| 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 |
6,155.5 |
6,132.0 |
-23.5 |
-0.4% |
6,428.0 |
| High |
6,221.0 |
6,156.5 |
-64.5 |
-1.0% |
6,448.0 |
| Low |
6,030.0 |
6,082.5 |
52.5 |
0.9% |
6,030.0 |
| Close |
6,124.0 |
6,116.5 |
-7.5 |
-0.1% |
6,116.5 |
| Range |
191.0 |
74.0 |
-117.0 |
-61.3% |
418.0 |
| ATR |
71.4 |
71.6 |
0.2 |
0.3% |
0.0 |
| Volume |
1,228 |
670 |
-558 |
-45.4% |
17,317 |
|
| Daily Pivots for day following 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,340.5 |
6,302.5 |
6,157.0 |
|
| R3 |
6,266.5 |
6,228.5 |
6,137.0 |
|
| R2 |
6,192.5 |
6,192.5 |
6,130.0 |
|
| R1 |
6,154.5 |
6,154.5 |
6,123.5 |
6,136.5 |
| PP |
6,118.5 |
6,118.5 |
6,118.5 |
6,109.5 |
| S1 |
6,080.5 |
6,080.5 |
6,109.5 |
6,062.5 |
| S2 |
6,044.5 |
6,044.5 |
6,103.0 |
|
| S3 |
5,970.5 |
6,006.5 |
6,096.0 |
|
| S4 |
5,896.5 |
5,932.5 |
6,076.0 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,452.0 |
7,202.5 |
6,346.5 |
|
| R3 |
7,034.0 |
6,784.5 |
6,231.5 |
|
| R2 |
6,616.0 |
6,616.0 |
6,193.0 |
|
| R1 |
6,366.5 |
6,366.5 |
6,155.0 |
6,282.0 |
| PP |
6,198.0 |
6,198.0 |
6,198.0 |
6,156.0 |
| S1 |
5,948.5 |
5,948.5 |
6,078.0 |
5,864.0 |
| S2 |
5,780.0 |
5,780.0 |
6,040.0 |
|
| S3 |
5,362.0 |
5,530.5 |
6,001.5 |
|
| S4 |
4,944.0 |
5,112.5 |
5,886.5 |
|
|
| 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% |
106.5 |
1.7% |
21% |
False |
False |
3,463 |
| 10 |
6,458.5 |
6,030.0 |
428.5 |
7.0% |
76.5 |
1.2% |
20% |
False |
False |
1,946 |
| 20 |
6,458.5 |
6,030.0 |
428.5 |
7.0% |
54.0 |
0.9% |
20% |
False |
False |
1,030 |
| 40 |
6,458.5 |
6,030.0 |
428.5 |
7.0% |
51.0 |
0.8% |
20% |
False |
False |
622 |
| 60 |
6,458.5 |
6,030.0 |
428.5 |
7.0% |
38.5 |
0.6% |
20% |
False |
False |
679 |
| 80 |
6,458.5 |
6,030.0 |
428.5 |
7.0% |
30.0 |
0.5% |
20% |
False |
False |
571 |
| 100 |
6,458.5 |
6,030.0 |
428.5 |
7.0% |
24.5 |
0.4% |
20% |
False |
False |
464 |
| 120 |
6,458.5 |
5,868.0 |
590.5 |
9.7% |
20.5 |
0.3% |
42% |
False |
False |
386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,471.0 |
|
2.618 |
6,350.0 |
|
1.618 |
6,276.0 |
|
1.000 |
6,230.5 |
|
0.618 |
6,202.0 |
|
HIGH |
6,156.5 |
|
0.618 |
6,128.0 |
|
0.500 |
6,119.5 |
|
0.382 |
6,111.0 |
|
LOW |
6,082.5 |
|
0.618 |
6,037.0 |
|
1.000 |
6,008.5 |
|
1.618 |
5,963.0 |
|
2.618 |
5,889.0 |
|
4.250 |
5,768.0 |
|
|
| Fisher Pivots for day following 02-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,119.5 |
6,134.0 |
| PP |
6,118.5 |
6,128.5 |
| S1 |
6,117.5 |
6,122.5 |
|