| Trading Metrics calculated at close of trading on 06-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2007 |
06-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,390.3 |
1,398.0 |
7.7 |
0.6% |
1,470.7 |
| High |
1,405.5 |
1,411.3 |
5.8 |
0.4% |
1,472.5 |
| Low |
1,384.0 |
1,395.0 |
11.0 |
0.8% |
1,394.4 |
| Close |
1,384.3 |
1,407.8 |
23.5 |
1.7% |
1,398.1 |
| Range |
21.5 |
16.3 |
-5.2 |
-24.2% |
78.1 |
| ATR |
15.5 |
16.3 |
0.8 |
5.3% |
0.0 |
| Volume |
34,789 |
63,980 |
29,191 |
83.9% |
70,379 |
|
| Daily Pivots for day following 06-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,453.6 |
1,447.0 |
1,416.8 |
|
| R3 |
1,437.3 |
1,430.7 |
1,412.3 |
|
| R2 |
1,421.0 |
1,421.0 |
1,410.8 |
|
| R1 |
1,414.4 |
1,414.4 |
1,409.3 |
1,417.7 |
| PP |
1,404.7 |
1,404.7 |
1,404.7 |
1,406.4 |
| S1 |
1,398.1 |
1,398.1 |
1,406.3 |
1,401.4 |
| S2 |
1,388.4 |
1,388.4 |
1,404.8 |
|
| S3 |
1,372.1 |
1,381.8 |
1,403.3 |
|
| S4 |
1,355.8 |
1,365.5 |
1,398.8 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,656.0 |
1,605.1 |
1,441.1 |
|
| R3 |
1,577.9 |
1,527.0 |
1,419.6 |
|
| R2 |
1,499.8 |
1,499.8 |
1,412.4 |
|
| R1 |
1,448.9 |
1,448.9 |
1,405.3 |
1,435.3 |
| PP |
1,421.7 |
1,421.7 |
1,421.7 |
1,414.9 |
| S1 |
1,370.8 |
1,370.8 |
1,390.9 |
1,357.2 |
| S2 |
1,343.6 |
1,343.6 |
1,383.8 |
|
| S3 |
1,265.5 |
1,292.7 |
1,376.6 |
|
| S4 |
1,187.4 |
1,214.6 |
1,355.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,430.5 |
1,384.0 |
46.5 |
3.3% |
21.3 |
1.5% |
51% |
False |
False |
30,914 |
| 10 |
1,477.5 |
1,384.0 |
93.5 |
6.6% |
19.1 |
1.4% |
25% |
False |
False |
18,243 |
| 20 |
1,477.5 |
1,384.0 |
93.5 |
6.6% |
13.4 |
1.0% |
25% |
False |
False |
9,774 |
| 40 |
1,477.5 |
1,384.0 |
93.5 |
6.6% |
10.3 |
0.7% |
25% |
False |
False |
5,808 |
| 60 |
1,477.5 |
1,384.0 |
93.5 |
6.6% |
9.0 |
0.6% |
25% |
False |
False |
4,262 |
| 80 |
1,477.5 |
1,384.0 |
93.5 |
6.6% |
7.0 |
0.5% |
25% |
False |
False |
3,306 |
| 100 |
1,477.5 |
1,382.3 |
95.2 |
6.8% |
5.8 |
0.4% |
27% |
False |
False |
2,653 |
| 120 |
1,477.5 |
1,347.7 |
129.8 |
9.2% |
4.9 |
0.3% |
46% |
False |
False |
2,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,480.6 |
|
2.618 |
1,454.0 |
|
1.618 |
1,437.7 |
|
1.000 |
1,427.6 |
|
0.618 |
1,421.4 |
|
HIGH |
1,411.3 |
|
0.618 |
1,405.1 |
|
0.500 |
1,403.2 |
|
0.382 |
1,401.2 |
|
LOW |
1,395.0 |
|
0.618 |
1,384.9 |
|
1.000 |
1,378.7 |
|
1.618 |
1,368.6 |
|
2.618 |
1,352.3 |
|
4.250 |
1,325.7 |
|
|
| Fisher Pivots for day following 06-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,406.3 |
1,405.5 |
| PP |
1,404.7 |
1,403.1 |
| S1 |
1,403.2 |
1,400.8 |
|