| Trading Metrics calculated at close of trading on 13-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2007 |
13-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
6,807.0 |
6,780.0 |
-27.0 |
-0.4% |
6,543.5 |
| High |
6,820.0 |
6,790.0 |
-30.0 |
-0.4% |
6,812.0 |
| Low |
6,742.5 |
6,604.0 |
-138.5 |
-2.1% |
6,501.0 |
| Close |
6,787.0 |
6,695.0 |
-92.0 |
-1.4% |
6,778.5 |
| Range |
77.5 |
186.0 |
108.5 |
140.0% |
311.0 |
| ATR |
99.9 |
106.0 |
6.2 |
6.2% |
0.0 |
| Volume |
68,477 |
156,495 |
88,018 |
128.5% |
32,630 |
|
| Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,254.3 |
7,160.7 |
6,797.3 |
|
| R3 |
7,068.3 |
6,974.7 |
6,746.2 |
|
| R2 |
6,882.3 |
6,882.3 |
6,729.1 |
|
| R1 |
6,788.7 |
6,788.7 |
6,712.1 |
6,742.5 |
| PP |
6,696.3 |
6,696.3 |
6,696.3 |
6,673.3 |
| S1 |
6,602.7 |
6,602.7 |
6,678.0 |
6,556.5 |
| S2 |
6,510.3 |
6,510.3 |
6,660.9 |
|
| S3 |
6,324.3 |
6,416.7 |
6,643.9 |
|
| S4 |
6,138.3 |
6,230.7 |
6,592.7 |
|
|
| 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 |
6,604.0 |
216.0 |
3.2% |
96.1 |
1.4% |
42% |
False |
True |
49,861 |
| 10 |
6,850.0 |
6,501.0 |
349.0 |
5.2% |
118.0 |
1.8% |
56% |
False |
False |
26,346 |
| 20 |
7,120.0 |
6,501.0 |
619.0 |
9.2% |
97.8 |
1.5% |
31% |
False |
False |
14,305 |
| 40 |
7,120.0 |
6,501.0 |
619.0 |
9.2% |
80.8 |
1.2% |
31% |
False |
False |
7,502 |
| 60 |
7,120.0 |
6,501.0 |
619.0 |
9.2% |
73.7 |
1.1% |
31% |
False |
False |
5,487 |
| 80 |
7,120.0 |
6,331.0 |
789.0 |
11.8% |
73.4 |
1.1% |
46% |
False |
False |
4,760 |
| 100 |
7,120.0 |
6,331.0 |
789.0 |
11.8% |
68.6 |
1.0% |
46% |
False |
False |
3,901 |
| 120 |
7,120.0 |
6,020.0 |
1,100.0 |
16.4% |
65.5 |
1.0% |
61% |
False |
False |
3,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,580.5 |
|
2.618 |
7,276.9 |
|
1.618 |
7,090.9 |
|
1.000 |
6,976.0 |
|
0.618 |
6,904.9 |
|
HIGH |
6,790.0 |
|
0.618 |
6,718.9 |
|
0.500 |
6,697.0 |
|
0.382 |
6,675.1 |
|
LOW |
6,604.0 |
|
0.618 |
6,489.1 |
|
1.000 |
6,418.0 |
|
1.618 |
6,303.1 |
|
2.618 |
6,117.1 |
|
4.250 |
5,813.5 |
|
|
| Fisher Pivots for day following 13-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,697.0 |
6,712.0 |
| PP |
6,696.3 |
6,706.3 |
| S1 |
6,695.7 |
6,700.7 |
|