| Trading Metrics calculated at close of trading on 16-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2007 |
16-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,767.50 |
1,765.00 |
-2.50 |
-0.1% |
1,768.50 |
| High |
1,776.00 |
1,771.00 |
-5.00 |
-0.3% |
1,781.25 |
| Low |
1,757.25 |
1,753.25 |
-4.00 |
-0.2% |
1,731.50 |
| Close |
1,764.75 |
1,764.00 |
-0.75 |
0.0% |
1,764.00 |
| Range |
18.75 |
17.75 |
-1.00 |
-5.3% |
49.75 |
| ATR |
30.74 |
29.81 |
-0.93 |
-3.0% |
0.00 |
| Volume |
610,801 |
343,925 |
-266,876 |
-43.7% |
2,051,137 |
|
| Daily Pivots for day following 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,816.00 |
1,807.75 |
1,773.75 |
|
| R3 |
1,798.25 |
1,790.00 |
1,769.00 |
|
| R2 |
1,780.50 |
1,780.50 |
1,767.25 |
|
| R1 |
1,772.25 |
1,772.25 |
1,765.75 |
1,767.50 |
| PP |
1,762.75 |
1,762.75 |
1,762.75 |
1,760.50 |
| S1 |
1,754.50 |
1,754.50 |
1,762.25 |
1,749.75 |
| S2 |
1,745.00 |
1,745.00 |
1,760.75 |
|
| S3 |
1,727.25 |
1,736.75 |
1,759.00 |
|
| S4 |
1,709.50 |
1,719.00 |
1,754.25 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,908.25 |
1,885.75 |
1,791.25 |
|
| R3 |
1,858.50 |
1,836.00 |
1,777.75 |
|
| R2 |
1,808.75 |
1,808.75 |
1,773.00 |
|
| R1 |
1,786.25 |
1,786.25 |
1,768.50 |
1,772.50 |
| PP |
1,759.00 |
1,759.00 |
1,759.00 |
1,752.00 |
| S1 |
1,736.50 |
1,736.50 |
1,759.50 |
1,723.00 |
| S2 |
1,709.25 |
1,709.25 |
1,755.00 |
|
| S3 |
1,659.50 |
1,686.75 |
1,750.25 |
|
| S4 |
1,609.75 |
1,637.00 |
1,736.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,781.25 |
1,731.50 |
49.75 |
2.8% |
27.25 |
1.5% |
65% |
False |
False |
410,227 |
| 10 |
1,787.75 |
1,707.00 |
80.75 |
4.6% |
30.25 |
1.7% |
71% |
False |
False |
237,377 |
| 20 |
1,879.25 |
1,707.00 |
172.25 |
9.8% |
32.00 |
1.8% |
33% |
False |
False |
119,137 |
| 40 |
1,879.25 |
1,707.00 |
172.25 |
9.8% |
27.50 |
1.6% |
33% |
False |
False |
59,633 |
| 60 |
1,888.50 |
1,707.00 |
181.50 |
10.3% |
26.25 |
1.5% |
31% |
False |
False |
39,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,846.50 |
|
2.618 |
1,817.50 |
|
1.618 |
1,799.75 |
|
1.000 |
1,788.75 |
|
0.618 |
1,782.00 |
|
HIGH |
1,771.00 |
|
0.618 |
1,764.25 |
|
0.500 |
1,762.00 |
|
0.382 |
1,760.00 |
|
LOW |
1,753.25 |
|
0.618 |
1,742.25 |
|
1.000 |
1,735.50 |
|
1.618 |
1,724.50 |
|
2.618 |
1,706.75 |
|
4.250 |
1,677.75 |
|
|
| Fisher Pivots for day following 16-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,763.50 |
1,760.50 |
| PP |
1,762.75 |
1,757.25 |
| S1 |
1,762.00 |
1,753.75 |
|