Trading Metrics calculated at close of trading on 05-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2007 |
05-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,411.5 |
1,390.3 |
-21.2 |
-1.5% |
1,470.7 |
High |
1,417.5 |
1,405.5 |
-12.0 |
-0.8% |
1,472.5 |
Low |
1,397.5 |
1,384.0 |
-13.5 |
-1.0% |
1,394.4 |
Close |
1,398.1 |
1,384.3 |
-13.8 |
-1.0% |
1,398.1 |
Range |
20.0 |
21.5 |
1.5 |
7.5% |
78.1 |
ATR |
15.0 |
15.5 |
0.5 |
3.1% |
0.0 |
Volume |
16,914 |
34,789 |
17,875 |
105.7% |
70,379 |
|
Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,455.8 |
1,441.5 |
1,396.1 |
|
R3 |
1,434.3 |
1,420.0 |
1,390.2 |
|
R2 |
1,412.8 |
1,412.8 |
1,388.2 |
|
R1 |
1,398.5 |
1,398.5 |
1,386.3 |
1,394.9 |
PP |
1,391.3 |
1,391.3 |
1,391.3 |
1,389.5 |
S1 |
1,377.0 |
1,377.0 |
1,382.3 |
1,373.4 |
S2 |
1,369.8 |
1,369.8 |
1,380.4 |
|
S3 |
1,348.3 |
1,355.5 |
1,378.4 |
|
S4 |
1,326.8 |
1,334.0 |
1,372.5 |
|
|
Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,656.0 |
1,605.1 |
1,441.1 |
|
R3 |
1,577.9 |
1,527.0 |
1,419.6 |
|
R2 |
1,499.8 |
1,499.8 |
1,412.4 |
|
R1 |
1,448.9 |
1,448.9 |
1,405.3 |
1,435.3 |
PP |
1,421.7 |
1,421.7 |
1,421.7 |
1,414.9 |
S1 |
1,370.8 |
1,370.8 |
1,390.9 |
1,357.2 |
S2 |
1,343.6 |
1,343.6 |
1,383.8 |
|
S3 |
1,265.5 |
1,292.7 |
1,376.6 |
|
S4 |
1,187.4 |
1,214.6 |
1,355.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,452.0 |
1,384.0 |
68.0 |
4.9% |
28.0 |
2.0% |
0% |
False |
True |
19,893 |
10 |
1,477.5 |
1,384.0 |
93.5 |
6.8% |
18.6 |
1.3% |
0% |
False |
True |
11,891 |
20 |
1,477.5 |
1,384.0 |
93.5 |
6.8% |
12.6 |
0.9% |
0% |
False |
True |
6,617 |
40 |
1,477.5 |
1,384.0 |
93.5 |
6.8% |
10.0 |
0.7% |
0% |
False |
True |
4,215 |
60 |
1,477.5 |
1,384.0 |
93.5 |
6.8% |
8.8 |
0.6% |
0% |
False |
True |
3,198 |
80 |
1,477.5 |
1,384.0 |
93.5 |
6.8% |
6.8 |
0.5% |
0% |
False |
True |
2,510 |
100 |
1,477.5 |
1,382.3 |
95.2 |
6.9% |
5.6 |
0.4% |
2% |
False |
False |
2,014 |
120 |
1,477.5 |
1,347.4 |
130.1 |
9.4% |
4.8 |
0.3% |
28% |
False |
False |
1,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,496.9 |
2.618 |
1,461.8 |
1.618 |
1,440.3 |
1.000 |
1,427.0 |
0.618 |
1,418.8 |
HIGH |
1,405.5 |
0.618 |
1,397.3 |
0.500 |
1,394.8 |
0.382 |
1,392.2 |
LOW |
1,384.0 |
0.618 |
1,370.7 |
1.000 |
1,362.5 |
1.618 |
1,349.2 |
2.618 |
1,327.7 |
4.250 |
1,292.6 |
|
|
Fisher Pivots for day following 05-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,394.8 |
1,404.0 |
PP |
1,391.3 |
1,397.4 |
S1 |
1,387.8 |
1,390.9 |
|