Trading Metrics calculated at close of trading on 02-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2007 |
02-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,342 |
12,350 |
8 |
0.1% |
12,777 |
High |
12,403 |
12,380 |
-23 |
-0.2% |
12,821 |
Low |
12,163 |
12,200 |
37 |
0.3% |
12,163 |
Close |
12,345 |
12,204 |
-141 |
-1.1% |
12,204 |
Range |
240 |
180 |
-60 |
-25.0% |
658 |
ATR |
122 |
126 |
4 |
3.4% |
0 |
Volume |
884 |
495 |
-389 |
-44.0% |
3,090 |
|
Daily Pivots for day following 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,801 |
12,683 |
12,303 |
|
R3 |
12,621 |
12,503 |
12,254 |
|
R2 |
12,441 |
12,441 |
12,237 |
|
R1 |
12,323 |
12,323 |
12,221 |
12,292 |
PP |
12,261 |
12,261 |
12,261 |
12,246 |
S1 |
12,143 |
12,143 |
12,188 |
12,112 |
S2 |
12,081 |
12,081 |
12,171 |
|
S3 |
11,901 |
11,963 |
12,155 |
|
S4 |
11,721 |
11,783 |
12,105 |
|
|
Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,370 |
13,945 |
12,566 |
|
R3 |
13,712 |
13,287 |
12,385 |
|
R2 |
13,054 |
13,054 |
12,325 |
|
R1 |
12,629 |
12,629 |
12,264 |
12,513 |
PP |
12,396 |
12,396 |
12,396 |
12,338 |
S1 |
11,971 |
11,971 |
12,144 |
11,855 |
S2 |
11,738 |
11,738 |
12,083 |
|
S3 |
11,080 |
11,313 |
12,023 |
|
S4 |
10,422 |
10,655 |
11,842 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,821 |
12,163 |
658 |
5.4% |
252 |
2.1% |
6% |
False |
False |
618 |
10 |
12,908 |
12,163 |
745 |
6.1% |
164 |
1.3% |
6% |
False |
False |
346 |
20 |
12,908 |
12,163 |
745 |
6.1% |
110 |
0.9% |
6% |
False |
False |
193 |
40 |
12,908 |
12,163 |
745 |
6.1% |
85 |
0.7% |
6% |
False |
False |
110 |
60 |
12,908 |
12,163 |
745 |
6.1% |
66 |
0.5% |
6% |
False |
False |
89 |
80 |
12,908 |
12,163 |
745 |
6.1% |
49 |
0.4% |
6% |
False |
False |
66 |
100 |
12,908 |
12,089 |
819 |
6.7% |
40 |
0.3% |
14% |
False |
False |
53 |
120 |
12,908 |
11,617 |
1,291 |
10.6% |
33 |
0.3% |
45% |
False |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,145 |
2.618 |
12,851 |
1.618 |
12,671 |
1.000 |
12,560 |
0.618 |
12,491 |
HIGH |
12,380 |
0.618 |
12,311 |
0.500 |
12,290 |
0.382 |
12,269 |
LOW |
12,200 |
0.618 |
12,089 |
1.000 |
12,020 |
1.618 |
11,909 |
2.618 |
11,729 |
4.250 |
11,435 |
|
|
Fisher Pivots for day following 02-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,290 |
12,307 |
PP |
12,261 |
12,272 |
S1 |
12,233 |
12,238 |
|