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 |
1,415.5 |
1,404.0 |
-11.5 |
-0.8% |
1,467.0 |
High |
1,430.5 |
1,424.0 |
-6.5 |
-0.5% |
1,477.5 |
Low |
1,411.5 |
1,394.4 |
-17.1 |
-1.2% |
1,464.0 |
Close |
1,421.5 |
1,417.4 |
-4.1 |
-0.3% |
1,467.1 |
Range |
19.0 |
29.6 |
10.6 |
55.8% |
13.5 |
ATR |
13.5 |
14.6 |
1.2 |
8.5% |
0.0 |
Volume |
23,395 |
15,494 |
-7,901 |
-33.8% |
13,749 |
|
Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,500.7 |
1,488.7 |
1,433.7 |
|
R3 |
1,471.1 |
1,459.1 |
1,425.5 |
|
R2 |
1,441.5 |
1,441.5 |
1,422.8 |
|
R1 |
1,429.5 |
1,429.5 |
1,420.1 |
1,435.5 |
PP |
1,411.9 |
1,411.9 |
1,411.9 |
1,415.0 |
S1 |
1,399.9 |
1,399.9 |
1,414.7 |
1,405.9 |
S2 |
1,382.3 |
1,382.3 |
1,412.0 |
|
S3 |
1,352.7 |
1,370.3 |
1,409.3 |
|
S4 |
1,323.1 |
1,340.7 |
1,401.1 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,510.0 |
1,502.1 |
1,474.5 |
|
R3 |
1,496.5 |
1,488.6 |
1,470.8 |
|
R2 |
1,483.0 |
1,483.0 |
1,469.6 |
|
R1 |
1,475.1 |
1,475.1 |
1,468.3 |
1,479.1 |
PP |
1,469.5 |
1,469.5 |
1,469.5 |
1,471.5 |
S1 |
1,461.6 |
1,461.6 |
1,465.9 |
1,465.6 |
S2 |
1,456.0 |
1,456.0 |
1,464.6 |
|
S3 |
1,442.5 |
1,448.1 |
1,463.4 |
|
S4 |
1,429.0 |
1,434.6 |
1,459.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,472.5 |
1,394.4 |
78.1 |
5.5% |
23.3 |
1.6% |
29% |
False |
True |
12,292 |
10 |
1,477.5 |
1,394.4 |
83.1 |
5.9% |
15.3 |
1.1% |
28% |
False |
True |
6,933 |
20 |
1,477.5 |
1,394.4 |
83.1 |
5.9% |
11.1 |
0.8% |
28% |
False |
True |
4,076 |
40 |
1,477.5 |
1,394.4 |
83.1 |
5.9% |
9.8 |
0.7% |
28% |
False |
True |
2,947 |
60 |
1,477.5 |
1,394.4 |
83.1 |
5.9% |
8.1 |
0.6% |
28% |
False |
True |
2,373 |
80 |
1,477.5 |
1,391.9 |
85.6 |
6.0% |
6.2 |
0.4% |
30% |
False |
False |
1,863 |
100 |
1,477.5 |
1,380.2 |
97.3 |
6.9% |
5.3 |
0.4% |
38% |
False |
False |
1,498 |
120 |
1,477.5 |
1,329.0 |
148.5 |
10.5% |
4.5 |
0.3% |
60% |
False |
False |
1,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,549.8 |
2.618 |
1,501.5 |
1.618 |
1,471.9 |
1.000 |
1,453.6 |
0.618 |
1,442.3 |
HIGH |
1,424.0 |
0.618 |
1,412.7 |
0.500 |
1,409.2 |
0.382 |
1,405.7 |
LOW |
1,394.4 |
0.618 |
1,376.1 |
1.000 |
1,364.8 |
1.618 |
1,346.5 |
2.618 |
1,316.9 |
4.250 |
1,268.6 |
|
|
Fisher Pivots for day following 01-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,414.7 |
1,423.2 |
PP |
1,411.9 |
1,421.3 |
S1 |
1,409.2 |
1,419.3 |
|