Trading Metrics calculated at close of trading on 08-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2007 |
08-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
6,688.0 |
6,739.5 |
51.5 |
0.8% |
7,081.0 |
High |
6,714.0 |
6,790.0 |
76.0 |
1.1% |
7,120.0 |
Low |
6,655.0 |
6,710.0 |
55.0 |
0.8% |
6,618.0 |
Close |
6,691.5 |
6,770.5 |
79.0 |
1.2% |
6,683.0 |
Range |
59.0 |
80.0 |
21.0 |
35.6% |
502.0 |
ATR |
103.8 |
103.4 |
-0.4 |
-0.4% |
0.0 |
Volume |
3,762 |
7,480 |
3,718 |
98.8% |
18,426 |
|
Daily Pivots for day following 08-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,996.8 |
6,963.7 |
6,814.5 |
|
R3 |
6,916.8 |
6,883.7 |
6,792.5 |
|
R2 |
6,836.8 |
6,836.8 |
6,785.2 |
|
R1 |
6,803.7 |
6,803.7 |
6,777.8 |
6,820.3 |
PP |
6,756.8 |
6,756.8 |
6,756.8 |
6,765.1 |
S1 |
6,723.7 |
6,723.7 |
6,763.2 |
6,740.3 |
S2 |
6,676.8 |
6,676.8 |
6,755.8 |
|
S3 |
6,596.8 |
6,643.7 |
6,748.5 |
|
S4 |
6,516.8 |
6,563.7 |
6,726.5 |
|
|
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 |
6,790.0 |
6,501.0 |
289.0 |
4.3% |
106.2 |
1.6% |
93% |
True |
False |
4,178 |
10 |
7,120.0 |
6,501.0 |
619.0 |
9.1% |
129.6 |
1.9% |
44% |
False |
False |
3,937 |
20 |
7,120.0 |
6,501.0 |
619.0 |
9.1% |
88.4 |
1.3% |
44% |
False |
False |
2,484 |
40 |
7,120.0 |
6,501.0 |
619.0 |
9.1% |
75.1 |
1.1% |
44% |
False |
False |
1,607 |
60 |
7,120.0 |
6,501.0 |
619.0 |
9.1% |
70.7 |
1.0% |
44% |
False |
False |
1,946 |
80 |
7,120.0 |
6,331.0 |
789.0 |
11.7% |
70.6 |
1.0% |
56% |
False |
False |
1,814 |
100 |
7,120.0 |
6,260.0 |
860.0 |
12.7% |
67.0 |
1.0% |
59% |
False |
False |
1,528 |
120 |
7,120.0 |
6,016.0 |
1,104.0 |
16.3% |
64.4 |
1.0% |
68% |
False |
False |
1,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,130.0 |
2.618 |
6,999.4 |
1.618 |
6,919.4 |
1.000 |
6,870.0 |
0.618 |
6,839.4 |
HIGH |
6,790.0 |
0.618 |
6,759.4 |
0.500 |
6,750.0 |
0.382 |
6,740.6 |
LOW |
6,710.0 |
0.618 |
6,660.6 |
1.000 |
6,630.0 |
1.618 |
6,580.6 |
2.618 |
6,500.6 |
4.250 |
6,370.0 |
|
|
Fisher Pivots for day following 08-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,763.7 |
6,746.5 |
PP |
6,756.8 |
6,722.5 |
S1 |
6,750.0 |
6,698.5 |
|