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 |
6,694.0 |
6,543.5 |
-150.5 |
-2.2% |
7,081.0 |
High |
6,773.0 |
6,632.0 |
-141.0 |
-2.1% |
7,120.0 |
Low |
6,620.0 |
6,501.0 |
-119.0 |
-1.8% |
6,618.0 |
Close |
6,683.0 |
6,616.0 |
-67.0 |
-1.0% |
6,683.0 |
Range |
153.0 |
131.0 |
-22.0 |
-14.4% |
502.0 |
ATR |
101.4 |
107.2 |
5.8 |
5.7% |
0.0 |
Volume |
1,356 |
6,209 |
4,853 |
357.9% |
18,426 |
|
Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,976.0 |
6,927.0 |
6,688.1 |
|
R3 |
6,845.0 |
6,796.0 |
6,652.0 |
|
R2 |
6,714.0 |
6,714.0 |
6,640.0 |
|
R1 |
6,665.0 |
6,665.0 |
6,628.0 |
6,689.5 |
PP |
6,583.0 |
6,583.0 |
6,583.0 |
6,595.3 |
S1 |
6,534.0 |
6,534.0 |
6,604.0 |
6,558.5 |
S2 |
6,452.0 |
6,452.0 |
6,592.0 |
|
S3 |
6,321.0 |
6,403.0 |
6,580.0 |
|
S4 |
6,190.0 |
6,272.0 |
6,544.0 |
|
|
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 |
7,090.0 |
6,501.0 |
589.0 |
8.9% |
195.0 |
2.9% |
20% |
False |
True |
4,628 |
10 |
7,120.0 |
6,501.0 |
619.0 |
9.4% |
123.0 |
1.9% |
19% |
False |
True |
2,978 |
20 |
7,120.0 |
6,501.0 |
619.0 |
9.4% |
83.8 |
1.3% |
19% |
False |
True |
1,937 |
40 |
7,120.0 |
6,501.0 |
619.0 |
9.4% |
75.9 |
1.1% |
19% |
False |
True |
1,380 |
60 |
7,120.0 |
6,475.0 |
645.0 |
9.7% |
70.1 |
1.1% |
22% |
False |
False |
1,834 |
80 |
7,120.0 |
6,331.0 |
789.0 |
11.9% |
69.2 |
1.0% |
36% |
False |
False |
1,660 |
100 |
7,120.0 |
6,260.0 |
860.0 |
13.0% |
65.6 |
1.0% |
41% |
False |
False |
1,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,188.8 |
2.618 |
6,975.0 |
1.618 |
6,844.0 |
1.000 |
6,763.0 |
0.618 |
6,713.0 |
HIGH |
6,632.0 |
0.618 |
6,582.0 |
0.500 |
6,566.5 |
0.382 |
6,551.0 |
LOW |
6,501.0 |
0.618 |
6,420.0 |
1.000 |
6,370.0 |
1.618 |
6,289.0 |
2.618 |
6,158.0 |
4.250 |
5,944.3 |
|
|
Fisher Pivots for day following 05-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,599.5 |
6,665.5 |
PP |
6,583.0 |
6,649.0 |
S1 |
6,566.5 |
6,632.5 |
|