Trading Metrics calculated at close of trading on 08-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2007 |
08-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,395.25 |
1,392.75 |
-2.50 |
-0.2% |
1,454.00 |
High |
1,402.50 |
1,409.25 |
6.75 |
0.5% |
1,459.75 |
Low |
1,391.00 |
1,390.25 |
-0.75 |
-0.1% |
1,380.75 |
Close |
1,393.25 |
1,404.75 |
11.50 |
0.8% |
1,385.75 |
Range |
11.50 |
19.00 |
7.50 |
65.2% |
79.00 |
ATR |
18.01 |
18.08 |
0.07 |
0.4% |
0.00 |
Volume |
1,666,841 |
1,525,381 |
-141,460 |
-8.5% |
11,023,954 |
|
Daily Pivots for day following 08-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,458.50 |
1,450.50 |
1,415.25 |
|
R3 |
1,439.50 |
1,431.50 |
1,410.00 |
|
R2 |
1,420.50 |
1,420.50 |
1,408.25 |
|
R1 |
1,412.50 |
1,412.50 |
1,406.50 |
1,416.50 |
PP |
1,401.50 |
1,401.50 |
1,401.50 |
1,403.50 |
S1 |
1,393.50 |
1,393.50 |
1,403.00 |
1,397.50 |
S2 |
1,382.50 |
1,382.50 |
1,401.25 |
|
S3 |
1,363.50 |
1,374.50 |
1,399.50 |
|
S4 |
1,344.50 |
1,355.50 |
1,394.25 |
|
|
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 |
1,410.00 |
1,368.75 |
41.25 |
2.9% |
21.75 |
1.6% |
87% |
False |
False |
2,051,175 |
10 |
1,459.75 |
1,368.75 |
91.00 |
6.5% |
25.50 |
1.8% |
40% |
False |
False |
1,968,792 |
20 |
1,464.75 |
1,368.75 |
96.00 |
6.8% |
18.00 |
1.3% |
38% |
False |
False |
1,462,170 |
40 |
1,464.75 |
1,368.75 |
96.00 |
6.8% |
14.50 |
1.0% |
38% |
False |
False |
1,246,231 |
60 |
1,464.75 |
1,368.75 |
96.00 |
6.8% |
13.50 |
1.0% |
38% |
False |
False |
1,103,322 |
80 |
1,464.75 |
1,368.75 |
96.00 |
6.8% |
12.75 |
0.9% |
38% |
False |
False |
833,231 |
100 |
1,464.75 |
1,368.75 |
96.00 |
6.8% |
12.25 |
0.9% |
38% |
False |
False |
666,863 |
120 |
1,464.75 |
1,332.00 |
132.75 |
9.5% |
12.00 |
0.9% |
55% |
False |
False |
555,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,490.00 |
2.618 |
1,459.00 |
1.618 |
1,440.00 |
1.000 |
1,428.25 |
0.618 |
1,421.00 |
HIGH |
1,409.25 |
0.618 |
1,402.00 |
0.500 |
1,399.75 |
0.382 |
1,397.50 |
LOW |
1,390.25 |
0.618 |
1,378.50 |
1.000 |
1,371.25 |
1.618 |
1,359.50 |
2.618 |
1,340.50 |
4.250 |
1,309.50 |
|
|
Fisher Pivots for day following 08-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,403.00 |
1,399.50 |
PP |
1,401.50 |
1,394.25 |
S1 |
1,399.75 |
1,389.00 |
|