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 |
12,233.78 |
12,111.61 |
-122.17 |
-1.0% |
12,647.88 |
High |
12,247.40 |
12,188.84 |
-58.56 |
-0.5% |
12,697.23 |
Low |
12,107.37 |
12,039.11 |
-68.26 |
-0.6% |
12,059.54 |
Close |
12,114.10 |
12,050.41 |
-63.69 |
-0.5% |
12,114.10 |
Range |
140.03 |
149.73 |
9.70 |
6.9% |
637.69 |
ATR |
128.14 |
129.69 |
1.54 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,541.98 |
12,445.92 |
12,132.76 |
|
R3 |
12,392.25 |
12,296.19 |
12,091.59 |
|
R2 |
12,242.52 |
12,242.52 |
12,077.86 |
|
R1 |
12,146.46 |
12,146.46 |
12,064.14 |
12,119.63 |
PP |
12,092.79 |
12,092.79 |
12,092.79 |
12,079.37 |
S1 |
11,996.73 |
11,996.73 |
12,036.68 |
11,969.90 |
S2 |
11,943.06 |
11,943.06 |
12,022.96 |
|
S3 |
11,793.33 |
11,847.00 |
12,009.23 |
|
S4 |
11,643.60 |
11,697.27 |
11,968.06 |
|
|
Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,203.36 |
13,796.42 |
12,464.83 |
|
R3 |
13,565.67 |
13,158.73 |
12,289.46 |
|
R2 |
12,927.98 |
12,927.98 |
12,231.01 |
|
R1 |
12,521.04 |
12,521.04 |
12,172.55 |
12,405.67 |
PP |
12,290.29 |
12,290.29 |
12,290.29 |
12,232.60 |
S1 |
11,883.35 |
11,883.35 |
12,055.65 |
11,767.98 |
S2 |
11,652.60 |
11,652.60 |
11,997.19 |
|
S3 |
11,014.91 |
11,245.66 |
11,938.74 |
|
S4 |
10,377.22 |
10,607.97 |
11,763.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,629.38 |
12,039.11 |
590.27 |
4.9% |
246.04 |
2.0% |
2% |
False |
True |
|
10 |
12,795.93 |
12,039.11 |
756.82 |
6.3% |
165.31 |
1.4% |
1% |
False |
True |
|
20 |
12,795.93 |
12,039.11 |
756.82 |
6.3% |
120.27 |
1.0% |
1% |
False |
True |
|
40 |
12,795.93 |
12,039.11 |
756.82 |
6.3% |
104.48 |
0.9% |
1% |
False |
True |
|
60 |
12,795.93 |
12,039.11 |
756.82 |
6.3% |
97.16 |
0.8% |
1% |
False |
True |
|
80 |
12,795.93 |
11,984.76 |
811.17 |
6.7% |
96.31 |
0.8% |
8% |
False |
False |
|
100 |
12,795.93 |
11,794.17 |
1,001.76 |
8.3% |
93.24 |
0.8% |
26% |
False |
False |
|
120 |
12,795.93 |
11,342.17 |
1,453.76 |
12.1% |
91.86 |
0.8% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,825.19 |
2.618 |
12,580.83 |
1.618 |
12,431.10 |
1.000 |
12,338.57 |
0.618 |
12,281.37 |
HIGH |
12,188.84 |
0.618 |
12,131.64 |
0.500 |
12,113.98 |
0.382 |
12,096.31 |
LOW |
12,039.11 |
0.618 |
11,946.58 |
1.000 |
11,889.38 |
1.618 |
11,796.85 |
2.618 |
11,647.12 |
4.250 |
11,402.76 |
|
|
Fisher Pivots for day following 05-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
12,113.98 |
12,164.17 |
PP |
12,092.79 |
12,126.25 |
S1 |
12,071.60 |
12,088.33 |
|