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 |
12,320 |
12,290 |
-30 |
-0.2% |
12,777 |
High |
12,354 |
12,401 |
47 |
0.4% |
12,821 |
Low |
12,274 |
12,290 |
16 |
0.1% |
12,163 |
Close |
12,297 |
12,376 |
79 |
0.6% |
12,204 |
Range |
80 |
111 |
31 |
38.8% |
658 |
ATR |
134 |
132 |
-2 |
-1.2% |
0 |
Volume |
1,839 |
7,649 |
5,810 |
315.9% |
3,090 |
|
Daily Pivots for day following 08-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,689 |
12,643 |
12,437 |
|
R3 |
12,578 |
12,532 |
12,407 |
|
R2 |
12,467 |
12,467 |
12,396 |
|
R1 |
12,421 |
12,421 |
12,386 |
12,444 |
PP |
12,356 |
12,356 |
12,356 |
12,367 |
S1 |
12,310 |
12,310 |
12,366 |
12,333 |
S2 |
12,245 |
12,245 |
12,356 |
|
S3 |
12,134 |
12,199 |
12,346 |
|
S4 |
12,023 |
12,088 |
12,315 |
|
|
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 |
12,401 |
12,051 |
350 |
2.8% |
157 |
1.3% |
93% |
True |
False |
2,424 |
10 |
12,826 |
12,051 |
775 |
6.3% |
194 |
1.6% |
42% |
False |
False |
1,483 |
20 |
12,908 |
12,051 |
857 |
6.9% |
134 |
1.1% |
38% |
False |
False |
769 |
40 |
12,908 |
12,051 |
857 |
6.9% |
95 |
0.8% |
38% |
False |
False |
400 |
60 |
12,908 |
12,051 |
857 |
6.9% |
74 |
0.6% |
38% |
False |
False |
279 |
80 |
12,908 |
12,051 |
857 |
6.9% |
57 |
0.5% |
38% |
False |
False |
212 |
100 |
12,908 |
12,051 |
857 |
6.9% |
46 |
0.4% |
38% |
False |
False |
169 |
120 |
12,908 |
11,763 |
1,145 |
9.3% |
38 |
0.3% |
54% |
False |
False |
141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,873 |
2.618 |
12,692 |
1.618 |
12,581 |
1.000 |
12,512 |
0.618 |
12,470 |
HIGH |
12,401 |
0.618 |
12,359 |
0.500 |
12,346 |
0.382 |
12,333 |
LOW |
12,290 |
0.618 |
12,222 |
1.000 |
12,179 |
1.618 |
12,111 |
2.618 |
12,000 |
4.250 |
11,818 |
|
|
Fisher Pivots for day following 08-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,366 |
12,342 |
PP |
12,356 |
12,308 |
S1 |
12,346 |
12,274 |
|