| 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 |
1,818.25 |
1,809.50 |
-8.75 |
-0.5% |
1,761.00 |
| High |
1,819.50 |
1,810.25 |
-9.25 |
-0.5% |
1,831.00 |
| Low |
1,806.25 |
1,787.00 |
-19.25 |
-1.1% |
1,757.50 |
| Close |
1,810.25 |
1,790.25 |
-20.00 |
-1.1% |
1,811.50 |
| Range |
13.25 |
23.25 |
10.00 |
75.5% |
73.50 |
| ATR |
27.00 |
26.73 |
-0.27 |
-1.0% |
0.00 |
| Volume |
317,097 |
193,519 |
-123,578 |
-39.0% |
1,452,486 |
|
| Daily Pivots for day following 28-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,865.50 |
1,851.25 |
1,803.00 |
|
| R3 |
1,842.25 |
1,828.00 |
1,796.75 |
|
| R2 |
1,819.00 |
1,819.00 |
1,794.50 |
|
| R1 |
1,804.75 |
1,804.75 |
1,792.50 |
1,800.25 |
| PP |
1,795.75 |
1,795.75 |
1,795.75 |
1,793.50 |
| S1 |
1,781.50 |
1,781.50 |
1,788.00 |
1,777.00 |
| S2 |
1,772.50 |
1,772.50 |
1,786.00 |
|
| S3 |
1,749.25 |
1,758.25 |
1,783.75 |
|
| S4 |
1,726.00 |
1,735.00 |
1,777.50 |
|
|
| 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 |
1,787.00 |
44.00 |
2.5% |
19.50 |
1.1% |
7% |
False |
True |
279,161 |
| 10 |
1,831.00 |
1,753.25 |
77.75 |
4.3% |
22.25 |
1.2% |
48% |
False |
False |
311,056 |
| 20 |
1,831.00 |
1,707.00 |
124.00 |
6.9% |
29.25 |
1.6% |
67% |
False |
False |
226,614 |
| 40 |
1,879.25 |
1,707.00 |
172.25 |
9.6% |
27.00 |
1.5% |
48% |
False |
False |
113,510 |
| 60 |
1,888.50 |
1,707.00 |
181.50 |
10.1% |
27.25 |
1.5% |
46% |
False |
False |
75,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,909.00 |
|
2.618 |
1,871.00 |
|
1.618 |
1,847.75 |
|
1.000 |
1,833.50 |
|
0.618 |
1,824.50 |
|
HIGH |
1,810.25 |
|
0.618 |
1,801.25 |
|
0.500 |
1,798.50 |
|
0.382 |
1,796.00 |
|
LOW |
1,787.00 |
|
0.618 |
1,772.75 |
|
1.000 |
1,763.75 |
|
1.618 |
1,749.50 |
|
2.618 |
1,726.25 |
|
4.250 |
1,688.25 |
|
|
| Fisher Pivots for day following 28-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,798.50 |
1,804.50 |
| PP |
1,795.75 |
1,799.75 |
| S1 |
1,793.00 |
1,795.00 |
|