Trading Metrics calculated at close of trading on 06-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2007 |
06-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,726.00 |
1,714.75 |
-11.25 |
-0.7% |
1,845.75 |
High |
1,742.25 |
1,750.00 |
7.75 |
0.4% |
1,855.50 |
Low |
1,704.75 |
1,711.00 |
6.25 |
0.4% |
1,720.00 |
Close |
1,713.75 |
1,745.00 |
31.25 |
1.8% |
1,726.25 |
Range |
37.50 |
39.00 |
1.50 |
4.0% |
135.50 |
ATR |
31.64 |
32.17 |
0.53 |
1.7% |
0.00 |
Volume |
463,644 |
572,960 |
109,316 |
23.6% |
2,603,683 |
|
Daily Pivots for day following 06-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,852.25 |
1,837.75 |
1,766.50 |
|
R3 |
1,813.25 |
1,798.75 |
1,755.75 |
|
R2 |
1,774.25 |
1,774.25 |
1,752.25 |
|
R1 |
1,759.75 |
1,759.75 |
1,748.50 |
1,767.00 |
PP |
1,735.25 |
1,735.25 |
1,735.25 |
1,739.00 |
S1 |
1,720.75 |
1,720.75 |
1,741.50 |
1,728.00 |
S2 |
1,696.25 |
1,696.25 |
1,737.75 |
|
S3 |
1,657.25 |
1,681.75 |
1,734.25 |
|
S4 |
1,618.25 |
1,642.75 |
1,723.50 |
|
|
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 |
1,783.00 |
1,704.75 |
78.25 |
4.5% |
42.25 |
2.4% |
51% |
False |
False |
598,938 |
10 |
1,857.50 |
1,704.75 |
152.75 |
8.8% |
39.25 |
2.2% |
26% |
False |
False |
462,403 |
20 |
1,857.50 |
1,704.75 |
152.75 |
8.8% |
30.50 |
1.7% |
26% |
False |
False |
389,910 |
40 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
27.50 |
1.6% |
25% |
False |
False |
365,596 |
60 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
27.50 |
1.6% |
25% |
False |
False |
321,432 |
80 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
25.75 |
1.5% |
25% |
False |
False |
241,302 |
100 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
25.50 |
1.5% |
25% |
False |
False |
193,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,915.75 |
2.618 |
1,852.00 |
1.618 |
1,813.00 |
1.000 |
1,789.00 |
0.618 |
1,774.00 |
HIGH |
1,750.00 |
0.618 |
1,735.00 |
0.500 |
1,730.50 |
0.382 |
1,726.00 |
LOW |
1,711.00 |
0.618 |
1,687.00 |
1.000 |
1,672.00 |
1.618 |
1,648.00 |
2.618 |
1,609.00 |
4.250 |
1,545.25 |
|
|
Fisher Pivots for day following 06-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,740.25 |
1,741.25 |
PP |
1,735.25 |
1,737.50 |
S1 |
1,730.50 |
1,734.00 |
|