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 |
12,175 |
12,266 |
91 |
0.7% |
12,790 |
High |
12,357 |
12,313 |
-44 |
-0.4% |
12,816 |
Low |
12,163 |
12,066 |
-97 |
-0.8% |
12,650 |
Close |
12,274 |
12,252 |
-22 |
-0.2% |
12,664 |
Range |
194 |
247 |
53 |
27.3% |
166 |
ATR |
125 |
134 |
9 |
7.0% |
0 |
Volume |
320,713 |
245,661 |
-75,052 |
-23.4% |
363,281 |
|
Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,951 |
12,849 |
12,388 |
|
R3 |
12,704 |
12,602 |
12,320 |
|
R2 |
12,457 |
12,457 |
12,297 |
|
R1 |
12,355 |
12,355 |
12,275 |
12,283 |
PP |
12,210 |
12,210 |
12,210 |
12,174 |
S1 |
12,108 |
12,108 |
12,229 |
12,036 |
S2 |
11,963 |
11,963 |
12,207 |
|
S3 |
11,716 |
11,861 |
12,184 |
|
S4 |
11,469 |
11,614 |
12,116 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,208 |
13,102 |
12,755 |
|
R3 |
13,042 |
12,936 |
12,710 |
|
R2 |
12,876 |
12,876 |
12,695 |
|
R1 |
12,770 |
12,770 |
12,679 |
12,740 |
PP |
12,710 |
12,710 |
12,710 |
12,695 |
S1 |
12,604 |
12,604 |
12,649 |
12,574 |
S2 |
12,544 |
12,544 |
12,634 |
|
S3 |
12,378 |
12,438 |
12,618 |
|
S4 |
12,212 |
12,272 |
12,573 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,719 |
12,066 |
653 |
5.3% |
230 |
1.9% |
28% |
False |
True |
174,991 |
10 |
12,816 |
12,066 |
750 |
6.1% |
151 |
1.2% |
25% |
False |
True |
128,997 |
20 |
12,816 |
12,066 |
750 |
6.1% |
117 |
1.0% |
25% |
False |
True |
110,048 |
40 |
12,816 |
12,066 |
750 |
6.1% |
111 |
0.9% |
25% |
False |
True |
108,090 |
60 |
12,816 |
12,066 |
750 |
6.1% |
103 |
0.8% |
25% |
False |
True |
94,850 |
80 |
12,816 |
12,059 |
757 |
6.2% |
98 |
0.8% |
25% |
False |
False |
71,167 |
100 |
12,816 |
11,925 |
891 |
7.3% |
87 |
0.7% |
37% |
False |
False |
56,937 |
120 |
12,816 |
11,527 |
1,289 |
10.5% |
78 |
0.6% |
56% |
False |
False |
47,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,363 |
2.618 |
12,960 |
1.618 |
12,713 |
1.000 |
12,560 |
0.618 |
12,466 |
HIGH |
12,313 |
0.618 |
12,219 |
0.500 |
12,190 |
0.382 |
12,160 |
LOW |
12,066 |
0.618 |
11,913 |
1.000 |
11,819 |
1.618 |
11,666 |
2.618 |
11,419 |
4.250 |
11,016 |
|
|
Fisher Pivots for day following 01-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,231 |
12,364 |
PP |
12,210 |
12,327 |
S1 |
12,190 |
12,289 |
|