| Trading Metrics calculated at close of trading on 22-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2007 |
22-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,423.50 |
1,445.00 |
21.50 |
1.5% |
1,417.50 |
| High |
1,449.75 |
1,451.00 |
1.25 |
0.1% |
1,423.25 |
| Low |
1,421.00 |
1,441.00 |
20.00 |
1.4% |
1,375.25 |
| Close |
1,445.00 |
1,445.00 |
0.00 |
0.0% |
1,399.00 |
| Range |
28.75 |
10.00 |
-18.75 |
-65.2% |
48.00 |
| ATR |
18.50 |
17.89 |
-0.61 |
-3.3% |
0.00 |
| Volume |
1,064,641 |
1,609,256 |
544,615 |
51.2% |
9,621,878 |
|
| Daily Pivots for day following 22-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,475.75 |
1,470.25 |
1,450.50 |
|
| R3 |
1,465.75 |
1,460.25 |
1,447.75 |
|
| R2 |
1,455.75 |
1,455.75 |
1,446.75 |
|
| R1 |
1,450.25 |
1,450.25 |
1,446.00 |
1,450.00 |
| PP |
1,445.75 |
1,445.75 |
1,445.75 |
1,445.50 |
| S1 |
1,440.25 |
1,440.25 |
1,444.00 |
1,440.00 |
| S2 |
1,435.75 |
1,435.75 |
1,443.25 |
|
| S3 |
1,425.75 |
1,430.25 |
1,442.25 |
|
| S4 |
1,415.75 |
1,420.25 |
1,439.50 |
|
|
| 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 |
1,451.00 |
1,394.75 |
56.25 |
3.9% |
17.25 |
1.2% |
89% |
True |
False |
1,328,197 |
| 10 |
1,451.00 |
1,375.25 |
75.75 |
5.2% |
18.50 |
1.3% |
92% |
True |
False |
1,587,672 |
| 20 |
1,473.00 |
1,375.25 |
97.75 |
6.8% |
21.75 |
1.5% |
71% |
False |
False |
820,789 |
| 40 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
15.50 |
1.1% |
68% |
False |
False |
411,446 |
| 60 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
14.25 |
1.0% |
68% |
False |
False |
274,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,493.50 |
|
2.618 |
1,477.25 |
|
1.618 |
1,467.25 |
|
1.000 |
1,461.00 |
|
0.618 |
1,457.25 |
|
HIGH |
1,451.00 |
|
0.618 |
1,447.25 |
|
0.500 |
1,446.00 |
|
0.382 |
1,444.75 |
|
LOW |
1,441.00 |
|
0.618 |
1,434.75 |
|
1.000 |
1,431.00 |
|
1.618 |
1,424.75 |
|
2.618 |
1,414.75 |
|
4.250 |
1,398.50 |
|
|
| Fisher Pivots for day following 22-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,446.00 |
1,440.50 |
| PP |
1,445.75 |
1,436.25 |
| S1 |
1,445.25 |
1,431.75 |
|