| 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 |
6,208.0 |
6,155.5 |
-52.5 |
-0.8% |
6,439.0 |
| High |
6,238.5 |
6,221.0 |
-17.5 |
-0.3% |
6,458.5 |
| Low |
6,147.0 |
6,030.0 |
-117.0 |
-1.9% |
6,362.5 |
| Close |
6,180.5 |
6,124.0 |
-56.5 |
-0.9% |
6,400.5 |
| Range |
91.5 |
191.0 |
99.5 |
108.7% |
96.0 |
| ATR |
62.2 |
71.4 |
9.2 |
14.8% |
0.0 |
| Volume |
791 |
1,228 |
437 |
55.2% |
2,144 |
|
| Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,698.0 |
6,602.0 |
6,229.0 |
|
| R3 |
6,507.0 |
6,411.0 |
6,176.5 |
|
| R2 |
6,316.0 |
6,316.0 |
6,159.0 |
|
| R1 |
6,220.0 |
6,220.0 |
6,141.5 |
6,172.5 |
| PP |
6,125.0 |
6,125.0 |
6,125.0 |
6,101.0 |
| S1 |
6,029.0 |
6,029.0 |
6,106.5 |
5,981.5 |
| S2 |
5,934.0 |
5,934.0 |
6,089.0 |
|
| S3 |
5,743.0 |
5,838.0 |
6,071.5 |
|
| S4 |
5,552.0 |
5,647.0 |
6,019.0 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,695.0 |
6,644.0 |
6,453.5 |
|
| R3 |
6,599.0 |
6,548.0 |
6,427.0 |
|
| R2 |
6,503.0 |
6,503.0 |
6,418.0 |
|
| R1 |
6,452.0 |
6,452.0 |
6,409.5 |
6,429.5 |
| PP |
6,407.0 |
6,407.0 |
6,407.0 |
6,396.0 |
| S1 |
6,356.0 |
6,356.0 |
6,391.5 |
6,333.5 |
| S2 |
6,311.0 |
6,311.0 |
6,383.0 |
|
| S3 |
6,215.0 |
6,260.0 |
6,374.0 |
|
| S4 |
6,119.0 |
6,164.0 |
6,347.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,448.0 |
6,030.0 |
418.0 |
6.8% |
101.5 |
1.7% |
22% |
False |
True |
3,361 |
| 10 |
6,458.5 |
6,030.0 |
428.5 |
7.0% |
72.0 |
1.2% |
22% |
False |
True |
1,889 |
| 20 |
6,458.5 |
6,030.0 |
428.5 |
7.0% |
52.0 |
0.8% |
22% |
False |
True |
1,017 |
| 40 |
6,458.5 |
6,030.0 |
428.5 |
7.0% |
50.5 |
0.8% |
22% |
False |
True |
623 |
| 60 |
6,458.5 |
6,030.0 |
428.5 |
7.0% |
37.0 |
0.6% |
22% |
False |
True |
668 |
| 80 |
6,458.5 |
6,030.0 |
428.5 |
7.0% |
29.0 |
0.5% |
22% |
False |
True |
563 |
| 100 |
6,458.5 |
6,030.0 |
428.5 |
7.0% |
23.5 |
0.4% |
22% |
False |
True |
457 |
| 120 |
6,458.5 |
5,868.0 |
590.5 |
9.6% |
19.5 |
0.3% |
43% |
False |
False |
381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,033.0 |
|
2.618 |
6,721.0 |
|
1.618 |
6,530.0 |
|
1.000 |
6,412.0 |
|
0.618 |
6,339.0 |
|
HIGH |
6,221.0 |
|
0.618 |
6,148.0 |
|
0.500 |
6,125.5 |
|
0.382 |
6,103.0 |
|
LOW |
6,030.0 |
|
0.618 |
5,912.0 |
|
1.000 |
5,839.0 |
|
1.618 |
5,721.0 |
|
2.618 |
5,530.0 |
|
4.250 |
5,218.0 |
|
|
| Fisher Pivots for day following 01-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,125.5 |
6,225.0 |
| PP |
6,125.0 |
6,191.5 |
| S1 |
6,124.5 |
6,157.5 |
|