Trading Metrics calculated at close of trading on 07-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2007 |
07-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,607.0 |
6,688.0 |
81.0 |
1.2% |
7,081.0 |
High |
6,715.0 |
6,714.0 |
-1.0 |
0.0% |
7,120.0 |
Low |
6,607.0 |
6,655.0 |
48.0 |
0.7% |
6,618.0 |
Close |
6,661.5 |
6,691.5 |
30.0 |
0.5% |
6,683.0 |
Range |
108.0 |
59.0 |
-49.0 |
-45.4% |
502.0 |
ATR |
107.2 |
103.8 |
-3.4 |
-3.2% |
0.0 |
Volume |
2,084 |
3,762 |
1,678 |
80.5% |
18,426 |
|
Daily Pivots for day following 07-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,863.8 |
6,836.7 |
6,724.0 |
|
R3 |
6,804.8 |
6,777.7 |
6,707.7 |
|
R2 |
6,745.8 |
6,745.8 |
6,702.3 |
|
R1 |
6,718.7 |
6,718.7 |
6,696.9 |
6,732.3 |
PP |
6,686.8 |
6,686.8 |
6,686.8 |
6,693.6 |
S1 |
6,659.7 |
6,659.7 |
6,686.1 |
6,673.3 |
S2 |
6,627.8 |
6,627.8 |
6,680.7 |
|
S3 |
6,568.8 |
6,600.7 |
6,675.3 |
|
S4 |
6,509.8 |
6,541.7 |
6,659.1 |
|
|
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 |
6,830.0 |
6,501.0 |
329.0 |
4.9% |
132.6 |
2.0% |
58% |
False |
False |
3,156 |
10 |
7,120.0 |
6,501.0 |
619.0 |
9.3% |
125.3 |
1.9% |
31% |
False |
False |
3,359 |
20 |
7,120.0 |
6,501.0 |
619.0 |
9.3% |
87.8 |
1.3% |
31% |
False |
False |
2,150 |
40 |
7,120.0 |
6,501.0 |
619.0 |
9.3% |
76.3 |
1.1% |
31% |
False |
False |
1,492 |
60 |
7,120.0 |
6,501.0 |
619.0 |
9.3% |
69.9 |
1.0% |
31% |
False |
False |
1,854 |
80 |
7,120.0 |
6,331.0 |
789.0 |
11.8% |
70.2 |
1.0% |
46% |
False |
False |
1,723 |
100 |
7,120.0 |
6,260.0 |
860.0 |
12.9% |
66.4 |
1.0% |
50% |
False |
False |
1,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,964.8 |
2.618 |
6,868.5 |
1.618 |
6,809.5 |
1.000 |
6,773.0 |
0.618 |
6,750.5 |
HIGH |
6,714.0 |
0.618 |
6,691.5 |
0.500 |
6,684.5 |
0.382 |
6,677.5 |
LOW |
6,655.0 |
0.618 |
6,618.5 |
1.000 |
6,596.0 |
1.618 |
6,559.5 |
2.618 |
6,500.5 |
4.250 |
6,404.3 |
|
|
Fisher Pivots for day following 07-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,689.2 |
6,663.7 |
PP |
6,686.8 |
6,635.8 |
S1 |
6,684.5 |
6,608.0 |
|