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 |
6,142.5 |
6,200.5 |
58.0 |
0.9% |
6,428.0 |
High |
6,189.5 |
6,260.0 |
70.5 |
1.1% |
6,448.0 |
Low |
6,129.5 |
6,200.5 |
71.0 |
1.2% |
6,030.0 |
Close |
6,180.5 |
6,243.5 |
63.0 |
1.0% |
6,116.5 |
Range |
60.0 |
59.5 |
-0.5 |
-0.8% |
418.0 |
ATR |
75.0 |
75.3 |
0.3 |
0.4% |
0.0 |
Volume |
18,007 |
23,770 |
5,763 |
32.0% |
17,317 |
|
Daily Pivots for day following 08-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,413.0 |
6,388.0 |
6,276.0 |
|
R3 |
6,353.5 |
6,328.5 |
6,260.0 |
|
R2 |
6,294.0 |
6,294.0 |
6,254.5 |
|
R1 |
6,269.0 |
6,269.0 |
6,249.0 |
6,281.5 |
PP |
6,234.5 |
6,234.5 |
6,234.5 |
6,241.0 |
S1 |
6,209.5 |
6,209.5 |
6,238.0 |
6,222.0 |
S2 |
6,175.0 |
6,175.0 |
6,232.5 |
|
S3 |
6,115.5 |
6,150.0 |
6,227.0 |
|
S4 |
6,056.0 |
6,090.5 |
6,211.0 |
|
|
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 |
6,260.0 |
5,981.5 |
278.5 |
4.5% |
72.5 |
1.2% |
94% |
True |
False |
10,763 |
10 |
6,448.0 |
5,981.5 |
466.5 |
7.5% |
87.0 |
1.4% |
56% |
False |
False |
7,062 |
20 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
62.0 |
1.0% |
55% |
False |
False |
3,674 |
40 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
52.0 |
0.8% |
55% |
False |
False |
1,929 |
60 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
42.5 |
0.7% |
55% |
False |
False |
1,546 |
80 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
33.5 |
0.5% |
55% |
False |
False |
1,235 |
100 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
27.0 |
0.4% |
55% |
False |
False |
995 |
120 |
6,458.5 |
5,868.0 |
590.5 |
9.5% |
22.5 |
0.4% |
64% |
False |
False |
829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,513.0 |
2.618 |
6,416.0 |
1.618 |
6,356.5 |
1.000 |
6,319.5 |
0.618 |
6,297.0 |
HIGH |
6,260.0 |
0.618 |
6,237.5 |
0.500 |
6,230.0 |
0.382 |
6,223.0 |
LOW |
6,200.5 |
0.618 |
6,163.5 |
1.000 |
6,141.0 |
1.618 |
6,104.0 |
2.618 |
6,044.5 |
4.250 |
5,947.5 |
|
|
Fisher Pivots for day following 08-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
6,239.0 |
6,216.5 |
PP |
6,234.5 |
6,189.0 |
S1 |
6,230.0 |
6,162.0 |
|