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 |
1,395.9 |
1,408.7 |
12.8 |
0.9% |
1,458.6 |
High |
1,418.2 |
1,413.5 |
-4.7 |
-0.3% |
1,464.5 |
Low |
1,390.5 |
1,381.0 |
-9.5 |
-0.7% |
1,450.7 |
Close |
1,408.9 |
1,404.9 |
-4.0 |
-0.3% |
1,453.8 |
Range |
27.7 |
32.5 |
4.8 |
17.3% |
13.8 |
ATR |
15.1 |
16.3 |
1.2 |
8.3% |
0.0 |
Volume |
93,240 |
91,812 |
-1,428 |
-1.5% |
125,246 |
|
Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,497.3 |
1,483.6 |
1,422.8 |
|
R3 |
1,464.8 |
1,451.1 |
1,413.8 |
|
R2 |
1,432.3 |
1,432.3 |
1,410.9 |
|
R1 |
1,418.6 |
1,418.6 |
1,407.9 |
1,409.2 |
PP |
1,399.8 |
1,399.8 |
1,399.8 |
1,395.1 |
S1 |
1,386.1 |
1,386.1 |
1,401.9 |
1,376.7 |
S2 |
1,367.3 |
1,367.3 |
1,398.9 |
|
S3 |
1,334.8 |
1,353.6 |
1,396.0 |
|
S4 |
1,302.3 |
1,321.1 |
1,387.0 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,497.7 |
1,489.6 |
1,461.4 |
|
R3 |
1,483.9 |
1,475.8 |
1,457.6 |
|
R2 |
1,470.1 |
1,470.1 |
1,456.3 |
|
R1 |
1,462.0 |
1,462.0 |
1,455.1 |
1,459.2 |
PP |
1,456.3 |
1,456.3 |
1,456.3 |
1,454.9 |
S1 |
1,448.2 |
1,448.2 |
1,452.5 |
1,445.4 |
S2 |
1,442.5 |
1,442.5 |
1,451.3 |
|
S3 |
1,428.7 |
1,434.4 |
1,450.0 |
|
S4 |
1,414.9 |
1,420.6 |
1,446.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,459.6 |
1,381.0 |
78.6 |
5.6% |
28.8 |
2.1% |
30% |
False |
True |
57,735 |
10 |
1,464.5 |
1,381.0 |
83.5 |
5.9% |
18.6 |
1.3% |
29% |
False |
True |
43,243 |
20 |
1,464.5 |
1,381.0 |
83.5 |
5.9% |
14.3 |
1.0% |
29% |
False |
True |
36,137 |
40 |
1,464.5 |
1,381.0 |
83.5 |
5.9% |
13.4 |
1.0% |
29% |
False |
True |
33,285 |
60 |
1,464.5 |
1,381.0 |
83.5 |
5.9% |
12.3 |
0.9% |
29% |
False |
True |
40,391 |
80 |
1,464.5 |
1,377.5 |
87.0 |
6.2% |
11.4 |
0.8% |
31% |
False |
False |
31,793 |
100 |
1,464.5 |
1,363.0 |
101.5 |
7.2% |
10.5 |
0.8% |
41% |
False |
False |
25,571 |
120 |
1,464.5 |
1,316.9 |
147.6 |
10.5% |
9.8 |
0.7% |
60% |
False |
False |
21,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,551.6 |
2.618 |
1,498.6 |
1.618 |
1,466.1 |
1.000 |
1,446.0 |
0.618 |
1,433.6 |
HIGH |
1,413.5 |
0.618 |
1,401.1 |
0.500 |
1,397.3 |
0.382 |
1,393.4 |
LOW |
1,381.0 |
0.618 |
1,360.9 |
1.000 |
1,348.5 |
1.618 |
1,328.4 |
2.618 |
1,295.9 |
4.250 |
1,242.9 |
|
|
Fisher Pivots for day following 01-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,402.4 |
1,416.9 |
PP |
1,399.8 |
1,412.9 |
S1 |
1,397.3 |
1,408.9 |
|