Trading Metrics calculated at close of trading on 01-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2007 |
01-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,750.25 |
1,766.50 |
16.25 |
0.9% |
1,827.00 |
High |
1,783.00 |
1,776.00 |
-7.00 |
-0.4% |
1,857.50 |
Low |
1,743.25 |
1,720.00 |
-23.25 |
-1.3% |
1,813.75 |
Close |
1,765.50 |
1,757.75 |
-7.75 |
-0.4% |
1,845.00 |
Range |
39.75 |
56.00 |
16.25 |
40.9% |
43.75 |
ATR |
28.65 |
30.61 |
1.95 |
6.8% |
0.00 |
Volume |
774,124 |
521,721 |
-252,403 |
-32.6% |
1,173,332 |
|
Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,919.25 |
1,894.50 |
1,788.50 |
|
R3 |
1,863.25 |
1,838.50 |
1,773.25 |
|
R2 |
1,807.25 |
1,807.25 |
1,768.00 |
|
R1 |
1,782.50 |
1,782.50 |
1,763.00 |
1,767.00 |
PP |
1,751.25 |
1,751.25 |
1,751.25 |
1,743.50 |
S1 |
1,726.50 |
1,726.50 |
1,752.50 |
1,711.00 |
S2 |
1,695.25 |
1,695.25 |
1,747.50 |
|
S3 |
1,639.25 |
1,670.50 |
1,742.25 |
|
S4 |
1,583.25 |
1,614.50 |
1,727.00 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,970.00 |
1,951.25 |
1,869.00 |
|
R3 |
1,926.25 |
1,907.50 |
1,857.00 |
|
R2 |
1,882.50 |
1,882.50 |
1,853.00 |
|
R1 |
1,863.75 |
1,863.75 |
1,849.00 |
1,873.00 |
PP |
1,838.75 |
1,838.75 |
1,838.75 |
1,843.50 |
S1 |
1,820.00 |
1,820.00 |
1,841.00 |
1,829.50 |
S2 |
1,795.00 |
1,795.00 |
1,837.00 |
|
S3 |
1,751.25 |
1,776.25 |
1,833.00 |
|
S4 |
1,707.50 |
1,732.50 |
1,821.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,856.75 |
1,720.00 |
136.75 |
7.8% |
48.25 |
2.7% |
28% |
False |
True |
454,846 |
10 |
1,857.50 |
1,720.00 |
137.50 |
7.8% |
33.00 |
1.9% |
27% |
False |
True |
380,431 |
20 |
1,857.50 |
1,720.00 |
137.50 |
7.8% |
27.25 |
1.6% |
27% |
False |
True |
353,110 |
40 |
1,867.75 |
1,720.00 |
147.75 |
8.4% |
28.00 |
1.6% |
26% |
False |
True |
344,914 |
60 |
1,867.75 |
1,720.00 |
147.75 |
8.4% |
27.00 |
1.5% |
26% |
False |
True |
293,269 |
80 |
1,867.75 |
1,720.00 |
147.75 |
8.4% |
25.50 |
1.4% |
26% |
False |
True |
220,072 |
100 |
1,867.75 |
1,708.50 |
159.25 |
9.1% |
24.75 |
1.4% |
31% |
False |
False |
176,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,014.00 |
2.618 |
1,922.50 |
1.618 |
1,866.50 |
1.000 |
1,832.00 |
0.618 |
1,810.50 |
HIGH |
1,776.00 |
0.618 |
1,754.50 |
0.500 |
1,748.00 |
0.382 |
1,741.50 |
LOW |
1,720.00 |
0.618 |
1,685.50 |
1.000 |
1,664.00 |
1.618 |
1,629.50 |
2.618 |
1,573.50 |
4.250 |
1,482.00 |
|
|
Fisher Pivots for day following 01-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,754.50 |
1,779.00 |
PP |
1,751.25 |
1,772.00 |
S1 |
1,748.00 |
1,765.00 |
|