| Trading Metrics calculated at close of trading on 29-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2007 |
29-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,440.4 |
1,429.7 |
-10.7 |
-0.7% |
1,398.0 |
| High |
1,440.6 |
1,438.3 |
-2.3 |
-0.2% |
1,451.0 |
| Low |
1,424.0 |
1,423.1 |
-0.9 |
-0.1% |
1,394.8 |
| Close |
1,429.6 |
1,431.5 |
1.9 |
0.1% |
1,447.0 |
| Range |
16.6 |
15.2 |
-1.4 |
-8.4% |
56.2 |
| ATR |
15.8 |
15.7 |
0.0 |
-0.3% |
0.0 |
| Volume |
27,867 |
31,172 |
3,305 |
11.9% |
185,589 |
|
| Daily Pivots for day following 29-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.6 |
1,469.2 |
1,439.9 |
|
| R3 |
1,461.4 |
1,454.0 |
1,435.7 |
|
| R2 |
1,446.2 |
1,446.2 |
1,434.3 |
|
| R1 |
1,438.8 |
1,438.8 |
1,432.9 |
1,442.5 |
| PP |
1,431.0 |
1,431.0 |
1,431.0 |
1,432.8 |
| S1 |
1,423.6 |
1,423.6 |
1,430.1 |
1,427.3 |
| S2 |
1,415.8 |
1,415.8 |
1,428.7 |
|
| S3 |
1,400.6 |
1,408.4 |
1,427.3 |
|
| S4 |
1,385.4 |
1,393.2 |
1,423.1 |
|
|
| Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,599.5 |
1,579.5 |
1,477.9 |
|
| R3 |
1,543.3 |
1,523.3 |
1,462.5 |
|
| R2 |
1,487.1 |
1,487.1 |
1,457.3 |
|
| R1 |
1,467.1 |
1,467.1 |
1,452.2 |
1,477.1 |
| PP |
1,430.9 |
1,430.9 |
1,430.9 |
1,436.0 |
| S1 |
1,410.9 |
1,410.9 |
1,441.8 |
1,420.9 |
| S2 |
1,374.7 |
1,374.7 |
1,436.7 |
|
| S3 |
1,318.5 |
1,354.7 |
1,431.5 |
|
| S4 |
1,262.3 |
1,298.5 |
1,416.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,451.0 |
1,423.1 |
27.9 |
1.9% |
12.8 |
0.9% |
30% |
False |
True |
32,365 |
| 10 |
1,451.0 |
1,394.8 |
56.2 |
3.9% |
14.9 |
1.0% |
65% |
False |
False |
38,425 |
| 20 |
1,451.0 |
1,375.9 |
75.1 |
5.2% |
16.2 |
1.1% |
74% |
False |
False |
61,642 |
| 40 |
1,477.5 |
1,375.9 |
101.6 |
7.1% |
13.6 |
1.0% |
55% |
False |
False |
32,859 |
| 60 |
1,477.5 |
1,375.9 |
101.6 |
7.1% |
12.0 |
0.8% |
55% |
False |
False |
22,512 |
| 80 |
1,477.5 |
1,375.9 |
101.6 |
7.1% |
10.1 |
0.7% |
55% |
False |
False |
17,190 |
| 100 |
1,477.5 |
1,375.9 |
101.6 |
7.1% |
8.2 |
0.6% |
55% |
False |
False |
13,819 |
| 120 |
1,477.5 |
1,375.9 |
101.6 |
7.1% |
7.1 |
0.5% |
55% |
False |
False |
11,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,502.9 |
|
2.618 |
1,478.1 |
|
1.618 |
1,462.9 |
|
1.000 |
1,453.5 |
|
0.618 |
1,447.7 |
|
HIGH |
1,438.3 |
|
0.618 |
1,432.5 |
|
0.500 |
1,430.7 |
|
0.382 |
1,428.9 |
|
LOW |
1,423.1 |
|
0.618 |
1,413.7 |
|
1.000 |
1,407.9 |
|
1.618 |
1,398.5 |
|
2.618 |
1,383.3 |
|
4.250 |
1,358.5 |
|
|
| Fisher Pivots for day following 29-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,431.2 |
1,434.6 |
| PP |
1,431.0 |
1,433.5 |
| S1 |
1,430.7 |
1,432.5 |
|