| Trading Metrics calculated at close of trading on 09-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2007 |
09-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,415.3 |
1,417.3 |
2.0 |
0.1% |
1,390.3 |
| High |
1,421.7 |
1,426.5 |
4.8 |
0.3% |
1,426.5 |
| Low |
1,410.8 |
1,410.2 |
-0.6 |
0.0% |
1,384.0 |
| Close |
1,417.2 |
1,417.4 |
0.2 |
0.0% |
1,417.4 |
| Range |
10.9 |
16.3 |
5.4 |
49.5% |
42.5 |
| ATR |
15.9 |
16.0 |
0.0 |
0.2% |
0.0 |
| Volume |
83,953 |
91,932 |
7,979 |
9.5% |
331,509 |
|
| Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,466.9 |
1,458.5 |
1,426.4 |
|
| R3 |
1,450.6 |
1,442.2 |
1,421.9 |
|
| R2 |
1,434.3 |
1,434.3 |
1,420.4 |
|
| R1 |
1,425.9 |
1,425.9 |
1,418.9 |
1,430.1 |
| PP |
1,418.0 |
1,418.0 |
1,418.0 |
1,420.2 |
| S1 |
1,409.6 |
1,409.6 |
1,415.9 |
1,413.8 |
| S2 |
1,401.7 |
1,401.7 |
1,414.4 |
|
| S3 |
1,385.4 |
1,393.3 |
1,412.9 |
|
| S4 |
1,369.1 |
1,377.0 |
1,408.4 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,536.8 |
1,519.6 |
1,440.8 |
|
| R3 |
1,494.3 |
1,477.1 |
1,429.1 |
|
| R2 |
1,451.8 |
1,451.8 |
1,425.2 |
|
| R1 |
1,434.6 |
1,434.6 |
1,421.3 |
1,443.2 |
| PP |
1,409.3 |
1,409.3 |
1,409.3 |
1,413.6 |
| S1 |
1,392.1 |
1,392.1 |
1,413.5 |
1,400.7 |
| S2 |
1,366.8 |
1,366.8 |
1,409.6 |
|
| S3 |
1,324.3 |
1,349.6 |
1,405.7 |
|
| S4 |
1,281.8 |
1,307.1 |
1,394.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,426.5 |
1,384.0 |
42.5 |
3.0% |
15.2 |
1.1% |
79% |
True |
False |
66,301 |
| 10 |
1,472.5 |
1,384.0 |
88.5 |
6.2% |
20.5 |
1.4% |
38% |
False |
False |
40,188 |
| 20 |
1,477.5 |
1,384.0 |
93.5 |
6.6% |
14.4 |
1.0% |
36% |
False |
False |
21,364 |
| 40 |
1,477.5 |
1,384.0 |
93.5 |
6.6% |
10.4 |
0.7% |
36% |
False |
False |
11,613 |
| 60 |
1,477.5 |
1,384.0 |
93.5 |
6.6% |
9.5 |
0.7% |
36% |
False |
False |
8,090 |
| 80 |
1,477.5 |
1,384.0 |
93.5 |
6.6% |
7.4 |
0.5% |
36% |
False |
False |
6,215 |
| 100 |
1,477.5 |
1,384.0 |
93.5 |
6.6% |
6.2 |
0.4% |
36% |
False |
False |
4,980 |
| 120 |
1,477.5 |
1,347.7 |
129.8 |
9.2% |
5.2 |
0.4% |
54% |
False |
False |
4,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,495.8 |
|
2.618 |
1,469.2 |
|
1.618 |
1,452.9 |
|
1.000 |
1,442.8 |
|
0.618 |
1,436.6 |
|
HIGH |
1,426.5 |
|
0.618 |
1,420.3 |
|
0.500 |
1,418.4 |
|
0.382 |
1,416.4 |
|
LOW |
1,410.2 |
|
0.618 |
1,400.1 |
|
1.000 |
1,393.9 |
|
1.618 |
1,383.8 |
|
2.618 |
1,367.5 |
|
4.250 |
1,340.9 |
|
|
| Fisher Pivots for day following 09-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,418.4 |
1,416.7 |
| PP |
1,418.0 |
1,416.0 |
| S1 |
1,417.7 |
1,415.3 |
|