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 |
12,266 |
12,263 |
-3 |
0.0% |
12,670 |
High |
12,313 |
12,294 |
-19 |
-0.2% |
12,719 |
Low |
12,066 |
12,101 |
35 |
0.3% |
12,066 |
Close |
12,252 |
12,108 |
-144 |
-1.2% |
12,108 |
Range |
247 |
193 |
-54 |
-21.9% |
653 |
ATR |
134 |
138 |
4 |
3.2% |
0 |
Volume |
245,661 |
268,622 |
22,961 |
9.3% |
1,026,115 |
|
Daily Pivots for day following 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,747 |
12,620 |
12,214 |
|
R3 |
12,554 |
12,427 |
12,161 |
|
R2 |
12,361 |
12,361 |
12,144 |
|
R1 |
12,234 |
12,234 |
12,126 |
12,201 |
PP |
12,168 |
12,168 |
12,168 |
12,151 |
S1 |
12,041 |
12,041 |
12,090 |
12,008 |
S2 |
11,975 |
11,975 |
12,073 |
|
S3 |
11,782 |
11,848 |
12,055 |
|
S4 |
11,589 |
11,655 |
12,002 |
|
|
Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,257 |
13,835 |
12,467 |
|
R3 |
13,604 |
13,182 |
12,288 |
|
R2 |
12,951 |
12,951 |
12,228 |
|
R1 |
12,529 |
12,529 |
12,168 |
12,414 |
PP |
12,298 |
12,298 |
12,298 |
12,240 |
S1 |
11,876 |
11,876 |
12,048 |
11,761 |
S2 |
11,645 |
11,645 |
11,988 |
|
S3 |
10,992 |
11,223 |
11,929 |
|
S4 |
10,339 |
10,570 |
11,749 |
|
|
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 |
5.4% |
257 |
2.1% |
6% |
False |
False |
205,223 |
10 |
12,816 |
12,066 |
750 |
6.2% |
166 |
1.4% |
6% |
False |
False |
146,998 |
20 |
12,816 |
12,066 |
750 |
6.2% |
123 |
1.0% |
6% |
False |
False |
118,510 |
40 |
12,816 |
12,066 |
750 |
6.2% |
112 |
0.9% |
6% |
False |
False |
111,202 |
60 |
12,816 |
12,066 |
750 |
6.2% |
104 |
0.9% |
6% |
False |
False |
99,303 |
80 |
12,816 |
12,066 |
750 |
6.2% |
98 |
0.8% |
6% |
False |
False |
74,525 |
100 |
12,816 |
11,952 |
864 |
7.1% |
88 |
0.7% |
18% |
False |
False |
59,623 |
120 |
12,816 |
11,527 |
1,289 |
10.6% |
79 |
0.7% |
45% |
False |
False |
49,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,114 |
2.618 |
12,799 |
1.618 |
12,606 |
1.000 |
12,487 |
0.618 |
12,413 |
HIGH |
12,294 |
0.618 |
12,220 |
0.500 |
12,198 |
0.382 |
12,175 |
LOW |
12,101 |
0.618 |
11,982 |
1.000 |
11,908 |
1.618 |
11,789 |
2.618 |
11,596 |
4.250 |
11,281 |
|
|
Fisher Pivots for day following 02-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,198 |
12,212 |
PP |
12,168 |
12,177 |
S1 |
12,138 |
12,143 |
|