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 |
12,196 |
12,146 |
-50 |
-0.4% |
12,777 |
High |
12,286 |
12,326 |
40 |
0.3% |
12,821 |
Low |
12,051 |
12,146 |
95 |
0.8% |
12,163 |
Close |
12,131 |
12,311 |
180 |
1.5% |
12,204 |
Range |
235 |
180 |
-55 |
-23.4% |
658 |
ATR |
134 |
138 |
4 |
3.3% |
0 |
Volume |
494 |
1,645 |
1,151 |
233.0% |
3,090 |
|
Daily Pivots for day following 06-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,801 |
12,736 |
12,410 |
|
R3 |
12,621 |
12,556 |
12,361 |
|
R2 |
12,441 |
12,441 |
12,344 |
|
R1 |
12,376 |
12,376 |
12,328 |
12,409 |
PP |
12,261 |
12,261 |
12,261 |
12,277 |
S1 |
12,196 |
12,196 |
12,295 |
12,229 |
S2 |
12,081 |
12,081 |
12,278 |
|
S3 |
11,901 |
12,016 |
12,262 |
|
S4 |
11,721 |
11,836 |
12,212 |
|
|
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 |
12,450 |
12,051 |
399 |
3.2% |
207 |
1.7% |
65% |
False |
False |
840 |
10 |
12,896 |
12,051 |
845 |
6.9% |
193 |
1.6% |
31% |
False |
False |
550 |
20 |
12,908 |
12,051 |
857 |
7.0% |
127 |
1.0% |
30% |
False |
False |
297 |
40 |
12,908 |
12,051 |
857 |
7.0% |
93 |
0.8% |
30% |
False |
False |
163 |
60 |
12,908 |
12,051 |
857 |
7.0% |
73 |
0.6% |
30% |
False |
False |
124 |
80 |
12,908 |
12,051 |
857 |
7.0% |
55 |
0.4% |
30% |
False |
False |
93 |
100 |
12,908 |
12,051 |
857 |
7.0% |
44 |
0.4% |
30% |
False |
False |
74 |
120 |
12,908 |
11,761 |
1,147 |
9.3% |
36 |
0.3% |
48% |
False |
False |
62 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,091 |
2.618 |
12,797 |
1.618 |
12,617 |
1.000 |
12,506 |
0.618 |
12,437 |
HIGH |
12,326 |
0.618 |
12,257 |
0.500 |
12,236 |
0.382 |
12,215 |
LOW |
12,146 |
0.618 |
12,035 |
1.000 |
11,966 |
1.618 |
11,855 |
2.618 |
11,675 |
4.250 |
11,381 |
|
|
Fisher Pivots for day following 06-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,286 |
12,279 |
PP |
12,261 |
12,247 |
S1 |
12,236 |
12,216 |
|