| Trading Metrics calculated at close of trading on 29-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2007 |
29-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,440.50 |
1,429.75 |
-10.75 |
-0.7% |
1,397.75 |
| High |
1,440.75 |
1,438.25 |
-2.50 |
-0.2% |
1,451.00 |
| Low |
1,424.25 |
1,423.25 |
-1.00 |
-0.1% |
1,394.75 |
| Close |
1,429.50 |
1,431.50 |
2.00 |
0.1% |
1,447.00 |
| Range |
16.50 |
15.00 |
-1.50 |
-9.1% |
56.25 |
| ATR |
16.53 |
16.42 |
-0.11 |
-0.7% |
0.00 |
| Volume |
911,001 |
1,446,110 |
535,109 |
58.7% |
6,140,045 |
|
| Daily Pivots for day following 29-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.00 |
1,468.75 |
1,439.75 |
|
| R3 |
1,461.00 |
1,453.75 |
1,435.50 |
|
| R2 |
1,446.00 |
1,446.00 |
1,434.25 |
|
| R1 |
1,438.75 |
1,438.75 |
1,433.00 |
1,442.50 |
| PP |
1,431.00 |
1,431.00 |
1,431.00 |
1,432.75 |
| S1 |
1,423.75 |
1,423.75 |
1,430.00 |
1,427.50 |
| S2 |
1,416.00 |
1,416.00 |
1,428.75 |
|
| S3 |
1,401.00 |
1,408.75 |
1,427.50 |
|
| S4 |
1,386.00 |
1,393.75 |
1,423.25 |
|
|
| 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 |
1,423.25 |
27.75 |
1.9% |
13.00 |
0.9% |
30% |
False |
True |
1,086,303 |
| 10 |
1,451.00 |
1,394.75 |
56.25 |
3.9% |
15.00 |
1.1% |
65% |
False |
False |
1,207,250 |
| 20 |
1,451.00 |
1,375.25 |
75.75 |
5.3% |
17.75 |
1.2% |
74% |
False |
False |
1,087,056 |
| 40 |
1,477.75 |
1,375.25 |
102.50 |
7.2% |
15.75 |
1.1% |
55% |
False |
False |
546,883 |
| 60 |
1,477.75 |
1,375.25 |
102.50 |
7.2% |
14.25 |
1.0% |
55% |
False |
False |
365,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,502.00 |
|
2.618 |
1,477.50 |
|
1.618 |
1,462.50 |
|
1.000 |
1,453.25 |
|
0.618 |
1,447.50 |
|
HIGH |
1,438.25 |
|
0.618 |
1,432.50 |
|
0.500 |
1,430.75 |
|
0.382 |
1,429.00 |
|
LOW |
1,423.25 |
|
0.618 |
1,414.00 |
|
1.000 |
1,408.25 |
|
1.618 |
1,399.00 |
|
2.618 |
1,384.00 |
|
4.250 |
1,359.50 |
|
|
| Fisher Pivots for day following 29-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,431.25 |
1,434.50 |
| PP |
1,431.00 |
1,433.50 |
| S1 |
1,430.75 |
1,432.50 |
|