| Trading Metrics calculated at close of trading on 14-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2007 |
14-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
6,780.0 |
6,580.0 |
-200.0 |
-2.9% |
6,543.5 |
| High |
6,790.0 |
6,620.0 |
-170.0 |
-2.5% |
6,812.0 |
| Low |
6,604.0 |
6,483.0 |
-121.0 |
-1.8% |
6,501.0 |
| Close |
6,695.0 |
6,519.5 |
-175.5 |
-2.6% |
6,778.5 |
| Range |
186.0 |
137.0 |
-49.0 |
-26.3% |
311.0 |
| ATR |
106.0 |
113.6 |
7.6 |
7.1% |
0.0 |
| Volume |
156,495 |
108,463 |
-48,032 |
-30.7% |
32,630 |
|
| Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,951.8 |
6,872.7 |
6,594.9 |
|
| R3 |
6,814.8 |
6,735.7 |
6,557.2 |
|
| R2 |
6,677.8 |
6,677.8 |
6,544.6 |
|
| R1 |
6,598.7 |
6,598.7 |
6,532.1 |
6,569.8 |
| PP |
6,540.8 |
6,540.8 |
6,540.8 |
6,526.4 |
| S1 |
6,461.7 |
6,461.7 |
6,506.9 |
6,432.8 |
| S2 |
6,403.8 |
6,403.8 |
6,494.4 |
|
| S3 |
6,266.8 |
6,324.7 |
6,481.8 |
|
| S4 |
6,129.8 |
6,187.7 |
6,444.2 |
|
|
| 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 |
6,483.0 |
337.0 |
5.2% |
111.7 |
1.7% |
11% |
False |
True |
70,802 |
| 10 |
6,830.0 |
6,483.0 |
347.0 |
5.3% |
122.2 |
1.9% |
11% |
False |
True |
36,979 |
| 20 |
7,120.0 |
6,483.0 |
637.0 |
9.8% |
101.6 |
1.6% |
6% |
False |
True |
19,692 |
| 40 |
7,120.0 |
6,483.0 |
637.0 |
9.8% |
82.8 |
1.3% |
6% |
False |
True |
10,177 |
| 60 |
7,120.0 |
6,483.0 |
637.0 |
9.8% |
75.2 |
1.2% |
6% |
False |
True |
7,219 |
| 80 |
7,120.0 |
6,331.0 |
789.0 |
12.1% |
74.4 |
1.1% |
24% |
False |
False |
6,082 |
| 100 |
7,120.0 |
6,331.0 |
789.0 |
12.1% |
69.6 |
1.1% |
24% |
False |
False |
4,982 |
| 120 |
7,120.0 |
6,026.0 |
1,094.0 |
16.8% |
66.1 |
1.0% |
45% |
False |
False |
4,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,202.3 |
|
2.618 |
6,978.7 |
|
1.618 |
6,841.7 |
|
1.000 |
6,757.0 |
|
0.618 |
6,704.7 |
|
HIGH |
6,620.0 |
|
0.618 |
6,567.7 |
|
0.500 |
6,551.5 |
|
0.382 |
6,535.3 |
|
LOW |
6,483.0 |
|
0.618 |
6,398.3 |
|
1.000 |
6,346.0 |
|
1.618 |
6,261.3 |
|
2.618 |
6,124.3 |
|
4.250 |
5,900.8 |
|
|
| Fisher Pivots for day following 14-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,551.5 |
6,651.5 |
| PP |
6,540.8 |
6,607.5 |
| S1 |
6,530.2 |
6,563.5 |
|