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 |
6,093.0 |
6,142.5 |
49.5 |
0.8% |
6,428.0 |
High |
6,140.5 |
6,189.5 |
49.0 |
0.8% |
6,448.0 |
Low |
6,064.0 |
6,129.5 |
65.5 |
1.1% |
6,030.0 |
Close |
6,135.0 |
6,180.5 |
45.5 |
0.7% |
6,116.5 |
Range |
76.5 |
60.0 |
-16.5 |
-21.6% |
418.0 |
ATR |
76.1 |
75.0 |
-1.2 |
-1.5% |
0.0 |
Volume |
8,730 |
18,007 |
9,277 |
106.3% |
17,317 |
|
Daily Pivots for day following 07-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,346.5 |
6,323.5 |
6,213.5 |
|
R3 |
6,286.5 |
6,263.5 |
6,197.0 |
|
R2 |
6,226.5 |
6,226.5 |
6,191.5 |
|
R1 |
6,203.5 |
6,203.5 |
6,186.0 |
6,215.0 |
PP |
6,166.5 |
6,166.5 |
6,166.5 |
6,172.0 |
S1 |
6,143.5 |
6,143.5 |
6,175.0 |
6,155.0 |
S2 |
6,106.5 |
6,106.5 |
6,169.5 |
|
S3 |
6,046.5 |
6,083.5 |
6,164.0 |
|
S4 |
5,986.5 |
6,023.5 |
6,147.5 |
|
|
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 |
6,221.0 |
5,981.5 |
239.5 |
3.9% |
99.0 |
1.6% |
83% |
False |
False |
6,254 |
10 |
6,448.0 |
5,981.5 |
466.5 |
7.5% |
85.0 |
1.4% |
43% |
False |
False |
4,708 |
20 |
6,458.5 |
5,981.5 |
477.0 |
7.7% |
60.5 |
1.0% |
42% |
False |
False |
2,490 |
40 |
6,458.5 |
5,981.5 |
477.0 |
7.7% |
53.5 |
0.9% |
42% |
False |
False |
1,344 |
60 |
6,458.5 |
5,981.5 |
477.0 |
7.7% |
41.5 |
0.7% |
42% |
False |
False |
1,150 |
80 |
6,458.5 |
5,981.5 |
477.0 |
7.7% |
33.0 |
0.5% |
42% |
False |
False |
938 |
100 |
6,458.5 |
5,981.5 |
477.0 |
7.7% |
26.5 |
0.4% |
42% |
False |
False |
758 |
120 |
6,458.5 |
5,868.0 |
590.5 |
9.6% |
22.0 |
0.4% |
53% |
False |
False |
631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,444.5 |
2.618 |
6,346.5 |
1.618 |
6,286.5 |
1.000 |
6,249.5 |
0.618 |
6,226.5 |
HIGH |
6,189.5 |
0.618 |
6,166.5 |
0.500 |
6,159.5 |
0.382 |
6,152.5 |
LOW |
6,129.5 |
0.618 |
6,092.5 |
1.000 |
6,069.5 |
1.618 |
6,032.5 |
2.618 |
5,972.5 |
4.250 |
5,874.5 |
|
|
Fisher Pivots for day following 07-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,173.5 |
6,149.0 |
PP |
6,166.5 |
6,117.0 |
S1 |
6,159.5 |
6,085.5 |
|