| Trading Metrics calculated at close of trading on 08-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2007 |
08-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,407.5 |
1,415.3 |
7.8 |
0.6% |
1,470.7 |
| High |
1,414.8 |
1,421.7 |
6.9 |
0.5% |
1,472.5 |
| Low |
1,404.0 |
1,410.8 |
6.8 |
0.5% |
1,394.4 |
| Close |
1,405.5 |
1,417.2 |
11.7 |
0.8% |
1,398.1 |
| Range |
10.8 |
10.9 |
0.1 |
0.9% |
78.1 |
| ATR |
15.9 |
15.9 |
0.0 |
0.1% |
0.0 |
| Volume |
56,855 |
83,953 |
27,098 |
47.7% |
70,379 |
|
| Daily Pivots for day following 08-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,449.3 |
1,444.1 |
1,423.2 |
|
| R3 |
1,438.4 |
1,433.2 |
1,420.2 |
|
| R2 |
1,427.5 |
1,427.5 |
1,419.2 |
|
| R1 |
1,422.3 |
1,422.3 |
1,418.2 |
1,424.9 |
| PP |
1,416.6 |
1,416.6 |
1,416.6 |
1,417.9 |
| S1 |
1,411.4 |
1,411.4 |
1,416.2 |
1,414.0 |
| S2 |
1,405.7 |
1,405.7 |
1,415.2 |
|
| S3 |
1,394.8 |
1,400.5 |
1,414.2 |
|
| S4 |
1,383.9 |
1,389.6 |
1,411.2 |
|
|
| 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 |
1,421.7 |
1,384.0 |
37.7 |
2.7% |
15.9 |
1.1% |
88% |
True |
False |
51,298 |
| 10 |
1,472.5 |
1,384.0 |
88.5 |
6.2% |
19.6 |
1.4% |
38% |
False |
False |
31,795 |
| 20 |
1,477.5 |
1,384.0 |
93.5 |
6.6% |
13.8 |
1.0% |
36% |
False |
False |
16,786 |
| 40 |
1,477.5 |
1,384.0 |
93.5 |
6.6% |
10.3 |
0.7% |
36% |
False |
False |
9,325 |
| 60 |
1,477.5 |
1,384.0 |
93.5 |
6.6% |
9.2 |
0.7% |
36% |
False |
False |
6,560 |
| 80 |
1,477.5 |
1,384.0 |
93.5 |
6.6% |
7.2 |
0.5% |
36% |
False |
False |
5,066 |
| 100 |
1,477.5 |
1,384.0 |
93.5 |
6.6% |
6.0 |
0.4% |
36% |
False |
False |
4,060 |
| 120 |
1,477.5 |
1,347.7 |
129.8 |
9.2% |
5.1 |
0.4% |
54% |
False |
False |
3,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,468.0 |
|
2.618 |
1,450.2 |
|
1.618 |
1,439.3 |
|
1.000 |
1,432.6 |
|
0.618 |
1,428.4 |
|
HIGH |
1,421.7 |
|
0.618 |
1,417.5 |
|
0.500 |
1,416.3 |
|
0.382 |
1,415.0 |
|
LOW |
1,410.8 |
|
0.618 |
1,404.1 |
|
1.000 |
1,399.9 |
|
1.618 |
1,393.2 |
|
2.618 |
1,382.3 |
|
4.250 |
1,364.5 |
|
|
| Fisher Pivots for day following 08-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,416.9 |
1,414.3 |
| PP |
1,416.6 |
1,411.3 |
| S1 |
1,416.3 |
1,408.4 |
|