| Trading Metrics calculated at close of trading on 22-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2007 |
22-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,423.5 |
1,444.9 |
21.4 |
1.5% |
1,417.4 |
| High |
1,449.5 |
1,450.9 |
1.4 |
0.1% |
1,422.8 |
| Low |
1,421.0 |
1,441.2 |
20.2 |
1.4% |
1,375.9 |
| Close |
1,445.0 |
1,445.0 |
0.0 |
0.0% |
1,399.0 |
| Range |
28.5 |
9.7 |
-18.8 |
-66.0% |
46.9 |
| ATR |
17.5 |
16.9 |
-0.6 |
-3.2% |
0.0 |
| Volume |
32,272 |
40,411 |
8,139 |
25.2% |
576,267 |
|
| Daily Pivots for day following 22-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,474.8 |
1,469.6 |
1,450.3 |
|
| R3 |
1,465.1 |
1,459.9 |
1,447.7 |
|
| R2 |
1,455.4 |
1,455.4 |
1,446.8 |
|
| R1 |
1,450.2 |
1,450.2 |
1,445.9 |
1,452.8 |
| PP |
1,445.7 |
1,445.7 |
1,445.7 |
1,447.0 |
| S1 |
1,440.5 |
1,440.5 |
1,444.1 |
1,443.1 |
| S2 |
1,436.0 |
1,436.0 |
1,443.2 |
|
| S3 |
1,426.3 |
1,430.8 |
1,442.3 |
|
| S4 |
1,416.6 |
1,421.1 |
1,439.7 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,539.9 |
1,516.4 |
1,424.8 |
|
| R3 |
1,493.0 |
1,469.5 |
1,411.9 |
|
| R2 |
1,446.1 |
1,446.1 |
1,407.6 |
|
| R1 |
1,422.6 |
1,422.6 |
1,403.3 |
1,410.9 |
| PP |
1,399.2 |
1,399.2 |
1,399.2 |
1,393.4 |
| S1 |
1,375.7 |
1,375.7 |
1,394.7 |
1,364.0 |
| S2 |
1,352.3 |
1,352.3 |
1,390.4 |
|
| S3 |
1,305.4 |
1,328.8 |
1,386.1 |
|
| S4 |
1,258.5 |
1,281.9 |
1,373.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,450.9 |
1,394.8 |
56.1 |
3.9% |
17.0 |
1.2% |
89% |
True |
False |
44,485 |
| 10 |
1,450.9 |
1,375.9 |
75.0 |
5.2% |
18.1 |
1.3% |
92% |
True |
False |
81,452 |
| 20 |
1,472.5 |
1,375.9 |
96.6 |
6.7% |
18.8 |
1.3% |
72% |
False |
False |
56,623 |
| 40 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
13.3 |
0.9% |
68% |
False |
False |
29,310 |
| 60 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
11.4 |
0.8% |
68% |
False |
False |
19,863 |
| 80 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
9.3 |
0.6% |
68% |
False |
False |
15,232 |
| 100 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
7.8 |
0.5% |
68% |
False |
False |
12,205 |
| 120 |
1,477.5 |
1,362.9 |
114.6 |
7.9% |
6.6 |
0.5% |
72% |
False |
False |
10,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,492.1 |
|
2.618 |
1,476.3 |
|
1.618 |
1,466.6 |
|
1.000 |
1,460.6 |
|
0.618 |
1,456.9 |
|
HIGH |
1,450.9 |
|
0.618 |
1,447.2 |
|
0.500 |
1,446.1 |
|
0.382 |
1,444.9 |
|
LOW |
1,441.2 |
|
0.618 |
1,435.2 |
|
1.000 |
1,431.5 |
|
1.618 |
1,425.5 |
|
2.618 |
1,415.8 |
|
4.250 |
1,400.0 |
|
|
| Fisher Pivots for day following 22-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,446.1 |
1,440.6 |
| PP |
1,445.7 |
1,436.1 |
| S1 |
1,445.4 |
1,431.7 |
|