| Trading Metrics calculated at close of trading on 07-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2007 |
07-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
12,062 |
12,218 |
156 |
1.3% |
12,670 |
| High |
12,229 |
12,258 |
29 |
0.2% |
12,719 |
| Low |
12,062 |
12,178 |
116 |
1.0% |
12,066 |
| Close |
12,215 |
12,201 |
-14 |
-0.1% |
12,108 |
| Range |
167 |
80 |
-87 |
-52.1% |
653 |
| ATR |
148 |
143 |
-5 |
-3.3% |
0 |
| Volume |
227,269 |
158,383 |
-68,886 |
-30.3% |
1,026,115 |
|
| Daily Pivots for day following 07-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,452 |
12,407 |
12,245 |
|
| R3 |
12,372 |
12,327 |
12,223 |
|
| R2 |
12,292 |
12,292 |
12,216 |
|
| R1 |
12,247 |
12,247 |
12,208 |
12,230 |
| PP |
12,212 |
12,212 |
12,212 |
12,204 |
| S1 |
12,167 |
12,167 |
12,194 |
12,150 |
| S2 |
12,132 |
12,132 |
12,186 |
|
| S3 |
12,052 |
12,087 |
12,179 |
|
| S4 |
11,972 |
12,007 |
12,157 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,257 |
13,835 |
12,467 |
|
| R3 |
13,604 |
13,182 |
12,288 |
|
| R2 |
12,951 |
12,951 |
12,228 |
|
| R1 |
12,529 |
12,529 |
12,168 |
12,414 |
| PP |
12,298 |
12,298 |
12,298 |
12,240 |
| S1 |
11,876 |
11,876 |
12,048 |
11,761 |
| S2 |
11,645 |
11,645 |
11,988 |
|
| S3 |
10,992 |
11,223 |
11,929 |
|
| S4 |
10,339 |
10,570 |
11,749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,313 |
11,970 |
343 |
2.8% |
183 |
1.5% |
67% |
False |
False |
217,130 |
| 10 |
12,782 |
11,970 |
812 |
6.7% |
193 |
1.6% |
28% |
False |
False |
181,443 |
| 20 |
12,816 |
11,970 |
846 |
6.9% |
138 |
1.1% |
27% |
False |
False |
136,432 |
| 40 |
12,816 |
11,970 |
846 |
6.9% |
115 |
0.9% |
27% |
False |
False |
116,264 |
| 60 |
12,816 |
11,970 |
846 |
6.9% |
108 |
0.9% |
27% |
False |
False |
108,615 |
| 80 |
12,816 |
11,970 |
846 |
6.9% |
101 |
0.8% |
27% |
False |
False |
81,666 |
| 100 |
12,816 |
11,970 |
846 |
6.9% |
92 |
0.8% |
27% |
False |
False |
65,336 |
| 120 |
12,816 |
11,677 |
1,139 |
9.3% |
82 |
0.7% |
46% |
False |
False |
54,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,598 |
|
2.618 |
12,468 |
|
1.618 |
12,388 |
|
1.000 |
12,338 |
|
0.618 |
12,308 |
|
HIGH |
12,258 |
|
0.618 |
12,228 |
|
0.500 |
12,218 |
|
0.382 |
12,209 |
|
LOW |
12,178 |
|
0.618 |
12,129 |
|
1.000 |
12,098 |
|
1.618 |
12,049 |
|
2.618 |
11,969 |
|
4.250 |
11,838 |
|
|
| Fisher Pivots for day following 07-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,218 |
12,172 |
| PP |
12,212 |
12,143 |
| S1 |
12,207 |
12,114 |
|