Trading Metrics calculated at close of trading on 07-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2007 |
07-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,373.00 |
1,395.25 |
22.25 |
1.6% |
1,454.00 |
High |
1,399.50 |
1,402.50 |
3.00 |
0.2% |
1,459.75 |
Low |
1,368.75 |
1,391.00 |
22.25 |
1.6% |
1,380.75 |
Close |
1,395.50 |
1,393.25 |
-2.25 |
-0.2% |
1,385.75 |
Range |
30.75 |
11.50 |
-19.25 |
-62.6% |
79.00 |
ATR |
18.51 |
18.01 |
-0.50 |
-2.7% |
0.00 |
Volume |
2,342,172 |
1,666,841 |
-675,331 |
-28.8% |
11,023,954 |
|
Daily Pivots for day following 07-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,430.00 |
1,423.25 |
1,399.50 |
|
R3 |
1,418.50 |
1,411.75 |
1,396.50 |
|
R2 |
1,407.00 |
1,407.00 |
1,395.25 |
|
R1 |
1,400.25 |
1,400.25 |
1,394.25 |
1,398.00 |
PP |
1,395.50 |
1,395.50 |
1,395.50 |
1,394.50 |
S1 |
1,388.75 |
1,388.75 |
1,392.25 |
1,386.50 |
S2 |
1,384.00 |
1,384.00 |
1,391.25 |
|
S3 |
1,372.50 |
1,377.25 |
1,390.00 |
|
S4 |
1,361.00 |
1,365.75 |
1,387.00 |
|
|
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 |
1,413.50 |
1,368.75 |
44.75 |
3.2% |
24.50 |
1.8% |
55% |
False |
False |
2,246,540 |
10 |
1,464.75 |
1,368.75 |
96.00 |
6.9% |
24.75 |
1.8% |
26% |
False |
False |
1,915,032 |
20 |
1,464.75 |
1,368.75 |
96.00 |
6.9% |
17.50 |
1.3% |
26% |
False |
False |
1,427,042 |
40 |
1,464.75 |
1,368.75 |
96.00 |
6.9% |
14.25 |
1.0% |
26% |
False |
False |
1,234,121 |
60 |
1,464.75 |
1,368.75 |
96.00 |
6.9% |
13.25 |
1.0% |
26% |
False |
False |
1,080,399 |
80 |
1,464.75 |
1,368.75 |
96.00 |
6.9% |
12.50 |
0.9% |
26% |
False |
False |
814,185 |
100 |
1,464.75 |
1,368.75 |
96.00 |
6.9% |
12.25 |
0.9% |
26% |
False |
False |
651,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,451.50 |
2.618 |
1,432.50 |
1.618 |
1,421.00 |
1.000 |
1,414.00 |
0.618 |
1,409.50 |
HIGH |
1,402.50 |
0.618 |
1,398.00 |
0.500 |
1,396.75 |
0.382 |
1,395.50 |
LOW |
1,391.00 |
0.618 |
1,384.00 |
1.000 |
1,379.50 |
1.618 |
1,372.50 |
2.618 |
1,361.00 |
4.250 |
1,342.00 |
|
|
Fisher Pivots for day following 07-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,396.75 |
1,390.75 |
PP |
1,395.50 |
1,388.25 |
S1 |
1,394.50 |
1,385.50 |
|