| Trading Metrics calculated at close of trading on 15-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
6,580.0 |
6,621.5 |
41.5 |
0.6% |
6,543.5 |
| High |
6,620.0 |
6,658.0 |
38.0 |
0.6% |
6,812.0 |
| Low |
6,483.0 |
6,567.0 |
84.0 |
1.3% |
6,501.0 |
| Close |
6,519.5 |
6,632.5 |
113.0 |
1.7% |
6,778.5 |
| Range |
137.0 |
91.0 |
-46.0 |
-33.6% |
311.0 |
| ATR |
113.6 |
115.4 |
1.8 |
1.6% |
0.0 |
| Volume |
108,463 |
117,308 |
8,845 |
8.2% |
32,630 |
|
| Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,892.2 |
6,853.3 |
6,682.6 |
|
| R3 |
6,801.2 |
6,762.3 |
6,657.5 |
|
| R2 |
6,710.2 |
6,710.2 |
6,649.2 |
|
| R1 |
6,671.3 |
6,671.3 |
6,640.8 |
6,690.8 |
| PP |
6,619.2 |
6,619.2 |
6,619.2 |
6,628.9 |
| S1 |
6,580.3 |
6,580.3 |
6,624.2 |
6,599.8 |
| S2 |
6,528.2 |
6,528.2 |
6,615.8 |
|
| S3 |
6,437.2 |
6,489.3 |
6,607.5 |
|
| S4 |
6,346.2 |
6,398.3 |
6,582.5 |
|
|
| 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 |
5.1% |
113.9 |
1.7% |
44% |
False |
False |
92,767 |
| 10 |
6,820.0 |
6,483.0 |
337.0 |
5.1% |
110.1 |
1.7% |
44% |
False |
False |
48,472 |
| 20 |
7,120.0 |
6,483.0 |
637.0 |
9.6% |
105.2 |
1.6% |
23% |
False |
False |
25,543 |
| 40 |
7,120.0 |
6,483.0 |
637.0 |
9.6% |
83.2 |
1.3% |
23% |
False |
False |
13,077 |
| 60 |
7,120.0 |
6,483.0 |
637.0 |
9.6% |
76.0 |
1.1% |
23% |
False |
False |
9,094 |
| 80 |
7,120.0 |
6,331.0 |
789.0 |
11.9% |
74.4 |
1.1% |
38% |
False |
False |
7,481 |
| 100 |
7,120.0 |
6,331.0 |
789.0 |
11.9% |
69.8 |
1.1% |
38% |
False |
False |
6,151 |
| 120 |
7,120.0 |
6,085.0 |
1,035.0 |
15.6% |
66.3 |
1.0% |
53% |
False |
False |
5,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,044.8 |
|
2.618 |
6,896.2 |
|
1.618 |
6,805.2 |
|
1.000 |
6,749.0 |
|
0.618 |
6,714.2 |
|
HIGH |
6,658.0 |
|
0.618 |
6,623.2 |
|
0.500 |
6,612.5 |
|
0.382 |
6,601.8 |
|
LOW |
6,567.0 |
|
0.618 |
6,510.8 |
|
1.000 |
6,476.0 |
|
1.618 |
6,419.8 |
|
2.618 |
6,328.8 |
|
4.250 |
6,180.3 |
|
|
| Fisher Pivots for day following 15-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,625.8 |
6,636.5 |
| PP |
6,619.2 |
6,635.2 |
| S1 |
6,612.5 |
6,633.8 |
|