| 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 |
12,350 |
12,196 |
-154 |
-1.2% |
12,777 |
| High |
12,380 |
12,286 |
-94 |
-0.8% |
12,821 |
| Low |
12,200 |
12,051 |
-149 |
-1.2% |
12,163 |
| Close |
12,204 |
12,131 |
-73 |
-0.6% |
12,204 |
| Range |
180 |
235 |
55 |
30.6% |
658 |
| ATR |
126 |
134 |
8 |
6.2% |
0 |
| Volume |
495 |
494 |
-1 |
-0.2% |
3,090 |
|
| Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,861 |
12,731 |
12,260 |
|
| R3 |
12,626 |
12,496 |
12,196 |
|
| R2 |
12,391 |
12,391 |
12,174 |
|
| R1 |
12,261 |
12,261 |
12,153 |
12,209 |
| PP |
12,156 |
12,156 |
12,156 |
12,130 |
| S1 |
12,026 |
12,026 |
12,110 |
11,974 |
| S2 |
11,921 |
11,921 |
12,088 |
|
| S3 |
11,686 |
11,791 |
12,067 |
|
| S4 |
11,451 |
11,556 |
12,002 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,370 |
13,945 |
12,566 |
|
| R3 |
13,712 |
13,287 |
12,385 |
|
| R2 |
13,054 |
13,054 |
12,325 |
|
| R1 |
12,629 |
12,629 |
12,264 |
12,513 |
| PP |
12,396 |
12,396 |
12,396 |
12,338 |
| S1 |
11,971 |
11,971 |
12,144 |
11,855 |
| S2 |
11,738 |
11,738 |
12,083 |
|
| S3 |
11,080 |
11,313 |
12,023 |
|
| S4 |
10,422 |
10,655 |
11,842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,756 |
12,051 |
705 |
5.8% |
281 |
2.3% |
11% |
False |
True |
692 |
| 10 |
12,908 |
12,051 |
857 |
7.1% |
183 |
1.5% |
9% |
False |
True |
391 |
| 20 |
12,908 |
12,051 |
857 |
7.1% |
120 |
1.0% |
9% |
False |
True |
215 |
| 40 |
12,908 |
12,051 |
857 |
7.1% |
91 |
0.7% |
9% |
False |
True |
122 |
| 60 |
12,908 |
12,051 |
857 |
7.1% |
70 |
0.6% |
9% |
False |
True |
97 |
| 80 |
12,908 |
12,051 |
857 |
7.1% |
52 |
0.4% |
9% |
False |
True |
73 |
| 100 |
12,908 |
12,051 |
857 |
7.1% |
42 |
0.3% |
9% |
False |
True |
58 |
| 120 |
12,908 |
11,719 |
1,189 |
9.8% |
35 |
0.3% |
35% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,285 |
|
2.618 |
12,901 |
|
1.618 |
12,666 |
|
1.000 |
12,521 |
|
0.618 |
12,431 |
|
HIGH |
12,286 |
|
0.618 |
12,196 |
|
0.500 |
12,169 |
|
0.382 |
12,141 |
|
LOW |
12,051 |
|
0.618 |
11,906 |
|
1.000 |
11,816 |
|
1.618 |
11,671 |
|
2.618 |
11,436 |
|
4.250 |
11,052 |
|
|
| Fisher Pivots for day following 05-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,169 |
12,227 |
| PP |
12,156 |
12,195 |
| S1 |
12,144 |
12,163 |
|