| Trading Metrics calculated at close of trading on 07-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2007 |
07-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,398.0 |
1,407.5 |
9.5 |
0.7% |
1,470.7 |
| High |
1,411.3 |
1,414.8 |
3.5 |
0.2% |
1,472.5 |
| Low |
1,395.0 |
1,404.0 |
9.0 |
0.6% |
1,394.4 |
| Close |
1,407.8 |
1,405.5 |
-2.3 |
-0.2% |
1,398.1 |
| Range |
16.3 |
10.8 |
-5.5 |
-33.7% |
78.1 |
| ATR |
16.3 |
15.9 |
-0.4 |
-2.4% |
0.0 |
| Volume |
63,980 |
56,855 |
-7,125 |
-11.1% |
70,379 |
|
| Daily Pivots for day following 07-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,440.5 |
1,433.8 |
1,411.4 |
|
| R3 |
1,429.7 |
1,423.0 |
1,408.5 |
|
| R2 |
1,418.9 |
1,418.9 |
1,407.5 |
|
| R1 |
1,412.2 |
1,412.2 |
1,406.5 |
1,410.2 |
| PP |
1,408.1 |
1,408.1 |
1,408.1 |
1,407.1 |
| S1 |
1,401.4 |
1,401.4 |
1,404.5 |
1,399.4 |
| S2 |
1,397.3 |
1,397.3 |
1,403.5 |
|
| S3 |
1,386.5 |
1,390.6 |
1,402.5 |
|
| S4 |
1,375.7 |
1,379.8 |
1,399.6 |
|
|
| 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 |
1,424.0 |
1,384.0 |
40.0 |
2.8% |
19.6 |
1.4% |
54% |
False |
False |
37,606 |
| 10 |
1,477.5 |
1,384.0 |
93.5 |
6.7% |
19.6 |
1.4% |
23% |
False |
False |
23,806 |
| 20 |
1,477.5 |
1,384.0 |
93.5 |
6.7% |
13.6 |
1.0% |
23% |
False |
False |
12,600 |
| 40 |
1,477.5 |
1,384.0 |
93.5 |
6.7% |
10.3 |
0.7% |
23% |
False |
False |
7,227 |
| 60 |
1,477.5 |
1,384.0 |
93.5 |
6.7% |
9.0 |
0.6% |
23% |
False |
False |
5,175 |
| 80 |
1,477.5 |
1,384.0 |
93.5 |
6.7% |
7.1 |
0.5% |
23% |
False |
False |
4,017 |
| 100 |
1,477.5 |
1,384.0 |
93.5 |
6.7% |
5.9 |
0.4% |
23% |
False |
False |
3,221 |
| 120 |
1,477.5 |
1,347.7 |
129.8 |
9.2% |
5.0 |
0.4% |
45% |
False |
False |
2,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,460.7 |
|
2.618 |
1,443.1 |
|
1.618 |
1,432.3 |
|
1.000 |
1,425.6 |
|
0.618 |
1,421.5 |
|
HIGH |
1,414.8 |
|
0.618 |
1,410.7 |
|
0.500 |
1,409.4 |
|
0.382 |
1,408.1 |
|
LOW |
1,404.0 |
|
0.618 |
1,397.3 |
|
1.000 |
1,393.2 |
|
1.618 |
1,386.5 |
|
2.618 |
1,375.7 |
|
4.250 |
1,358.1 |
|
|
| Fisher Pivots for day following 07-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,409.4 |
1,403.5 |
| PP |
1,408.1 |
1,401.4 |
| S1 |
1,406.8 |
1,399.4 |
|