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 |
12,146 |
12,320 |
174 |
1.4% |
12,777 |
High |
12,326 |
12,354 |
28 |
0.2% |
12,821 |
Low |
12,146 |
12,274 |
128 |
1.1% |
12,163 |
Close |
12,311 |
12,297 |
-14 |
-0.1% |
12,204 |
Range |
180 |
80 |
-100 |
-55.6% |
658 |
ATR |
138 |
134 |
-4 |
-3.0% |
0 |
Volume |
1,645 |
1,839 |
194 |
11.8% |
3,090 |
|
Daily Pivots for day following 07-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,548 |
12,503 |
12,341 |
|
R3 |
12,468 |
12,423 |
12,319 |
|
R2 |
12,388 |
12,388 |
12,312 |
|
R1 |
12,343 |
12,343 |
12,304 |
12,326 |
PP |
12,308 |
12,308 |
12,308 |
12,300 |
S1 |
12,263 |
12,263 |
12,290 |
12,246 |
S2 |
12,228 |
12,228 |
12,282 |
|
S3 |
12,148 |
12,183 |
12,275 |
|
S4 |
12,068 |
12,103 |
12,253 |
|
|
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 |
12,403 |
12,051 |
352 |
2.9% |
183 |
1.5% |
70% |
False |
False |
1,071 |
10 |
12,896 |
12,051 |
845 |
6.9% |
195 |
1.6% |
29% |
False |
False |
725 |
20 |
12,908 |
12,051 |
857 |
7.0% |
131 |
1.1% |
29% |
False |
False |
388 |
40 |
12,908 |
12,051 |
857 |
7.0% |
94 |
0.8% |
29% |
False |
False |
209 |
60 |
12,908 |
12,051 |
857 |
7.0% |
74 |
0.6% |
29% |
False |
False |
155 |
80 |
12,908 |
12,051 |
857 |
7.0% |
56 |
0.5% |
29% |
False |
False |
116 |
100 |
12,908 |
12,051 |
857 |
7.0% |
44 |
0.4% |
29% |
False |
False |
93 |
120 |
12,908 |
11,761 |
1,147 |
9.3% |
37 |
0.3% |
47% |
False |
False |
77 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,694 |
2.618 |
12,564 |
1.618 |
12,484 |
1.000 |
12,434 |
0.618 |
12,404 |
HIGH |
12,354 |
0.618 |
12,324 |
0.500 |
12,314 |
0.382 |
12,305 |
LOW |
12,274 |
0.618 |
12,225 |
1.000 |
12,194 |
1.618 |
12,145 |
2.618 |
12,065 |
4.250 |
11,934 |
|
|
Fisher Pivots for day following 07-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,314 |
12,266 |
PP |
12,308 |
12,234 |
S1 |
12,303 |
12,203 |
|