Trading Metrics calculated at close of trading on 02-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2007 |
02-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,753.0 |
6,694.0 |
-59.0 |
-0.9% |
7,081.0 |
High |
6,830.0 |
6,773.0 |
-57.0 |
-0.8% |
7,120.0 |
Low |
6,618.0 |
6,620.0 |
2.0 |
0.0% |
6,618.0 |
Close |
6,711.0 |
6,683.0 |
-28.0 |
-0.4% |
6,683.0 |
Range |
212.0 |
153.0 |
-59.0 |
-27.8% |
502.0 |
ATR |
97.4 |
101.4 |
4.0 |
4.1% |
0.0 |
Volume |
2,372 |
1,356 |
-1,016 |
-42.8% |
18,426 |
|
Daily Pivots for day following 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,151.0 |
7,070.0 |
6,767.2 |
|
R3 |
6,998.0 |
6,917.0 |
6,725.1 |
|
R2 |
6,845.0 |
6,845.0 |
6,711.1 |
|
R1 |
6,764.0 |
6,764.0 |
6,697.0 |
6,728.0 |
PP |
6,692.0 |
6,692.0 |
6,692.0 |
6,674.0 |
S1 |
6,611.0 |
6,611.0 |
6,669.0 |
6,575.0 |
S2 |
6,539.0 |
6,539.0 |
6,655.0 |
|
S3 |
6,386.0 |
6,458.0 |
6,640.9 |
|
S4 |
6,233.0 |
6,305.0 |
6,598.9 |
|
|
Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,313.0 |
8,000.0 |
6,959.1 |
|
R3 |
7,811.0 |
7,498.0 |
6,821.1 |
|
R2 |
7,309.0 |
7,309.0 |
6,775.0 |
|
R1 |
6,996.0 |
6,996.0 |
6,729.0 |
6,901.5 |
PP |
6,807.0 |
6,807.0 |
6,807.0 |
6,759.8 |
S1 |
6,494.0 |
6,494.0 |
6,637.0 |
6,399.5 |
S2 |
6,305.0 |
6,305.0 |
6,591.0 |
|
S3 |
5,803.0 |
5,992.0 |
6,545.0 |
|
S4 |
5,301.0 |
5,490.0 |
6,406.9 |
|
|
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% |
176.7 |
2.6% |
13% |
False |
False |
3,685 |
10 |
7,120.0 |
6,618.0 |
502.0 |
7.5% |
111.8 |
1.7% |
13% |
False |
False |
2,694 |
20 |
7,120.0 |
6,618.0 |
502.0 |
7.5% |
78.6 |
1.2% |
13% |
False |
False |
1,659 |
40 |
7,120.0 |
6,618.0 |
502.0 |
7.5% |
74.1 |
1.1% |
13% |
False |
False |
1,250 |
60 |
7,120.0 |
6,470.0 |
650.0 |
9.7% |
68.6 |
1.0% |
33% |
False |
False |
1,749 |
80 |
7,120.0 |
6,331.0 |
789.0 |
11.8% |
68.1 |
1.0% |
45% |
False |
False |
1,586 |
100 |
7,120.0 |
6,239.5 |
880.5 |
13.2% |
64.8 |
1.0% |
50% |
False |
False |
1,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,423.3 |
2.618 |
7,173.6 |
1.618 |
7,020.6 |
1.000 |
6,926.0 |
0.618 |
6,867.6 |
HIGH |
6,773.0 |
0.618 |
6,714.6 |
0.500 |
6,696.5 |
0.382 |
6,678.4 |
LOW |
6,620.0 |
0.618 |
6,525.4 |
1.000 |
6,467.0 |
1.618 |
6,372.4 |
2.618 |
6,219.4 |
4.250 |
5,969.8 |
|
|
Fisher Pivots for day following 02-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,696.5 |
6,734.0 |
PP |
6,692.0 |
6,717.0 |
S1 |
6,687.5 |
6,700.0 |
|