| Trading Metrics calculated at close of trading on 30-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2007 |
30-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,429.75 |
1,431.75 |
2.00 |
0.1% |
1,446.25 |
| High |
1,438.25 |
1,439.75 |
1.50 |
0.1% |
1,449.25 |
| Low |
1,423.25 |
1,418.00 |
-5.25 |
-0.4% |
1,418.00 |
| Close |
1,431.50 |
1,431.25 |
-0.25 |
0.0% |
1,431.25 |
| Range |
15.00 |
21.75 |
6.75 |
45.0% |
31.25 |
| ATR |
16.42 |
16.80 |
0.38 |
2.3% |
0.00 |
| Volume |
1,446,110 |
1,331,006 |
-115,104 |
-8.0% |
5,626,465 |
|
| Daily Pivots for day following 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,495.00 |
1,484.75 |
1,443.25 |
|
| R3 |
1,473.25 |
1,463.00 |
1,437.25 |
|
| R2 |
1,451.50 |
1,451.50 |
1,435.25 |
|
| R1 |
1,441.25 |
1,441.25 |
1,433.25 |
1,435.50 |
| PP |
1,429.75 |
1,429.75 |
1,429.75 |
1,426.75 |
| S1 |
1,419.50 |
1,419.50 |
1,429.25 |
1,413.75 |
| S2 |
1,408.00 |
1,408.00 |
1,427.25 |
|
| S3 |
1,386.25 |
1,397.75 |
1,425.25 |
|
| S4 |
1,364.50 |
1,376.00 |
1,419.25 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,526.50 |
1,510.25 |
1,448.50 |
|
| R3 |
1,495.25 |
1,479.00 |
1,439.75 |
|
| R2 |
1,464.00 |
1,464.00 |
1,437.00 |
|
| R1 |
1,447.75 |
1,447.75 |
1,434.00 |
1,440.25 |
| PP |
1,432.75 |
1,432.75 |
1,432.75 |
1,429.00 |
| S1 |
1,416.50 |
1,416.50 |
1,428.50 |
1,409.00 |
| S2 |
1,401.50 |
1,401.50 |
1,425.50 |
|
| S3 |
1,370.25 |
1,385.25 |
1,422.75 |
|
| S4 |
1,339.00 |
1,354.00 |
1,414.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,449.25 |
1,418.00 |
31.25 |
2.2% |
15.75 |
1.1% |
42% |
False |
True |
1,125,293 |
| 10 |
1,451.00 |
1,394.75 |
56.25 |
3.9% |
15.75 |
1.1% |
65% |
False |
False |
1,176,651 |
| 20 |
1,451.00 |
1,375.25 |
75.75 |
5.3% |
17.75 |
1.2% |
74% |
False |
False |
1,151,733 |
| 40 |
1,477.75 |
1,375.25 |
102.50 |
7.2% |
16.25 |
1.1% |
55% |
False |
False |
580,137 |
| 60 |
1,477.75 |
1,375.25 |
102.50 |
7.2% |
14.50 |
1.0% |
55% |
False |
False |
387,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,532.25 |
|
2.618 |
1,496.75 |
|
1.618 |
1,475.00 |
|
1.000 |
1,461.50 |
|
0.618 |
1,453.25 |
|
HIGH |
1,439.75 |
|
0.618 |
1,431.50 |
|
0.500 |
1,429.00 |
|
0.382 |
1,426.25 |
|
LOW |
1,418.00 |
|
0.618 |
1,404.50 |
|
1.000 |
1,396.25 |
|
1.618 |
1,382.75 |
|
2.618 |
1,361.00 |
|
4.250 |
1,325.50 |
|
|
| Fisher Pivots for day following 30-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,430.50 |
1,430.50 |
| PP |
1,429.75 |
1,430.00 |
| S1 |
1,429.00 |
1,429.50 |
|