| 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 |
6,799.5 |
6,753.0 |
-46.5 |
-0.7% |
7,061.0 |
| High |
6,850.0 |
6,830.0 |
-20.0 |
-0.3% |
7,092.0 |
| Low |
6,755.0 |
6,618.0 |
-137.0 |
-2.0% |
7,006.0 |
| Close |
6,813.0 |
6,711.0 |
-102.0 |
-1.5% |
7,067.0 |
| Range |
95.0 |
212.0 |
117.0 |
123.2% |
86.0 |
| ATR |
88.6 |
97.4 |
8.8 |
9.9% |
0.0 |
| Volume |
2,133 |
2,372 |
239 |
11.2% |
8,522 |
|
| Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,355.7 |
7,245.3 |
6,827.6 |
|
| R3 |
7,143.7 |
7,033.3 |
6,769.3 |
|
| R2 |
6,931.7 |
6,931.7 |
6,749.9 |
|
| R1 |
6,821.3 |
6,821.3 |
6,730.4 |
6,770.5 |
| PP |
6,719.7 |
6,719.7 |
6,719.7 |
6,694.3 |
| S1 |
6,609.3 |
6,609.3 |
6,691.6 |
6,558.5 |
| S2 |
6,507.7 |
6,507.7 |
6,672.1 |
|
| S3 |
6,295.7 |
6,397.3 |
6,652.7 |
|
| S4 |
6,083.7 |
6,185.3 |
6,594.4 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,313.0 |
7,276.0 |
7,114.3 |
|
| R3 |
7,227.0 |
7,190.0 |
7,090.7 |
|
| R2 |
7,141.0 |
7,141.0 |
7,082.8 |
|
| R1 |
7,104.0 |
7,104.0 |
7,074.9 |
7,122.5 |
| PP |
7,055.0 |
7,055.0 |
7,055.0 |
7,064.3 |
| S1 |
7,018.0 |
7,018.0 |
7,059.1 |
7,036.5 |
| S2 |
6,969.0 |
6,969.0 |
7,051.2 |
|
| S3 |
6,883.0 |
6,932.0 |
7,043.4 |
|
| S4 |
6,797.0 |
6,846.0 |
7,019.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,120.0 |
6,618.0 |
502.0 |
7.5% |
153.0 |
2.3% |
19% |
False |
True |
3,696 |
| 10 |
7,120.0 |
6,618.0 |
502.0 |
7.5% |
100.3 |
1.5% |
19% |
False |
True |
2,614 |
| 20 |
7,120.0 |
6,618.0 |
502.0 |
7.5% |
73.1 |
1.1% |
19% |
False |
True |
1,616 |
| 40 |
7,120.0 |
6,618.0 |
502.0 |
7.5% |
72.1 |
1.1% |
19% |
False |
True |
1,229 |
| 60 |
7,120.0 |
6,412.0 |
708.0 |
10.5% |
67.7 |
1.0% |
42% |
False |
False |
1,738 |
| 80 |
7,120.0 |
6,331.0 |
789.0 |
11.8% |
66.5 |
1.0% |
48% |
False |
False |
1,572 |
| 100 |
7,120.0 |
6,218.0 |
902.0 |
13.4% |
63.9 |
1.0% |
55% |
False |
False |
1,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,731.0 |
|
2.618 |
7,385.0 |
|
1.618 |
7,173.0 |
|
1.000 |
7,042.0 |
|
0.618 |
6,961.0 |
|
HIGH |
6,830.0 |
|
0.618 |
6,749.0 |
|
0.500 |
6,724.0 |
|
0.382 |
6,699.0 |
|
LOW |
6,618.0 |
|
0.618 |
6,487.0 |
|
1.000 |
6,406.0 |
|
1.618 |
6,275.0 |
|
2.618 |
6,063.0 |
|
4.250 |
5,717.0 |
|
|
| Fisher Pivots for day following 01-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,724.0 |
6,854.0 |
| PP |
6,719.7 |
6,806.3 |
| S1 |
6,715.3 |
6,758.7 |
|