Trading Metrics calculated at close of trading on 08-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2007 |
08-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,744.75 |
1,737.75 |
-7.00 |
-0.4% |
1,845.75 |
High |
1,749.25 |
1,759.75 |
10.50 |
0.6% |
1,855.50 |
Low |
1,735.50 |
1,733.25 |
-2.25 |
-0.1% |
1,720.00 |
Close |
1,737.50 |
1,754.50 |
17.00 |
1.0% |
1,726.25 |
Range |
13.75 |
26.50 |
12.75 |
92.7% |
135.50 |
ATR |
30.85 |
30.54 |
-0.31 |
-1.0% |
0.00 |
Volume |
422,567 |
0 |
-422,567 |
-100.0% |
2,603,683 |
|
Daily Pivots for day following 08-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,828.75 |
1,818.00 |
1,769.00 |
|
R3 |
1,802.25 |
1,791.50 |
1,761.75 |
|
R2 |
1,775.75 |
1,775.75 |
1,759.25 |
|
R1 |
1,765.00 |
1,765.00 |
1,757.00 |
1,770.50 |
PP |
1,749.25 |
1,749.25 |
1,749.25 |
1,751.75 |
S1 |
1,738.50 |
1,738.50 |
1,752.00 |
1,744.00 |
S2 |
1,722.75 |
1,722.75 |
1,749.75 |
|
S3 |
1,696.25 |
1,712.00 |
1,747.25 |
|
S4 |
1,669.75 |
1,685.50 |
1,740.00 |
|
|
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 |
1,763.00 |
1,704.75 |
58.25 |
3.3% |
31.00 |
1.8% |
85% |
False |
False |
424,282 |
10 |
1,856.75 |
1,704.75 |
152.00 |
8.7% |
39.50 |
2.3% |
33% |
False |
False |
439,564 |
20 |
1,857.50 |
1,704.75 |
152.75 |
8.7% |
30.00 |
1.7% |
33% |
False |
False |
379,455 |
40 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
27.25 |
1.6% |
31% |
False |
False |
360,641 |
60 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
27.25 |
1.6% |
31% |
False |
False |
327,866 |
80 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
25.75 |
1.5% |
31% |
False |
False |
246,576 |
100 |
1,867.75 |
1,704.75 |
163.00 |
9.3% |
25.25 |
1.4% |
31% |
False |
False |
197,290 |
120 |
1,867.75 |
1,648.00 |
219.75 |
12.5% |
24.75 |
1.4% |
48% |
False |
False |
164,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,872.50 |
2.618 |
1,829.25 |
1.618 |
1,802.75 |
1.000 |
1,786.25 |
0.618 |
1,776.25 |
HIGH |
1,759.75 |
0.618 |
1,749.75 |
0.500 |
1,746.50 |
0.382 |
1,743.25 |
LOW |
1,733.25 |
0.618 |
1,716.75 |
1.000 |
1,706.75 |
1.618 |
1,690.25 |
2.618 |
1,663.75 |
4.250 |
1,620.50 |
|
|
Fisher Pivots for day following 08-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,751.75 |
1,748.00 |
PP |
1,749.25 |
1,741.75 |
S1 |
1,746.50 |
1,735.50 |
|