| Trading Metrics calculated at close of trading on 06-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2007 |
06-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
6,017.5 |
6,093.0 |
75.5 |
1.3% |
6,428.0 |
| High |
6,075.0 |
6,140.5 |
65.5 |
1.1% |
6,448.0 |
| Low |
5,981.5 |
6,064.0 |
82.5 |
1.4% |
6,030.0 |
| Close |
6,064.0 |
6,135.0 |
71.0 |
1.2% |
6,116.5 |
| Range |
93.5 |
76.5 |
-17.0 |
-18.2% |
418.0 |
| ATR |
76.1 |
76.1 |
0.0 |
0.0% |
0.0 |
| Volume |
2,639 |
8,730 |
6,091 |
230.8% |
17,317 |
|
| Daily Pivots for day following 06-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,342.5 |
6,315.5 |
6,177.0 |
|
| R3 |
6,266.0 |
6,239.0 |
6,156.0 |
|
| R2 |
6,189.5 |
6,189.5 |
6,149.0 |
|
| R1 |
6,162.5 |
6,162.5 |
6,142.0 |
6,176.0 |
| PP |
6,113.0 |
6,113.0 |
6,113.0 |
6,120.0 |
| S1 |
6,086.0 |
6,086.0 |
6,128.0 |
6,099.5 |
| S2 |
6,036.5 |
6,036.5 |
6,121.0 |
|
| S3 |
5,960.0 |
6,009.5 |
6,114.0 |
|
| S4 |
5,883.5 |
5,933.0 |
6,093.0 |
|
|
| 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 |
6,238.5 |
5,981.5 |
257.0 |
4.2% |
105.5 |
1.7% |
60% |
False |
False |
2,811 |
| 10 |
6,448.0 |
5,981.5 |
466.5 |
7.6% |
85.5 |
1.4% |
33% |
False |
False |
3,062 |
| 20 |
6,458.5 |
5,981.5 |
477.0 |
7.8% |
59.0 |
1.0% |
32% |
False |
False |
1,590 |
| 40 |
6,458.5 |
5,981.5 |
477.0 |
7.8% |
52.5 |
0.9% |
32% |
False |
False |
898 |
| 60 |
6,458.5 |
5,981.5 |
477.0 |
7.8% |
40.5 |
0.7% |
32% |
False |
False |
849 |
| 80 |
6,458.5 |
5,981.5 |
477.0 |
7.8% |
32.0 |
0.5% |
32% |
False |
False |
713 |
| 100 |
6,458.5 |
5,981.5 |
477.0 |
7.8% |
26.0 |
0.4% |
32% |
False |
False |
578 |
| 120 |
6,458.5 |
5,868.0 |
590.5 |
9.6% |
21.5 |
0.4% |
45% |
False |
False |
481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,465.5 |
|
2.618 |
6,341.0 |
|
1.618 |
6,264.5 |
|
1.000 |
6,217.0 |
|
0.618 |
6,188.0 |
|
HIGH |
6,140.5 |
|
0.618 |
6,111.5 |
|
0.500 |
6,102.0 |
|
0.382 |
6,093.0 |
|
LOW |
6,064.0 |
|
0.618 |
6,016.5 |
|
1.000 |
5,987.5 |
|
1.618 |
5,940.0 |
|
2.618 |
5,863.5 |
|
4.250 |
5,739.0 |
|
|
| Fisher Pivots for day following 06-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,124.0 |
6,113.0 |
| PP |
6,113.0 |
6,091.0 |
| S1 |
6,102.0 |
6,069.0 |
|