Trading Metrics calculated at close of trading on 01-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2007 |
01-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,214.92 |
12,265.59 |
50.67 |
0.4% |
12,766.85 |
High |
12,353.47 |
12,289.22 |
-64.25 |
-0.5% |
12,795.93 |
Low |
12,186.04 |
12,059.54 |
-126.50 |
-1.0% |
12,628.02 |
Close |
12,268.63 |
12,234.34 |
-34.29 |
-0.3% |
12,647.48 |
Range |
167.43 |
229.68 |
62.25 |
37.2% |
167.91 |
ATR |
119.35 |
127.23 |
7.88 |
6.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,883.41 |
12,788.55 |
12,360.66 |
|
R3 |
12,653.73 |
12,558.87 |
12,297.50 |
|
R2 |
12,424.05 |
12,424.05 |
12,276.45 |
|
R1 |
12,329.19 |
12,329.19 |
12,255.39 |
12,261.78 |
PP |
12,194.37 |
12,194.37 |
12,194.37 |
12,160.66 |
S1 |
12,099.51 |
12,099.51 |
12,213.29 |
12,032.10 |
S2 |
11,964.69 |
11,964.69 |
12,192.23 |
|
S3 |
11,735.01 |
11,869.83 |
12,171.18 |
|
S4 |
11,505.33 |
11,640.15 |
12,108.02 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,194.21 |
13,088.75 |
12,739.83 |
|
R3 |
13,026.30 |
12,920.84 |
12,693.66 |
|
R2 |
12,858.39 |
12,858.39 |
12,678.26 |
|
R1 |
12,752.93 |
12,752.93 |
12,662.87 |
12,721.71 |
PP |
12,690.48 |
12,690.48 |
12,690.48 |
12,674.86 |
S1 |
12,585.02 |
12,585.02 |
12,632.09 |
12,553.80 |
S2 |
12,522.57 |
12,522.57 |
12,616.70 |
|
S3 |
12,354.66 |
12,417.11 |
12,601.30 |
|
S4 |
12,186.75 |
12,249.20 |
12,555.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,697.23 |
12,059.54 |
637.69 |
5.2% |
216.66 |
1.8% |
27% |
False |
True |
|
10 |
12,795.93 |
12,059.54 |
736.39 |
6.0% |
143.88 |
1.2% |
24% |
False |
True |
|
20 |
12,795.93 |
12,059.54 |
736.39 |
6.0% |
111.39 |
0.9% |
24% |
False |
True |
|
40 |
12,795.93 |
12,059.54 |
736.39 |
6.0% |
104.29 |
0.9% |
24% |
False |
True |
|
60 |
12,795.93 |
12,059.54 |
736.39 |
6.0% |
96.87 |
0.8% |
24% |
False |
True |
|
80 |
12,795.93 |
11,965.31 |
830.62 |
6.8% |
94.56 |
0.8% |
32% |
False |
False |
|
100 |
12,795.93 |
11,794.17 |
1,001.76 |
8.2% |
91.48 |
0.7% |
44% |
False |
False |
|
120 |
12,795.93 |
11,323.84 |
1,472.09 |
12.0% |
90.73 |
0.7% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,265.36 |
2.618 |
12,890.52 |
1.618 |
12,660.84 |
1.000 |
12,518.90 |
0.618 |
12,431.16 |
HIGH |
12,289.22 |
0.618 |
12,201.48 |
0.500 |
12,174.38 |
0.382 |
12,147.28 |
LOW |
12,059.54 |
0.618 |
11,917.60 |
1.000 |
11,829.86 |
1.618 |
11,687.92 |
2.618 |
11,458.24 |
4.250 |
11,083.40 |
|
|
Fisher Pivots for day following 01-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,214.35 |
12,344.46 |
PP |
12,194.37 |
12,307.75 |
S1 |
12,174.38 |
12,271.05 |
|