| Trading Metrics calculated at close of trading on 27-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2007 |
27-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
6,956.0 |
6,930.0 |
-26.0 |
-0.4% |
6,706.0 |
| High |
6,961.0 |
6,944.0 |
-17.0 |
-0.2% |
6,964.5 |
| Low |
6,858.5 |
6,895.0 |
36.5 |
0.5% |
6,688.5 |
| Close |
6,885.5 |
6,910.5 |
25.0 |
0.4% |
6,956.5 |
| Range |
102.5 |
49.0 |
-53.5 |
-52.2% |
276.0 |
| ATR |
112.2 |
108.3 |
-3.8 |
-3.4% |
0.0 |
| Volume |
192,003 |
176,341 |
-15,662 |
-8.2% |
907,824 |
|
| Daily Pivots for day following 27-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,063.5 |
7,036.0 |
6,937.5 |
|
| R3 |
7,014.5 |
6,987.0 |
6,924.0 |
|
| R2 |
6,965.5 |
6,965.5 |
6,919.5 |
|
| R1 |
6,938.0 |
6,938.0 |
6,915.0 |
6,927.3 |
| PP |
6,916.5 |
6,916.5 |
6,916.5 |
6,911.1 |
| S1 |
6,889.0 |
6,889.0 |
6,906.0 |
6,878.3 |
| S2 |
6,867.5 |
6,867.5 |
6,901.5 |
|
| S3 |
6,818.5 |
6,840.0 |
6,897.0 |
|
| S4 |
6,769.5 |
6,791.0 |
6,883.6 |
|
|
| Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,697.8 |
7,603.2 |
7,108.3 |
|
| R3 |
7,421.8 |
7,327.2 |
7,032.4 |
|
| R2 |
7,145.8 |
7,145.8 |
7,007.1 |
|
| R1 |
7,051.2 |
7,051.2 |
6,981.8 |
7,098.5 |
| PP |
6,869.8 |
6,869.8 |
6,869.8 |
6,893.5 |
| S1 |
6,775.2 |
6,775.2 |
6,931.2 |
6,822.5 |
| S2 |
6,593.8 |
6,593.8 |
6,905.9 |
|
| S3 |
6,317.8 |
6,499.2 |
6,880.6 |
|
| S4 |
6,041.8 |
6,223.2 |
6,804.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,964.5 |
6,745.0 |
219.5 |
3.2% |
87.5 |
1.3% |
75% |
False |
False |
187,577 |
| 10 |
6,964.5 |
6,483.0 |
481.5 |
7.0% |
87.8 |
1.3% |
89% |
False |
False |
173,848 |
| 20 |
6,964.5 |
6,483.0 |
481.5 |
7.0% |
102.9 |
1.5% |
89% |
False |
False |
100,097 |
| 40 |
7,120.0 |
6,483.0 |
637.0 |
9.2% |
83.3 |
1.2% |
67% |
False |
False |
50,777 |
| 60 |
7,120.0 |
6,483.0 |
637.0 |
9.2% |
79.4 |
1.1% |
67% |
False |
False |
34,128 |
| 80 |
7,120.0 |
6,331.0 |
789.0 |
11.4% |
75.6 |
1.1% |
73% |
False |
False |
26,285 |
| 100 |
7,120.0 |
6,331.0 |
789.0 |
11.4% |
72.2 |
1.0% |
73% |
False |
False |
21,239 |
| 120 |
7,120.0 |
6,209.5 |
910.5 |
13.2% |
68.5 |
1.0% |
77% |
False |
False |
17,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,152.3 |
|
2.618 |
7,072.3 |
|
1.618 |
7,023.3 |
|
1.000 |
6,993.0 |
|
0.618 |
6,974.3 |
|
HIGH |
6,944.0 |
|
0.618 |
6,925.3 |
|
0.500 |
6,919.5 |
|
0.382 |
6,913.7 |
|
LOW |
6,895.0 |
|
0.618 |
6,864.7 |
|
1.000 |
6,846.0 |
|
1.618 |
6,815.7 |
|
2.618 |
6,766.7 |
|
4.250 |
6,686.8 |
|
|
| Fisher Pivots for day following 27-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,919.5 |
6,911.5 |
| PP |
6,916.5 |
6,911.2 |
| S1 |
6,913.5 |
6,910.8 |
|