| 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 |
6,739.5 |
6,767.5 |
28.0 |
0.4% |
6,543.5 |
| High |
6,790.0 |
6,812.0 |
22.0 |
0.3% |
6,812.0 |
| Low |
6,710.0 |
6,734.0 |
24.0 |
0.4% |
6,501.0 |
| Close |
6,770.5 |
6,778.5 |
8.0 |
0.1% |
6,778.5 |
| Range |
80.0 |
78.0 |
-2.0 |
-2.5% |
311.0 |
| ATR |
103.4 |
101.6 |
-1.8 |
-1.8% |
0.0 |
| Volume |
7,480 |
13,095 |
5,615 |
75.1% |
32,630 |
|
| Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,008.8 |
6,971.7 |
6,821.4 |
|
| R3 |
6,930.8 |
6,893.7 |
6,800.0 |
|
| R2 |
6,852.8 |
6,852.8 |
6,792.8 |
|
| R1 |
6,815.7 |
6,815.7 |
6,785.7 |
6,834.3 |
| PP |
6,774.8 |
6,774.8 |
6,774.8 |
6,784.1 |
| S1 |
6,737.7 |
6,737.7 |
6,771.4 |
6,756.3 |
| S2 |
6,696.8 |
6,696.8 |
6,764.2 |
|
| S3 |
6,618.8 |
6,659.7 |
6,757.1 |
|
| S4 |
6,540.8 |
6,581.7 |
6,735.6 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,630.2 |
7,515.3 |
6,949.6 |
|
| R3 |
7,319.2 |
7,204.3 |
6,864.0 |
|
| R2 |
7,008.2 |
7,008.2 |
6,835.5 |
|
| R1 |
6,893.3 |
6,893.3 |
6,807.0 |
6,950.8 |
| PP |
6,697.2 |
6,697.2 |
6,697.2 |
6,725.9 |
| S1 |
6,582.3 |
6,582.3 |
6,750.0 |
6,639.8 |
| S2 |
6,386.2 |
6,386.2 |
6,721.5 |
|
| S3 |
6,075.2 |
6,271.3 |
6,693.0 |
|
| S4 |
5,764.2 |
5,960.3 |
6,607.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,812.0 |
6,501.0 |
311.0 |
4.6% |
91.2 |
1.3% |
89% |
True |
False |
6,526 |
| 10 |
7,120.0 |
6,501.0 |
619.0 |
9.1% |
134.0 |
2.0% |
45% |
False |
False |
5,105 |
| 20 |
7,120.0 |
6,501.0 |
619.0 |
9.1% |
89.0 |
1.3% |
45% |
False |
False |
3,087 |
| 40 |
7,120.0 |
6,501.0 |
619.0 |
9.1% |
75.7 |
1.1% |
45% |
False |
False |
1,924 |
| 60 |
7,120.0 |
6,501.0 |
619.0 |
9.1% |
71.4 |
1.1% |
45% |
False |
False |
2,071 |
| 80 |
7,120.0 |
6,331.0 |
789.0 |
11.6% |
70.9 |
1.0% |
57% |
False |
False |
1,968 |
| 100 |
7,120.0 |
6,294.0 |
826.0 |
12.2% |
67.0 |
1.0% |
59% |
False |
False |
1,657 |
| 120 |
7,120.0 |
6,020.0 |
1,100.0 |
16.2% |
64.5 |
1.0% |
69% |
False |
False |
1,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,143.5 |
|
2.618 |
7,016.2 |
|
1.618 |
6,938.2 |
|
1.000 |
6,890.0 |
|
0.618 |
6,860.2 |
|
HIGH |
6,812.0 |
|
0.618 |
6,782.2 |
|
0.500 |
6,773.0 |
|
0.382 |
6,763.8 |
|
LOW |
6,734.0 |
|
0.618 |
6,685.8 |
|
1.000 |
6,656.0 |
|
1.618 |
6,607.8 |
|
2.618 |
6,529.8 |
|
4.250 |
6,402.5 |
|
|
| Fisher Pivots for day following 09-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,776.7 |
6,763.5 |
| PP |
6,774.8 |
6,748.5 |
| S1 |
6,773.0 |
6,733.5 |
|