Trading Metrics calculated at close of trading on 02-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2007 |
02-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,265.59 |
12,233.78 |
-31.81 |
-0.3% |
12,647.88 |
High |
12,289.22 |
12,247.40 |
-41.82 |
-0.3% |
12,697.23 |
Low |
12,059.54 |
12,107.37 |
47.83 |
0.4% |
12,059.54 |
Close |
12,234.34 |
12,114.10 |
-120.24 |
-1.0% |
12,114.10 |
Range |
229.68 |
140.03 |
-89.65 |
-39.0% |
637.69 |
ATR |
127.23 |
128.14 |
0.91 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,576.38 |
12,485.27 |
12,191.12 |
|
R3 |
12,436.35 |
12,345.24 |
12,152.61 |
|
R2 |
12,296.32 |
12,296.32 |
12,139.77 |
|
R1 |
12,205.21 |
12,205.21 |
12,126.94 |
12,180.75 |
PP |
12,156.29 |
12,156.29 |
12,156.29 |
12,144.06 |
S1 |
12,065.18 |
12,065.18 |
12,101.26 |
12,040.72 |
S2 |
12,016.26 |
12,016.26 |
12,088.43 |
|
S3 |
11,876.23 |
11,925.15 |
12,075.59 |
|
S4 |
11,736.20 |
11,785.12 |
12,037.08 |
|
|
Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,203.36 |
13,796.42 |
12,464.83 |
|
R3 |
13,565.67 |
13,158.73 |
12,289.46 |
|
R2 |
12,927.98 |
12,927.98 |
12,231.01 |
|
R1 |
12,521.04 |
12,521.04 |
12,172.55 |
12,405.67 |
PP |
12,290.29 |
12,290.29 |
12,290.29 |
12,232.60 |
S1 |
11,883.35 |
11,883.35 |
12,055.65 |
11,767.98 |
S2 |
11,652.60 |
11,652.60 |
11,997.19 |
|
S3 |
11,014.91 |
11,245.66 |
11,938.74 |
|
S4 |
10,377.22 |
10,607.97 |
11,763.37 |
|
|
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 |
5.3% |
233.84 |
1.9% |
9% |
False |
False |
|
10 |
12,795.93 |
12,059.54 |
736.39 |
6.1% |
152.86 |
1.3% |
7% |
False |
False |
|
20 |
12,795.93 |
12,059.54 |
736.39 |
6.1% |
115.06 |
0.9% |
7% |
False |
False |
|
40 |
12,795.93 |
12,059.54 |
736.39 |
6.1% |
103.40 |
0.9% |
7% |
False |
False |
|
60 |
12,795.93 |
12,059.54 |
736.39 |
6.1% |
96.57 |
0.8% |
7% |
False |
False |
|
80 |
12,795.93 |
11,965.31 |
830.62 |
6.9% |
95.64 |
0.8% |
18% |
False |
False |
|
100 |
12,795.93 |
11,794.17 |
1,001.76 |
8.3% |
92.39 |
0.8% |
32% |
False |
False |
|
120 |
12,795.93 |
11,331.04 |
1,464.89 |
12.1% |
91.22 |
0.8% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,842.53 |
2.618 |
12,614.00 |
1.618 |
12,473.97 |
1.000 |
12,387.43 |
0.618 |
12,333.94 |
HIGH |
12,247.40 |
0.618 |
12,193.91 |
0.500 |
12,177.39 |
0.382 |
12,160.86 |
LOW |
12,107.37 |
0.618 |
12,020.83 |
1.000 |
11,967.34 |
1.618 |
11,880.80 |
2.618 |
11,740.77 |
4.250 |
11,512.24 |
|
|
Fisher Pivots for day following 02-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,177.39 |
12,206.51 |
PP |
12,156.29 |
12,175.70 |
S1 |
12,135.20 |
12,144.90 |
|