| Trading Metrics calculated at close of trading on 20-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2007 |
20-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,397.75 |
1,415.50 |
17.75 |
1.3% |
1,417.50 |
| High |
1,416.00 |
1,424.00 |
8.00 |
0.6% |
1,423.25 |
| Low |
1,394.75 |
1,412.50 |
17.75 |
1.3% |
1,375.25 |
| Close |
1,415.75 |
1,423.50 |
7.75 |
0.5% |
1,399.00 |
| Range |
21.25 |
11.50 |
-9.75 |
-45.9% |
48.00 |
| ATR |
18.19 |
17.71 |
-0.48 |
-2.6% |
0.00 |
| Volume |
1,252,036 |
1,078,053 |
-173,983 |
-13.9% |
9,621,878 |
|
| Daily Pivots for day following 20-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,454.50 |
1,450.50 |
1,429.75 |
|
| R3 |
1,443.00 |
1,439.00 |
1,426.75 |
|
| R2 |
1,431.50 |
1,431.50 |
1,425.50 |
|
| R1 |
1,427.50 |
1,427.50 |
1,424.50 |
1,429.50 |
| PP |
1,420.00 |
1,420.00 |
1,420.00 |
1,421.00 |
| S1 |
1,416.00 |
1,416.00 |
1,422.50 |
1,418.00 |
| S2 |
1,408.50 |
1,408.50 |
1,421.50 |
|
| S3 |
1,397.00 |
1,404.50 |
1,420.25 |
|
| S4 |
1,385.50 |
1,393.00 |
1,417.25 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,543.25 |
1,519.00 |
1,425.50 |
|
| R3 |
1,495.25 |
1,471.00 |
1,412.25 |
|
| R2 |
1,447.25 |
1,447.25 |
1,407.75 |
|
| R1 |
1,423.00 |
1,423.00 |
1,403.50 |
1,411.00 |
| PP |
1,399.25 |
1,399.25 |
1,399.25 |
1,393.25 |
| S1 |
1,375.00 |
1,375.00 |
1,394.50 |
1,363.00 |
| S2 |
1,351.25 |
1,351.25 |
1,390.25 |
|
| S3 |
1,303.25 |
1,327.00 |
1,385.75 |
|
| S4 |
1,255.25 |
1,279.00 |
1,372.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,424.00 |
1,375.25 |
48.75 |
3.4% |
17.25 |
1.2% |
99% |
True |
False |
1,868,809 |
| 10 |
1,426.25 |
1,375.25 |
51.00 |
3.6% |
17.50 |
1.2% |
95% |
False |
False |
1,343,825 |
| 20 |
1,477.75 |
1,375.25 |
102.50 |
7.2% |
21.00 |
1.5% |
47% |
False |
False |
687,390 |
| 40 |
1,477.75 |
1,375.25 |
102.50 |
7.2% |
15.25 |
1.1% |
47% |
False |
False |
344,695 |
| 60 |
1,477.75 |
1,375.25 |
102.50 |
7.2% |
14.00 |
1.0% |
47% |
False |
False |
230,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,473.00 |
|
2.618 |
1,454.00 |
|
1.618 |
1,442.50 |
|
1.000 |
1,435.50 |
|
0.618 |
1,431.00 |
|
HIGH |
1,424.00 |
|
0.618 |
1,419.50 |
|
0.500 |
1,418.25 |
|
0.382 |
1,417.00 |
|
LOW |
1,412.50 |
|
0.618 |
1,405.50 |
|
1.000 |
1,401.00 |
|
1.618 |
1,394.00 |
|
2.618 |
1,382.50 |
|
4.250 |
1,363.50 |
|
|
| Fisher Pivots for day following 20-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,421.75 |
1,418.75 |
| PP |
1,420.00 |
1,414.00 |
| S1 |
1,418.25 |
1,409.50 |
|