Trading Metrics calculated at close of trading on 01-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2007 |
01-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,256 |
12,342 |
86 |
0.7% |
12,865 |
High |
12,450 |
12,403 |
-47 |
-0.4% |
12,908 |
Low |
12,251 |
12,163 |
-88 |
-0.7% |
12,754 |
Close |
12,369 |
12,345 |
-24 |
-0.2% |
12,767 |
Range |
199 |
240 |
41 |
20.6% |
154 |
ATR |
113 |
122 |
9 |
8.1% |
0 |
Volume |
684 |
884 |
200 |
29.2% |
331 |
|
Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,024 |
12,924 |
12,477 |
|
R3 |
12,784 |
12,684 |
12,411 |
|
R2 |
12,544 |
12,544 |
12,389 |
|
R1 |
12,444 |
12,444 |
12,367 |
12,494 |
PP |
12,304 |
12,304 |
12,304 |
12,329 |
S1 |
12,204 |
12,204 |
12,323 |
12,254 |
S2 |
12,064 |
12,064 |
12,301 |
|
S3 |
11,824 |
11,964 |
12,279 |
|
S4 |
11,584 |
11,724 |
12,213 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,272 |
13,173 |
12,852 |
|
R3 |
13,118 |
13,019 |
12,809 |
|
R2 |
12,964 |
12,964 |
12,795 |
|
R1 |
12,865 |
12,865 |
12,781 |
12,838 |
PP |
12,810 |
12,810 |
12,810 |
12,796 |
S1 |
12,711 |
12,711 |
12,753 |
12,684 |
S2 |
12,656 |
12,656 |
12,739 |
|
S3 |
12,502 |
12,557 |
12,725 |
|
S4 |
12,348 |
12,403 |
12,682 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,826 |
12,163 |
663 |
5.4% |
230 |
1.9% |
27% |
False |
True |
542 |
10 |
12,908 |
12,163 |
745 |
6.0% |
150 |
1.2% |
24% |
False |
True |
300 |
20 |
12,908 |
12,163 |
745 |
6.0% |
103 |
0.8% |
24% |
False |
True |
169 |
40 |
12,908 |
12,163 |
745 |
6.0% |
85 |
0.7% |
24% |
False |
True |
98 |
60 |
12,908 |
12,163 |
745 |
6.0% |
63 |
0.5% |
24% |
False |
True |
80 |
80 |
12,908 |
12,163 |
745 |
6.0% |
47 |
0.4% |
24% |
False |
True |
60 |
100 |
12,908 |
12,088 |
820 |
6.6% |
38 |
0.3% |
31% |
False |
False |
48 |
120 |
12,908 |
11,605 |
1,303 |
10.6% |
31 |
0.3% |
57% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,423 |
2.618 |
13,031 |
1.618 |
12,791 |
1.000 |
12,643 |
0.618 |
12,551 |
HIGH |
12,403 |
0.618 |
12,311 |
0.500 |
12,283 |
0.382 |
12,255 |
LOW |
12,163 |
0.618 |
12,015 |
1.000 |
11,923 |
1.618 |
11,775 |
2.618 |
11,535 |
4.250 |
11,143 |
|
|
Fisher Pivots for day following 01-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,324 |
12,460 |
PP |
12,304 |
12,421 |
S1 |
12,283 |
12,383 |
|