Trading Metrics calculated at close of trading on 05-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2007 |
05-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,263 |
12,075 |
-188 |
-1.5% |
12,670 |
High |
12,294 |
12,196 |
-98 |
-0.8% |
12,719 |
Low |
12,101 |
11,970 |
-131 |
-1.1% |
12,066 |
Close |
12,108 |
12,036 |
-72 |
-0.6% |
12,108 |
Range |
193 |
226 |
33 |
17.1% |
653 |
ATR |
138 |
144 |
6 |
4.6% |
0 |
Volume |
268,622 |
185,717 |
-82,905 |
-30.9% |
1,026,115 |
|
Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,745 |
12,617 |
12,160 |
|
R3 |
12,519 |
12,391 |
12,098 |
|
R2 |
12,293 |
12,293 |
12,078 |
|
R1 |
12,165 |
12,165 |
12,057 |
12,116 |
PP |
12,067 |
12,067 |
12,067 |
12,043 |
S1 |
11,939 |
11,939 |
12,015 |
11,890 |
S2 |
11,841 |
11,841 |
11,995 |
|
S3 |
11,615 |
11,713 |
11,974 |
|
S4 |
11,389 |
11,487 |
11,912 |
|
|
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 |
12,662 |
11,970 |
692 |
5.7% |
284 |
2.4% |
10% |
False |
True |
224,843 |
10 |
12,816 |
11,970 |
846 |
7.0% |
186 |
1.5% |
8% |
False |
True |
157,511 |
20 |
12,816 |
11,970 |
846 |
7.0% |
131 |
1.1% |
8% |
False |
True |
124,082 |
40 |
12,816 |
11,970 |
846 |
7.0% |
115 |
1.0% |
8% |
False |
True |
112,828 |
60 |
12,816 |
11,970 |
846 |
7.0% |
106 |
0.9% |
8% |
False |
True |
102,382 |
80 |
12,816 |
11,970 |
846 |
7.0% |
100 |
0.8% |
8% |
False |
True |
76,846 |
100 |
12,816 |
11,970 |
846 |
7.0% |
90 |
0.7% |
8% |
False |
True |
61,480 |
120 |
12,816 |
11,552 |
1,264 |
10.5% |
81 |
0.7% |
38% |
False |
False |
51,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,157 |
2.618 |
12,788 |
1.618 |
12,562 |
1.000 |
12,422 |
0.618 |
12,336 |
HIGH |
12,196 |
0.618 |
12,110 |
0.500 |
12,083 |
0.382 |
12,056 |
LOW |
11,970 |
0.618 |
11,830 |
1.000 |
11,744 |
1.618 |
11,604 |
2.618 |
11,378 |
4.250 |
11,010 |
|
|
Fisher Pivots for day following 05-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,083 |
12,142 |
PP |
12,067 |
12,106 |
S1 |
12,052 |
12,071 |
|