Trading Metrics calculated at close of trading on 06-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2007 |
06-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,387.00 |
1,373.00 |
-14.00 |
-1.0% |
1,454.00 |
High |
1,393.75 |
1,399.50 |
5.75 |
0.4% |
1,459.75 |
Low |
1,371.00 |
1,368.75 |
-2.25 |
-0.2% |
1,380.75 |
Close |
1,372.25 |
1,395.50 |
23.25 |
1.7% |
1,385.75 |
Range |
22.75 |
30.75 |
8.00 |
35.2% |
79.00 |
ATR |
17.57 |
18.51 |
0.94 |
5.4% |
0.00 |
Volume |
1,991,452 |
2,342,172 |
350,720 |
17.6% |
11,023,954 |
|
Daily Pivots for day following 06-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,480.25 |
1,468.50 |
1,412.50 |
|
R3 |
1,449.50 |
1,437.75 |
1,404.00 |
|
R2 |
1,418.75 |
1,418.75 |
1,401.25 |
|
R1 |
1,407.00 |
1,407.00 |
1,398.25 |
1,413.00 |
PP |
1,388.00 |
1,388.00 |
1,388.00 |
1,390.75 |
S1 |
1,376.25 |
1,376.25 |
1,392.75 |
1,382.00 |
S2 |
1,357.25 |
1,357.25 |
1,389.75 |
|
S3 |
1,326.50 |
1,345.50 |
1,387.00 |
|
S4 |
1,295.75 |
1,314.75 |
1,378.50 |
|
|
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 |
1,418.75 |
1,368.75 |
50.00 |
3.6% |
28.00 |
2.0% |
54% |
False |
True |
2,619,962 |
10 |
1,464.75 |
1,368.75 |
96.00 |
6.9% |
24.50 |
1.8% |
28% |
False |
True |
1,841,125 |
20 |
1,464.75 |
1,368.75 |
96.00 |
6.9% |
17.25 |
1.2% |
28% |
False |
True |
1,374,999 |
40 |
1,464.75 |
1,368.75 |
96.00 |
6.9% |
14.25 |
1.0% |
28% |
False |
True |
1,218,912 |
60 |
1,464.75 |
1,368.75 |
96.00 |
6.9% |
13.25 |
1.0% |
28% |
False |
True |
1,053,797 |
80 |
1,464.75 |
1,368.75 |
96.00 |
6.9% |
12.50 |
0.9% |
28% |
False |
True |
793,360 |
100 |
1,464.75 |
1,362.75 |
102.00 |
7.3% |
12.25 |
0.9% |
32% |
False |
False |
634,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,530.25 |
2.618 |
1,480.00 |
1.618 |
1,449.25 |
1.000 |
1,430.25 |
0.618 |
1,418.50 |
HIGH |
1,399.50 |
0.618 |
1,387.75 |
0.500 |
1,384.00 |
0.382 |
1,380.50 |
LOW |
1,368.75 |
0.618 |
1,349.75 |
1.000 |
1,338.00 |
1.618 |
1,319.00 |
2.618 |
1,288.25 |
4.250 |
1,238.00 |
|
|
Fisher Pivots for day following 06-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,391.75 |
1,393.50 |
PP |
1,388.00 |
1,391.50 |
S1 |
1,384.00 |
1,389.50 |
|