,374.25 |
1,383.00 |
PP |
1,379.00 |
1,379.00 |
1,379.00 |
1,377.00 |
S1 |
1,364.25 |
1,364.25 |
1,370.25 |
1,360.25 |
S2 |
1,356.25 |
1,356.25 |
1,368.00 |
|
S3 |
1,333.50 |
1,341.50 |
1,366.00 |
|
S4 |
1,310.75 |
1,318.75 |
1,359.75 |
|
|
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 |
1,452.75 |
1,371.00 |
81.75 |
6.0% |
34.50 |
2.5% |
2% |
False |
True |
2,390,990 |
10 |
1,464.75 |
1,371.00 |
93.75 |
6.8% |
22.50 |
1.6% |
1% |
False |
True |
1,673,917 |
20 |
1,464.75 |
1,371.00 |
93.75 |
6.8% |
16.00 |
1.2% |
1% |
False |
True |
1,298,920 |
40 |
1,464.75 |
1,371.00 |
93.75 |
6.8% |
13.75 |
1.0% |
1% |
False |
True |
1,186,172 |
60 |
1,464.75 |
1,371.00 |
93.75 |
6.8% |
13.00 |
0.9% |
1% |
False |
True |
1,015,061 |
80 |
1,464.75 |
1,371.00 |
93.75 |
6.8% |
12.25 |
0.9% |
1% |
False |
True |
764,093 |
100 |
1,464.75 |
1,362.75 |
102.00 |
7.4% |
12.00 |
0.9% |
9% |
False |
False |
611,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,490.50 |
2.618 |
1,453.25 |
1.618 |
1,430.50 |
1.000 |
1,416.50 |
0.618 |
1,407.75 |
HIGH |
1,393.75 |
0.618 |
1,385.00 |
0.500 |
1,382.50 |
0.382 |
1,379.75 |
LOW |
1,371.00 |
0.618 |
1,357.00 |
1.000 |
1,348.25 |
1.618 |
1,334.25 |
2.618 |
1,311.50 |
4.250 |
1,274.25 |
|
|
Fisher Pivots for day following 05-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,382.50 |
1,392.25 |
PP |
1,379.00 |
1,385.50 |
S1 |
1,375.50 |
1,379.00 |
|