| 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 |
1,408.7 |
1,404.9 |
-3.8 |
-0.3% |
1,453.9 |
| High |
1,413.5 |
1,409.9 |
-3.6 |
-0.3% |
1,459.6 |
| Low |
1,381.0 |
1,385.2 |
4.2 |
0.3% |
1,381.0 |
| Close |
1,404.9 |
1,385.8 |
-19.1 |
-1.4% |
1,385.8 |
| Range |
32.5 |
24.7 |
-7.8 |
-24.0% |
78.6 |
| ATR |
16.3 |
16.9 |
0.6 |
3.7% |
0.0 |
| Volume |
91,812 |
76,418 |
-15,394 |
-16.8% |
328,466 |
|
| Daily Pivots for day following 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,467.7 |
1,451.5 |
1,399.4 |
|
| R3 |
1,443.0 |
1,426.8 |
1,392.6 |
|
| R2 |
1,418.3 |
1,418.3 |
1,390.3 |
|
| R1 |
1,402.1 |
1,402.1 |
1,388.1 |
1,397.9 |
| PP |
1,393.6 |
1,393.6 |
1,393.6 |
1,391.5 |
| S1 |
1,377.4 |
1,377.4 |
1,383.5 |
1,373.2 |
| S2 |
1,368.9 |
1,368.9 |
1,381.3 |
|
| S3 |
1,344.2 |
1,352.7 |
1,379.0 |
|
| S4 |
1,319.5 |
1,328.0 |
1,372.2 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,644.6 |
1,593.8 |
1,429.0 |
|
| R3 |
1,566.0 |
1,515.2 |
1,407.4 |
|
| R2 |
1,487.4 |
1,487.4 |
1,400.2 |
|
| R1 |
1,436.6 |
1,436.6 |
1,393.0 |
1,422.7 |
| PP |
1,408.8 |
1,408.8 |
1,408.8 |
1,401.9 |
| S1 |
1,358.0 |
1,358.0 |
1,378.6 |
1,344.1 |
| S2 |
1,330.2 |
1,330.2 |
1,371.4 |
|
| S3 |
1,251.6 |
1,279.4 |
1,364.2 |
|
| S4 |
1,173.0 |
1,200.8 |
1,342.6 |
|
|
| 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 |
5.7% |
32.1 |
2.3% |
6% |
False |
False |
65,693 |
| 10 |
1,464.5 |
1,381.0 |
83.5 |
6.0% |
20.6 |
1.5% |
6% |
False |
False |
47,567 |
| 20 |
1,464.5 |
1,381.0 |
83.5 |
6.0% |
15.0 |
1.1% |
6% |
False |
False |
37,804 |
| 40 |
1,464.5 |
1,381.0 |
83.5 |
6.0% |
13.5 |
1.0% |
6% |
False |
False |
35,145 |
| 60 |
1,464.5 |
1,381.0 |
83.5 |
6.0% |
12.5 |
0.9% |
6% |
False |
False |
41,187 |
| 80 |
1,464.5 |
1,377.5 |
87.0 |
6.3% |
11.6 |
0.8% |
10% |
False |
False |
32,688 |
| 100 |
1,464.5 |
1,363.0 |
101.5 |
7.3% |
10.8 |
0.8% |
22% |
False |
False |
26,335 |
| 120 |
1,464.5 |
1,321.5 |
143.0 |
10.3% |
10.0 |
0.7% |
45% |
False |
False |
21,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,514.9 |
|
2.618 |
1,474.6 |
|
1.618 |
1,449.9 |
|
1.000 |
1,434.6 |
|
0.618 |
1,425.2 |
|
HIGH |
1,409.9 |
|
0.618 |
1,400.5 |
|
0.500 |
1,397.6 |
|
0.382 |
1,394.6 |
|
LOW |
1,385.2 |
|
0.618 |
1,369.9 |
|
1.000 |
1,360.5 |
|
1.618 |
1,345.2 |
|
2.618 |
1,320.5 |
|
4.250 |
1,280.2 |
|
|
| Fisher Pivots for day following 02-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,397.6 |
1,399.6 |
| PP |
1,393.6 |
1,395.0 |
| S1 |
1,389.7 |
1,390.4 |
|