| 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 |
6,132.0 |
6,017.5 |
-114.5 |
-1.9% |
6,428.0 |
| High |
6,156.5 |
6,075.0 |
-81.5 |
-1.3% |
6,448.0 |
| Low |
6,082.5 |
5,981.5 |
-101.0 |
-1.7% |
6,030.0 |
| Close |
6,116.5 |
6,064.0 |
-52.5 |
-0.9% |
6,116.5 |
| Range |
74.0 |
93.5 |
19.5 |
26.4% |
418.0 |
| ATR |
71.6 |
76.1 |
4.5 |
6.3% |
0.0 |
| Volume |
670 |
2,639 |
1,969 |
293.9% |
17,317 |
|
| Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,320.5 |
6,286.0 |
6,115.5 |
|
| R3 |
6,227.0 |
6,192.5 |
6,089.5 |
|
| R2 |
6,133.5 |
6,133.5 |
6,081.0 |
|
| R1 |
6,099.0 |
6,099.0 |
6,072.5 |
6,116.0 |
| PP |
6,040.0 |
6,040.0 |
6,040.0 |
6,049.0 |
| S1 |
6,005.5 |
6,005.5 |
6,055.5 |
6,023.0 |
| S2 |
5,946.5 |
5,946.5 |
6,047.0 |
|
| S3 |
5,853.0 |
5,912.0 |
6,038.5 |
|
| S4 |
5,759.5 |
5,818.5 |
6,012.5 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,452.0 |
7,202.5 |
6,346.5 |
|
| R3 |
7,034.0 |
6,784.5 |
6,231.5 |
|
| R2 |
6,616.0 |
6,616.0 |
6,193.0 |
|
| R1 |
6,366.5 |
6,366.5 |
6,155.0 |
6,282.0 |
| PP |
6,198.0 |
6,198.0 |
6,198.0 |
6,156.0 |
| S1 |
5,948.5 |
5,948.5 |
6,078.0 |
5,864.0 |
| S2 |
5,780.0 |
5,780.0 |
6,040.0 |
|
| S3 |
5,362.0 |
5,530.5 |
6,001.5 |
|
| S4 |
4,944.0 |
5,112.5 |
5,886.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,420.0 |
5,981.5 |
438.5 |
7.2% |
120.0 |
2.0% |
19% |
False |
True |
3,806 |
| 10 |
6,450.0 |
5,981.5 |
468.5 |
7.7% |
83.5 |
1.4% |
18% |
False |
True |
2,201 |
| 20 |
6,458.5 |
5,981.5 |
477.0 |
7.9% |
57.0 |
0.9% |
17% |
False |
True |
1,160 |
| 40 |
6,458.5 |
5,981.5 |
477.0 |
7.9% |
52.0 |
0.9% |
17% |
False |
True |
681 |
| 60 |
6,458.5 |
5,981.5 |
477.0 |
7.9% |
39.5 |
0.6% |
17% |
False |
True |
706 |
| 80 |
6,458.5 |
5,981.5 |
477.0 |
7.9% |
31.5 |
0.5% |
17% |
False |
True |
604 |
| 100 |
6,458.5 |
5,981.5 |
477.0 |
7.9% |
25.5 |
0.4% |
17% |
False |
True |
490 |
| 120 |
6,458.5 |
5,868.0 |
590.5 |
9.7% |
21.0 |
0.3% |
33% |
False |
False |
408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,472.5 |
|
2.618 |
6,320.0 |
|
1.618 |
6,226.5 |
|
1.000 |
6,168.5 |
|
0.618 |
6,133.0 |
|
HIGH |
6,075.0 |
|
0.618 |
6,039.5 |
|
0.500 |
6,028.0 |
|
0.382 |
6,017.0 |
|
LOW |
5,981.5 |
|
0.618 |
5,923.5 |
|
1.000 |
5,888.0 |
|
1.618 |
5,830.0 |
|
2.618 |
5,736.5 |
|
4.250 |
5,584.0 |
|
|
| Fisher Pivots for day following 05-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,052.0 |
6,101.0 |
| PP |
6,040.0 |
6,089.0 |
| S1 |
6,028.0 |
6,076.5 |
|