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 |
12,051.17 |
12,204.46 |
153.29 |
1.3% |
12,647.88 |
High |
12,224.41 |
12,256.94 |
32.53 |
0.3% |
12,697.23 |
Low |
12,050.61 |
12,178.99 |
128.38 |
1.1% |
12,059.54 |
Close |
12,207.59 |
12,192.45 |
-15.14 |
-0.1% |
12,114.10 |
Range |
173.80 |
77.95 |
-95.85 |
-55.1% |
637.69 |
ATR |
132.85 |
128.93 |
-3.92 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,443.31 |
12,395.83 |
12,235.32 |
|
R3 |
12,365.36 |
12,317.88 |
12,213.89 |
|
R2 |
12,287.41 |
12,287.41 |
12,206.74 |
|
R1 |
12,239.93 |
12,239.93 |
12,199.60 |
12,224.70 |
PP |
12,209.46 |
12,209.46 |
12,209.46 |
12,201.84 |
S1 |
12,161.98 |
12,161.98 |
12,185.30 |
12,146.75 |
S2 |
12,131.51 |
12,131.51 |
12,178.16 |
|
S3 |
12,053.56 |
12,084.03 |
12,171.01 |
|
S4 |
11,975.61 |
12,006.08 |
12,149.58 |
|
|
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 |
12,289.22 |
12,039.11 |
250.11 |
2.1% |
154.24 |
1.3% |
61% |
False |
False |
|
10 |
12,763.73 |
12,039.11 |
724.62 |
5.9% |
173.79 |
1.4% |
21% |
False |
False |
|
20 |
12,795.93 |
12,039.11 |
756.82 |
6.2% |
127.96 |
1.0% |
20% |
False |
False |
|
40 |
12,795.93 |
12,039.11 |
756.82 |
6.2% |
105.20 |
0.9% |
20% |
False |
False |
|
60 |
12,795.93 |
12,039.11 |
756.82 |
6.2% |
99.69 |
0.8% |
20% |
False |
False |
|
80 |
12,795.93 |
12,039.11 |
756.82 |
6.2% |
96.61 |
0.8% |
20% |
False |
False |
|
100 |
12,795.93 |
11,794.17 |
1,001.76 |
8.2% |
94.68 |
0.8% |
40% |
False |
False |
|
120 |
12,795.93 |
11,474.56 |
1,321.37 |
10.8% |
92.33 |
0.8% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,588.23 |
2.618 |
12,461.01 |
1.618 |
12,383.06 |
1.000 |
12,334.89 |
0.618 |
12,305.11 |
HIGH |
12,256.94 |
0.618 |
12,227.16 |
0.500 |
12,217.97 |
0.382 |
12,208.77 |
LOW |
12,178.99 |
0.618 |
12,130.82 |
1.000 |
12,101.04 |
1.618 |
12,052.87 |
2.618 |
11,974.92 |
4.250 |
11,847.70 |
|
|
Fisher Pivots for day following 07-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,217.97 |
12,177.64 |
PP |
12,209.46 |
12,162.83 |
S1 |
12,200.96 |
12,148.03 |
|