Trading Metrics calculated at close of trading on 05-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2007 |
05-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,757.25 |
1,726.00 |
-31.25 |
-1.8% |
1,845.75 |
High |
1,763.00 |
1,742.25 |
-20.75 |
-1.2% |
1,855.50 |
Low |
1,724.25 |
1,704.75 |
-19.50 |
-1.1% |
1,720.00 |
Close |
1,726.25 |
1,713.75 |
-12.50 |
-0.7% |
1,726.25 |
Range |
38.75 |
37.50 |
-1.25 |
-3.2% |
135.50 |
ATR |
31.19 |
31.64 |
0.45 |
1.4% |
0.00 |
Volume |
662,241 |
463,644 |
-198,597 |
-30.0% |
2,603,683 |
|
Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,832.75 |
1,810.75 |
1,734.50 |
|
R3 |
1,795.25 |
1,773.25 |
1,724.00 |
|
R2 |
1,757.75 |
1,757.75 |
1,720.50 |
|
R1 |
1,735.75 |
1,735.75 |
1,717.25 |
1,728.00 |
PP |
1,720.25 |
1,720.25 |
1,720.25 |
1,716.50 |
S1 |
1,698.25 |
1,698.25 |
1,710.25 |
1,690.50 |
S2 |
1,682.75 |
1,682.75 |
1,707.00 |
|
S3 |
1,645.25 |
1,660.75 |
1,703.50 |
|
S4 |
1,607.75 |
1,623.25 |
1,693.00 |
|
|
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 |
1,838.25 |
1,704.75 |
133.50 |
7.8% |
53.25 |
3.1% |
7% |
False |
True |
555,561 |
10 |
1,857.50 |
1,704.75 |
152.75 |
8.9% |
38.25 |
2.2% |
6% |
False |
True |
424,065 |
20 |
1,857.50 |
1,704.75 |
152.75 |
8.9% |
29.25 |
1.7% |
6% |
False |
True |
373,060 |
40 |
1,867.75 |
1,704.75 |
163.00 |
9.5% |
27.25 |
1.6% |
6% |
False |
True |
360,452 |
60 |
1,867.75 |
1,704.75 |
163.00 |
9.5% |
27.00 |
1.6% |
6% |
False |
True |
311,955 |
80 |
1,867.75 |
1,704.75 |
163.00 |
9.5% |
25.75 |
1.5% |
6% |
False |
True |
234,144 |
100 |
1,867.75 |
1,704.75 |
163.00 |
9.5% |
25.25 |
1.5% |
6% |
False |
True |
187,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,901.50 |
2.618 |
1,840.50 |
1.618 |
1,803.00 |
1.000 |
1,779.75 |
0.618 |
1,765.50 |
HIGH |
1,742.25 |
0.618 |
1,728.00 |
0.500 |
1,723.50 |
0.382 |
1,719.00 |
LOW |
1,704.75 |
0.618 |
1,681.50 |
1.000 |
1,667.25 |
1.618 |
1,644.00 |
2.618 |
1,606.50 |
4.250 |
1,545.50 |
|
|
Fisher Pivots for day following 05-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,723.50 |
1,740.50 |
PP |
1,720.25 |
1,731.50 |
S1 |
1,717.00 |
1,722.50 |
|