| Trading Metrics calculated at close of trading on 23-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2007 |
23-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,445.00 |
1,444.75 |
-0.25 |
0.0% |
1,397.75 |
| High |
1,451.00 |
1,451.00 |
0.00 |
0.0% |
1,451.00 |
| Low |
1,441.00 |
1,443.50 |
2.50 |
0.2% |
1,394.75 |
| Close |
1,445.00 |
1,447.00 |
2.00 |
0.1% |
1,447.00 |
| Range |
10.00 |
7.50 |
-2.50 |
-25.0% |
56.25 |
| ATR |
17.89 |
17.15 |
-0.74 |
-4.1% |
0.00 |
| Volume |
1,609,256 |
1,136,059 |
-473,197 |
-29.4% |
6,140,045 |
|
| Daily Pivots for day following 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,469.75 |
1,465.75 |
1,451.00 |
|
| R3 |
1,462.25 |
1,458.25 |
1,449.00 |
|
| R2 |
1,454.75 |
1,454.75 |
1,448.50 |
|
| R1 |
1,450.75 |
1,450.75 |
1,447.75 |
1,452.75 |
| PP |
1,447.25 |
1,447.25 |
1,447.25 |
1,448.00 |
| S1 |
1,443.25 |
1,443.25 |
1,446.25 |
1,445.25 |
| S2 |
1,439.75 |
1,439.75 |
1,445.50 |
|
| S3 |
1,432.25 |
1,435.75 |
1,445.00 |
|
| S4 |
1,424.75 |
1,428.25 |
1,443.00 |
|
|
| Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,599.75 |
1,579.50 |
1,478.00 |
|
| R3 |
1,543.50 |
1,523.25 |
1,462.50 |
|
| R2 |
1,487.25 |
1,487.25 |
1,457.25 |
|
| R1 |
1,467.00 |
1,467.00 |
1,452.25 |
1,477.00 |
| PP |
1,431.00 |
1,431.00 |
1,431.00 |
1,436.00 |
| S1 |
1,410.75 |
1,410.75 |
1,441.75 |
1,421.00 |
| S2 |
1,374.75 |
1,374.75 |
1,436.75 |
|
| S3 |
1,318.50 |
1,354.50 |
1,431.50 |
|
| S4 |
1,262.25 |
1,298.25 |
1,416.00 |
|
|
| 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% |
15.75 |
1.1% |
93% |
True |
False |
1,228,009 |
| 10 |
1,451.00 |
1,375.25 |
75.75 |
5.2% |
17.50 |
1.2% |
95% |
True |
False |
1,576,192 |
| 20 |
1,473.00 |
1,375.25 |
97.75 |
6.8% |
21.75 |
1.5% |
73% |
False |
False |
876,742 |
| 40 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
15.50 |
1.1% |
70% |
False |
False |
439,794 |
| 60 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
14.25 |
1.0% |
70% |
False |
False |
293,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,483.00 |
|
2.618 |
1,470.75 |
|
1.618 |
1,463.25 |
|
1.000 |
1,458.50 |
|
0.618 |
1,455.75 |
|
HIGH |
1,451.00 |
|
0.618 |
1,448.25 |
|
0.500 |
1,447.25 |
|
0.382 |
1,446.25 |
|
LOW |
1,443.50 |
|
0.618 |
1,438.75 |
|
1.000 |
1,436.00 |
|
1.618 |
1,431.25 |
|
2.618 |
1,423.75 |
|
4.250 |
1,411.50 |
|
|
| Fisher Pivots for day following 23-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,447.25 |
1,443.25 |
| PP |
1,447.25 |
1,439.75 |
| S1 |
1,447.00 |
1,436.00 |
|