| Trading Metrics calculated at close of trading on 12-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2007 |
12-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,417.3 |
1,417.4 |
0.1 |
0.0% |
1,390.3 |
| High |
1,426.5 |
1,422.8 |
-3.7 |
-0.3% |
1,426.5 |
| Low |
1,410.2 |
1,411.0 |
0.8 |
0.1% |
1,384.0 |
| Close |
1,417.4 |
1,419.5 |
2.1 |
0.1% |
1,417.4 |
| Range |
16.3 |
11.8 |
-4.5 |
-27.6% |
42.5 |
| ATR |
16.0 |
15.7 |
-0.3 |
-1.9% |
0.0 |
| Volume |
91,932 |
113,706 |
21,774 |
23.7% |
331,509 |
|
| Daily Pivots for day following 12-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,453.2 |
1,448.1 |
1,426.0 |
|
| R3 |
1,441.4 |
1,436.3 |
1,422.7 |
|
| R2 |
1,429.6 |
1,429.6 |
1,421.7 |
|
| R1 |
1,424.5 |
1,424.5 |
1,420.6 |
1,427.1 |
| PP |
1,417.8 |
1,417.8 |
1,417.8 |
1,419.0 |
| S1 |
1,412.7 |
1,412.7 |
1,418.4 |
1,415.3 |
| S2 |
1,406.0 |
1,406.0 |
1,417.3 |
|
| S3 |
1,394.2 |
1,400.9 |
1,416.3 |
|
| S4 |
1,382.4 |
1,389.1 |
1,413.0 |
|
|
| 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 |
1,395.0 |
31.5 |
2.2% |
13.2 |
0.9% |
78% |
False |
False |
82,085 |
| 10 |
1,452.0 |
1,384.0 |
68.0 |
4.8% |
20.6 |
1.5% |
52% |
False |
False |
50,989 |
| 20 |
1,477.5 |
1,384.0 |
93.5 |
6.6% |
14.0 |
1.0% |
38% |
False |
False |
26,967 |
| 40 |
1,477.5 |
1,384.0 |
93.5 |
6.6% |
10.5 |
0.7% |
38% |
False |
False |
14,439 |
| 60 |
1,477.5 |
1,384.0 |
93.5 |
6.6% |
9.7 |
0.7% |
38% |
False |
False |
9,984 |
| 80 |
1,477.5 |
1,384.0 |
93.5 |
6.6% |
7.6 |
0.5% |
38% |
False |
False |
7,636 |
| 100 |
1,477.5 |
1,384.0 |
93.5 |
6.6% |
6.2 |
0.4% |
38% |
False |
False |
6,117 |
| 120 |
1,477.5 |
1,347.7 |
129.8 |
9.1% |
5.3 |
0.4% |
55% |
False |
False |
5,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,473.0 |
|
2.618 |
1,453.7 |
|
1.618 |
1,441.9 |
|
1.000 |
1,434.6 |
|
0.618 |
1,430.1 |
|
HIGH |
1,422.8 |
|
0.618 |
1,418.3 |
|
0.500 |
1,416.9 |
|
0.382 |
1,415.5 |
|
LOW |
1,411.0 |
|
0.618 |
1,403.7 |
|
1.000 |
1,399.2 |
|
1.618 |
1,391.9 |
|
2.618 |
1,380.1 |
|
4.250 |
1,360.9 |
|
|
| Fisher Pivots for day following 12-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,418.6 |
1,419.1 |
| PP |
1,417.8 |
1,418.7 |
| S1 |
1,416.9 |
1,418.4 |
|