Trading Metrics calculated at close of trading on 06-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2007 |
06-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,543.5 |
6,607.0 |
63.5 |
1.0% |
7,081.0 |
High |
6,632.0 |
6,715.0 |
83.0 |
1.3% |
7,120.0 |
Low |
6,501.0 |
6,607.0 |
106.0 |
1.6% |
6,618.0 |
Close |
6,616.0 |
6,661.5 |
45.5 |
0.7% |
6,683.0 |
Range |
131.0 |
108.0 |
-23.0 |
-17.6% |
502.0 |
ATR |
107.2 |
107.2 |
0.1 |
0.1% |
0.0 |
Volume |
6,209 |
2,084 |
-4,125 |
-66.4% |
18,426 |
|
Daily Pivots for day following 06-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,985.2 |
6,931.3 |
6,720.9 |
|
R3 |
6,877.2 |
6,823.3 |
6,691.2 |
|
R2 |
6,769.2 |
6,769.2 |
6,681.3 |
|
R1 |
6,715.3 |
6,715.3 |
6,671.4 |
6,742.3 |
PP |
6,661.2 |
6,661.2 |
6,661.2 |
6,674.6 |
S1 |
6,607.3 |
6,607.3 |
6,651.6 |
6,634.3 |
S2 |
6,553.2 |
6,553.2 |
6,641.7 |
|
S3 |
6,445.2 |
6,499.3 |
6,631.8 |
|
S4 |
6,337.2 |
6,391.3 |
6,602.1 |
|
|
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 |
6,850.0 |
6,501.0 |
349.0 |
5.2% |
139.8 |
2.1% |
46% |
False |
False |
2,830 |
10 |
7,120.0 |
6,501.0 |
619.0 |
9.3% |
127.4 |
1.9% |
26% |
False |
False |
3,128 |
20 |
7,120.0 |
6,501.0 |
619.0 |
9.3% |
86.9 |
1.3% |
26% |
False |
False |
2,013 |
40 |
7,120.0 |
6,501.0 |
619.0 |
9.3% |
76.3 |
1.1% |
26% |
False |
False |
1,417 |
60 |
7,120.0 |
6,482.0 |
638.0 |
9.6% |
70.4 |
1.1% |
28% |
False |
False |
1,842 |
80 |
7,120.0 |
6,331.0 |
789.0 |
11.8% |
70.1 |
1.1% |
42% |
False |
False |
1,678 |
100 |
7,120.0 |
6,260.0 |
860.0 |
12.9% |
66.2 |
1.0% |
47% |
False |
False |
1,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,174.0 |
2.618 |
6,997.7 |
1.618 |
6,889.7 |
1.000 |
6,823.0 |
0.618 |
6,781.7 |
HIGH |
6,715.0 |
0.618 |
6,673.7 |
0.500 |
6,661.0 |
0.382 |
6,648.3 |
LOW |
6,607.0 |
0.618 |
6,540.3 |
1.000 |
6,499.0 |
1.618 |
6,432.3 |
2.618 |
6,324.3 |
4.250 |
6,148.0 |
|
|
Fisher Pivots for day following 06-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,661.3 |
6,653.3 |
PP |
6,661.2 |
6,645.2 |
S1 |
6,661.0 |
6,637.0 |
|