| 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 |
6,767.5 |
6,807.0 |
39.5 |
0.6% |
6,543.5 |
| High |
6,812.0 |
6,820.0 |
8.0 |
0.1% |
6,812.0 |
| Low |
6,734.0 |
6,742.5 |
8.5 |
0.1% |
6,501.0 |
| Close |
6,778.5 |
6,787.0 |
8.5 |
0.1% |
6,778.5 |
| Range |
78.0 |
77.5 |
-0.5 |
-0.6% |
311.0 |
| ATR |
101.6 |
99.9 |
-1.7 |
-1.7% |
0.0 |
| Volume |
13,095 |
68,477 |
55,382 |
422.9% |
32,630 |
|
| Daily Pivots for day following 12-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,015.7 |
6,978.8 |
6,829.6 |
|
| R3 |
6,938.2 |
6,901.3 |
6,808.3 |
|
| R2 |
6,860.7 |
6,860.7 |
6,801.2 |
|
| R1 |
6,823.8 |
6,823.8 |
6,794.1 |
6,803.5 |
| PP |
6,783.2 |
6,783.2 |
6,783.2 |
6,773.0 |
| S1 |
6,746.3 |
6,746.3 |
6,779.9 |
6,726.0 |
| S2 |
6,705.7 |
6,705.7 |
6,772.8 |
|
| S3 |
6,628.2 |
6,668.8 |
6,765.7 |
|
| S4 |
6,550.7 |
6,591.3 |
6,744.4 |
|
|
| 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 |
6,820.0 |
6,607.0 |
213.0 |
3.1% |
80.5 |
1.2% |
85% |
True |
False |
18,979 |
| 10 |
7,090.0 |
6,501.0 |
589.0 |
8.7% |
137.8 |
2.0% |
49% |
False |
False |
11,804 |
| 20 |
7,120.0 |
6,501.0 |
619.0 |
9.1% |
90.8 |
1.3% |
46% |
False |
False |
6,495 |
| 40 |
7,120.0 |
6,501.0 |
619.0 |
9.1% |
77.1 |
1.1% |
46% |
False |
False |
3,602 |
| 60 |
7,120.0 |
6,501.0 |
619.0 |
9.1% |
71.4 |
1.1% |
46% |
False |
False |
3,074 |
| 80 |
7,120.0 |
6,331.0 |
789.0 |
11.6% |
71.5 |
1.1% |
58% |
False |
False |
2,817 |
| 100 |
7,120.0 |
6,309.0 |
811.0 |
11.9% |
67.1 |
1.0% |
59% |
False |
False |
2,337 |
| 120 |
7,120.0 |
6,020.0 |
1,100.0 |
16.2% |
64.5 |
1.0% |
70% |
False |
False |
1,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,149.4 |
|
2.618 |
7,022.9 |
|
1.618 |
6,945.4 |
|
1.000 |
6,897.5 |
|
0.618 |
6,867.9 |
|
HIGH |
6,820.0 |
|
0.618 |
6,790.4 |
|
0.500 |
6,781.3 |
|
0.382 |
6,772.1 |
|
LOW |
6,742.5 |
|
0.618 |
6,694.6 |
|
1.000 |
6,665.0 |
|
1.618 |
6,617.1 |
|
2.618 |
6,539.6 |
|
4.250 |
6,413.1 |
|
|
| Fisher Pivots for day following 12-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,785.1 |
6,779.7 |
| PP |
6,783.2 |
6,772.3 |
| S1 |
6,781.3 |
6,765.0 |
|