Trading Metrics calculated at close of trading on 06-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2007 |
06-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,111.61 |
12,051.17 |
-60.44 |
-0.5% |
12,647.88 |
High |
12,188.84 |
12,224.41 |
35.57 |
0.3% |
12,697.23 |
Low |
12,039.11 |
12,050.61 |
11.50 |
0.1% |
12,059.54 |
Close |
12,050.41 |
12,207.59 |
157.18 |
1.3% |
12,114.10 |
Range |
149.73 |
173.80 |
24.07 |
16.1% |
637.69 |
ATR |
129.69 |
132.85 |
3.17 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,682.27 |
12,618.73 |
12,303.18 |
|
R3 |
12,508.47 |
12,444.93 |
12,255.39 |
|
R2 |
12,334.67 |
12,334.67 |
12,239.45 |
|
R1 |
12,271.13 |
12,271.13 |
12,223.52 |
12,302.90 |
PP |
12,160.87 |
12,160.87 |
12,160.87 |
12,176.76 |
S1 |
12,097.33 |
12,097.33 |
12,191.66 |
12,129.10 |
S2 |
11,987.07 |
11,987.07 |
12,175.73 |
|
S3 |
11,813.27 |
11,923.53 |
12,159.80 |
|
S4 |
11,639.47 |
11,749.73 |
12,112.00 |
|
|
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 |
12,353.47 |
12,039.11 |
314.36 |
2.6% |
172.13 |
1.4% |
54% |
False |
False |
|
10 |
12,782.87 |
12,039.11 |
743.76 |
6.1% |
173.57 |
1.4% |
23% |
False |
False |
|
20 |
12,795.93 |
12,039.11 |
756.82 |
6.2% |
126.39 |
1.0% |
22% |
False |
False |
|
40 |
12,795.93 |
12,039.11 |
756.82 |
6.2% |
105.96 |
0.9% |
22% |
False |
False |
|
60 |
12,795.93 |
12,039.11 |
756.82 |
6.2% |
99.07 |
0.8% |
22% |
False |
False |
|
80 |
12,795.93 |
12,039.11 |
756.82 |
6.2% |
96.82 |
0.8% |
22% |
False |
False |
|
100 |
12,795.93 |
11,794.17 |
1,001.76 |
8.2% |
94.38 |
0.8% |
41% |
False |
False |
|
120 |
12,795.93 |
11,395.71 |
1,400.22 |
11.5% |
92.65 |
0.8% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,963.06 |
2.618 |
12,679.42 |
1.618 |
12,505.62 |
1.000 |
12,398.21 |
0.618 |
12,331.82 |
HIGH |
12,224.41 |
0.618 |
12,158.02 |
0.500 |
12,137.51 |
0.382 |
12,117.00 |
LOW |
12,050.61 |
0.618 |
11,943.20 |
1.000 |
11,876.81 |
1.618 |
11,769.40 |
2.618 |
11,595.60 |
4.250 |
11,311.96 |
|
|
Fisher Pivots for day following 06-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,184.23 |
12,186.15 |
PP |
12,160.87 |
12,164.70 |
S1 |
12,137.51 |
12,143.26 |
|