| Trading Metrics calculated at close of trading on 28-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2007 |
28-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,445.00 |
1,440.50 |
-4.50 |
-0.3% |
1,397.75 |
| High |
1,446.00 |
1,440.75 |
-5.25 |
-0.4% |
1,451.00 |
| Low |
1,436.00 |
1,424.25 |
-11.75 |
-0.8% |
1,394.75 |
| Close |
1,440.50 |
1,429.50 |
-11.00 |
-0.8% |
1,447.00 |
| Range |
10.00 |
16.50 |
6.50 |
65.0% |
56.25 |
| ATR |
16.53 |
16.53 |
0.00 |
0.0% |
0.00 |
| Volume |
1,153,326 |
911,001 |
-242,325 |
-21.0% |
6,140,045 |
|
| Daily Pivots for day following 28-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,481.00 |
1,471.75 |
1,438.50 |
|
| R3 |
1,464.50 |
1,455.25 |
1,434.00 |
|
| R2 |
1,448.00 |
1,448.00 |
1,432.50 |
|
| R1 |
1,438.75 |
1,438.75 |
1,431.00 |
1,435.00 |
| PP |
1,431.50 |
1,431.50 |
1,431.50 |
1,429.75 |
| S1 |
1,422.25 |
1,422.25 |
1,428.00 |
1,418.50 |
| S2 |
1,415.00 |
1,415.00 |
1,426.50 |
|
| S3 |
1,398.50 |
1,405.75 |
1,425.00 |
|
| S4 |
1,382.00 |
1,389.25 |
1,420.50 |
|
|
| 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 |
1,424.25 |
26.75 |
1.9% |
12.00 |
0.8% |
20% |
False |
True |
1,118,932 |
| 10 |
1,451.00 |
1,394.75 |
56.25 |
3.9% |
14.75 |
1.0% |
62% |
False |
False |
1,357,483 |
| 20 |
1,451.00 |
1,375.25 |
75.75 |
5.3% |
18.75 |
1.3% |
72% |
False |
False |
1,016,217 |
| 40 |
1,477.75 |
1,375.25 |
102.50 |
7.2% |
15.75 |
1.1% |
53% |
False |
False |
510,815 |
| 60 |
1,477.75 |
1,375.25 |
102.50 |
7.2% |
14.50 |
1.0% |
53% |
False |
False |
341,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,511.00 |
|
2.618 |
1,484.00 |
|
1.618 |
1,467.50 |
|
1.000 |
1,457.25 |
|
0.618 |
1,451.00 |
|
HIGH |
1,440.75 |
|
0.618 |
1,434.50 |
|
0.500 |
1,432.50 |
|
0.382 |
1,430.50 |
|
LOW |
1,424.25 |
|
0.618 |
1,414.00 |
|
1.000 |
1,407.75 |
|
1.618 |
1,397.50 |
|
2.618 |
1,381.00 |
|
4.250 |
1,354.00 |
|
|
| Fisher Pivots for day following 28-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,432.50 |
1,436.75 |
| PP |
1,431.50 |
1,434.25 |
| S1 |
1,430.50 |
1,432.00 |
|