Trading Metrics calculated at close of trading on 02-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2007 |
02-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,766.50 |
1,757.25 |
-9.25 |
-0.5% |
1,845.75 |
High |
1,776.00 |
1,763.00 |
-13.00 |
-0.7% |
1,855.50 |
Low |
1,720.00 |
1,724.25 |
4.25 |
0.2% |
1,720.00 |
Close |
1,757.75 |
1,726.25 |
-31.50 |
-1.8% |
1,726.25 |
Range |
56.00 |
38.75 |
-17.25 |
-30.8% |
135.50 |
ATR |
30.61 |
31.19 |
0.58 |
1.9% |
0.00 |
Volume |
521,721 |
662,241 |
140,520 |
26.9% |
2,603,683 |
|
Daily Pivots for day following 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,854.00 |
1,829.00 |
1,747.50 |
|
R3 |
1,815.25 |
1,790.25 |
1,737.00 |
|
R2 |
1,776.50 |
1,776.50 |
1,733.25 |
|
R1 |
1,751.50 |
1,751.50 |
1,729.75 |
1,744.50 |
PP |
1,737.75 |
1,737.75 |
1,737.75 |
1,734.50 |
S1 |
1,712.75 |
1,712.75 |
1,722.75 |
1,706.00 |
S2 |
1,699.00 |
1,699.00 |
1,719.25 |
|
S3 |
1,660.25 |
1,674.00 |
1,715.50 |
|
S4 |
1,621.50 |
1,635.25 |
1,705.00 |
|
|
Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,173.75 |
2,085.50 |
1,800.75 |
|
R3 |
2,038.25 |
1,950.00 |
1,763.50 |
|
R2 |
1,902.75 |
1,902.75 |
1,751.00 |
|
R1 |
1,814.50 |
1,814.50 |
1,738.75 |
1,791.00 |
PP |
1,767.25 |
1,767.25 |
1,767.25 |
1,755.50 |
S1 |
1,679.00 |
1,679.00 |
1,713.75 |
1,655.50 |
S2 |
1,631.75 |
1,631.75 |
1,701.50 |
|
S3 |
1,496.25 |
1,543.50 |
1,689.00 |
|
S4 |
1,360.75 |
1,408.00 |
1,651.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,855.50 |
1,720.00 |
135.50 |
7.8% |
52.00 |
3.0% |
5% |
False |
False |
520,736 |
10 |
1,857.50 |
1,720.00 |
137.50 |
8.0% |
35.50 |
2.1% |
5% |
False |
False |
405,286 |
20 |
1,857.50 |
1,720.00 |
137.50 |
8.0% |
28.00 |
1.6% |
5% |
False |
False |
366,943 |
40 |
1,867.75 |
1,720.00 |
147.75 |
8.6% |
27.50 |
1.6% |
4% |
False |
False |
361,368 |
60 |
1,867.75 |
1,720.00 |
147.75 |
8.6% |
27.00 |
1.6% |
4% |
False |
False |
304,248 |
80 |
1,867.75 |
1,720.00 |
147.75 |
8.6% |
25.50 |
1.5% |
4% |
False |
False |
228,350 |
100 |
1,867.75 |
1,708.50 |
159.25 |
9.2% |
25.00 |
1.5% |
11% |
False |
False |
182,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,927.75 |
2.618 |
1,864.50 |
1.618 |
1,825.75 |
1.000 |
1,801.75 |
0.618 |
1,787.00 |
HIGH |
1,763.00 |
0.618 |
1,748.25 |
0.500 |
1,743.50 |
0.382 |
1,739.00 |
LOW |
1,724.25 |
0.618 |
1,700.25 |
1.000 |
1,685.50 |
1.618 |
1,661.50 |
2.618 |
1,622.75 |
4.250 |
1,559.50 |
|
|
Fisher Pivots for day following 02-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,743.50 |
1,751.50 |
PP |
1,737.75 |
1,743.00 |
S1 |
1,732.00 |
1,734.75 |
|