Trading Metrics calculated at close of trading on 07-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2007 |
07-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,714.75 |
1,744.75 |
30.00 |
1.7% |
1,845.75 |
High |
1,750.00 |
1,749.25 |
-0.75 |
0.0% |
1,855.50 |
Low |
1,711.00 |
1,735.50 |
24.50 |
1.4% |
1,720.00 |
Close |
1,745.00 |
1,737.50 |
-7.50 |
-0.4% |
1,726.25 |
Range |
39.00 |
13.75 |
-25.25 |
-64.7% |
135.50 |
ATR |
32.17 |
30.85 |
-1.32 |
-4.1% |
0.00 |
Volume |
572,960 |
422,567 |
-150,393 |
-26.2% |
2,603,683 |
|
Daily Pivots for day following 07-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,782.00 |
1,773.50 |
1,745.00 |
|
R3 |
1,768.25 |
1,759.75 |
1,741.25 |
|
R2 |
1,754.50 |
1,754.50 |
1,740.00 |
|
R1 |
1,746.00 |
1,746.00 |
1,738.75 |
1,743.50 |
PP |
1,740.75 |
1,740.75 |
1,740.75 |
1,739.50 |
S1 |
1,732.25 |
1,732.25 |
1,736.25 |
1,729.50 |
S2 |
1,727.00 |
1,727.00 |
1,735.00 |
|
S3 |
1,713.25 |
1,718.50 |
1,733.75 |
|
S4 |
1,699.50 |
1,704.75 |
1,730.00 |
|
|
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 |
1,776.00 |
1,704.75 |
71.25 |
4.1% |
37.00 |
2.1% |
46% |
False |
False |
528,626 |
10 |
1,857.50 |
1,704.75 |
152.75 |
8.8% |
39.00 |
2.2% |
21% |
False |
False |
469,434 |
20 |
1,857.50 |
1,704.75 |
152.75 |
8.8% |
30.00 |
1.7% |
21% |
False |
False |
399,553 |
40 |
1,867.75 |
1,704.75 |
163.00 |
9.4% |
27.25 |
1.6% |
20% |
False |
False |
367,319 |
60 |
1,867.75 |
1,704.75 |
163.00 |
9.4% |
27.50 |
1.6% |
20% |
False |
False |
328,420 |
80 |
1,867.75 |
1,704.75 |
163.00 |
9.4% |
25.75 |
1.5% |
20% |
False |
False |
246,582 |
100 |
1,867.75 |
1,704.75 |
163.00 |
9.4% |
25.25 |
1.5% |
20% |
False |
False |
197,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,807.75 |
2.618 |
1,785.25 |
1.618 |
1,771.50 |
1.000 |
1,763.00 |
0.618 |
1,757.75 |
HIGH |
1,749.25 |
0.618 |
1,744.00 |
0.500 |
1,742.50 |
0.382 |
1,740.75 |
LOW |
1,735.50 |
0.618 |
1,727.00 |
1.000 |
1,721.75 |
1.618 |
1,713.25 |
2.618 |
1,699.50 |
4.250 |
1,677.00 |
|
|
Fisher Pivots for day following 07-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,742.50 |
1,734.00 |
PP |
1,740.75 |
1,730.75 |
S1 |
1,739.00 |
1,727.50 |
|