Trading Metrics calculated at close of trading on 08-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2007 |
08-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
12,218 |
12,196 |
-22 |
-0.2% |
12,670 |
High |
12,258 |
12,305 |
47 |
0.4% |
12,719 |
Low |
12,178 |
12,194 |
16 |
0.1% |
12,066 |
Close |
12,201 |
12,280 |
79 |
0.6% |
12,108 |
Range |
80 |
111 |
31 |
38.8% |
653 |
ATR |
143 |
141 |
-2 |
-1.6% |
0 |
Volume |
158,383 |
128,422 |
-29,961 |
-18.9% |
1,026,115 |
|
Daily Pivots for day following 08-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,593 |
12,547 |
12,341 |
|
R3 |
12,482 |
12,436 |
12,311 |
|
R2 |
12,371 |
12,371 |
12,300 |
|
R1 |
12,325 |
12,325 |
12,290 |
12,348 |
PP |
12,260 |
12,260 |
12,260 |
12,271 |
S1 |
12,214 |
12,214 |
12,270 |
12,237 |
S2 |
12,149 |
12,149 |
12,260 |
|
S3 |
12,038 |
12,103 |
12,250 |
|
S4 |
11,927 |
11,992 |
12,219 |
|
|
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 |
12,305 |
11,970 |
335 |
2.7% |
156 |
1.3% |
93% |
True |
False |
193,682 |
10 |
12,719 |
11,970 |
749 |
6.1% |
193 |
1.6% |
41% |
False |
False |
184,336 |
20 |
12,816 |
11,970 |
846 |
6.9% |
140 |
1.1% |
37% |
False |
False |
138,151 |
40 |
12,816 |
11,970 |
846 |
6.9% |
115 |
0.9% |
37% |
False |
False |
116,250 |
60 |
12,816 |
11,970 |
846 |
6.9% |
108 |
0.9% |
37% |
False |
False |
109,274 |
80 |
12,816 |
11,970 |
846 |
6.9% |
102 |
0.8% |
37% |
False |
False |
83,271 |
100 |
12,816 |
11,970 |
846 |
6.9% |
92 |
0.8% |
37% |
False |
False |
66,620 |
120 |
12,816 |
11,677 |
1,139 |
9.3% |
83 |
0.7% |
53% |
False |
False |
55,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,777 |
2.618 |
12,596 |
1.618 |
12,485 |
1.000 |
12,416 |
0.618 |
12,374 |
HIGH |
12,305 |
0.618 |
12,263 |
0.500 |
12,250 |
0.382 |
12,237 |
LOW |
12,194 |
0.618 |
12,126 |
1.000 |
12,083 |
1.618 |
12,015 |
2.618 |
11,904 |
4.250 |
11,722 |
|
|
Fisher Pivots for day following 08-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,270 |
12,248 |
PP |
12,260 |
12,216 |
S1 |
12,250 |
12,184 |
|