| Trading Metrics calculated at close of trading on 27-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2007 |
27-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,810.75 |
1,818.25 |
7.50 |
0.4% |
1,761.00 |
| High |
1,822.25 |
1,819.50 |
-2.75 |
-0.2% |
1,831.00 |
| Low |
1,793.25 |
1,806.25 |
13.00 |
0.7% |
1,757.50 |
| Close |
1,818.25 |
1,810.25 |
-8.00 |
-0.4% |
1,811.50 |
| Range |
29.00 |
13.25 |
-15.75 |
-54.3% |
73.50 |
| ATR |
28.05 |
27.00 |
-1.06 |
-3.8% |
0.00 |
| Volume |
192,737 |
317,097 |
124,360 |
64.5% |
1,452,486 |
|
| Daily Pivots for day following 27-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,851.75 |
1,844.25 |
1,817.50 |
|
| R3 |
1,838.50 |
1,831.00 |
1,814.00 |
|
| R2 |
1,825.25 |
1,825.25 |
1,812.75 |
|
| R1 |
1,817.75 |
1,817.75 |
1,811.50 |
1,815.00 |
| PP |
1,812.00 |
1,812.00 |
1,812.00 |
1,810.50 |
| S1 |
1,804.50 |
1,804.50 |
1,809.00 |
1,801.50 |
| S2 |
1,798.75 |
1,798.75 |
1,807.75 |
|
| S3 |
1,785.50 |
1,791.25 |
1,806.50 |
|
| S4 |
1,772.25 |
1,778.00 |
1,803.00 |
|
|
| Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,020.50 |
1,989.50 |
1,852.00 |
|
| R3 |
1,947.00 |
1,916.00 |
1,831.75 |
|
| R2 |
1,873.50 |
1,873.50 |
1,825.00 |
|
| R1 |
1,842.50 |
1,842.50 |
1,818.25 |
1,858.00 |
| PP |
1,800.00 |
1,800.00 |
1,800.00 |
1,807.75 |
| S1 |
1,769.00 |
1,769.00 |
1,804.75 |
1,784.50 |
| S2 |
1,726.50 |
1,726.50 |
1,798.00 |
|
| S3 |
1,653.00 |
1,695.50 |
1,791.25 |
|
| S4 |
1,579.50 |
1,622.00 |
1,771.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,831.00 |
1,782.25 |
48.75 |
2.7% |
24.00 |
1.3% |
57% |
False |
False |
285,583 |
| 10 |
1,831.00 |
1,731.50 |
99.50 |
5.5% |
23.75 |
1.3% |
79% |
False |
False |
342,954 |
| 20 |
1,831.00 |
1,707.00 |
124.00 |
6.8% |
30.00 |
1.7% |
83% |
False |
False |
217,010 |
| 40 |
1,879.25 |
1,707.00 |
172.25 |
9.5% |
27.25 |
1.5% |
60% |
False |
False |
108,674 |
| 60 |
1,888.50 |
1,707.00 |
181.50 |
10.0% |
27.25 |
1.5% |
57% |
False |
False |
72,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,875.75 |
|
2.618 |
1,854.25 |
|
1.618 |
1,841.00 |
|
1.000 |
1,832.75 |
|
0.618 |
1,827.75 |
|
HIGH |
1,819.50 |
|
0.618 |
1,814.50 |
|
0.500 |
1,813.00 |
|
0.382 |
1,811.25 |
|
LOW |
1,806.25 |
|
0.618 |
1,798.00 |
|
1.000 |
1,793.00 |
|
1.618 |
1,784.75 |
|
2.618 |
1,771.50 |
|
4.250 |
1,750.00 |
|
|
| Fisher Pivots for day following 27-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,813.00 |
1,809.75 |
| PP |
1,812.00 |
1,809.25 |
| S1 |
1,811.00 |
1,809.00 |
|