| Trading Metrics calculated at close of trading on 28-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2007 |
28-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
6,930.0 |
6,892.0 |
-38.0 |
-0.5% |
6,706.0 |
| High |
6,944.0 |
6,919.0 |
-25.0 |
-0.4% |
6,964.5 |
| Low |
6,895.0 |
6,844.5 |
-50.5 |
-0.7% |
6,688.5 |
| Close |
6,910.5 |
6,869.0 |
-41.5 |
-0.6% |
6,956.5 |
| Range |
49.0 |
74.5 |
25.5 |
52.0% |
276.0 |
| ATR |
108.3 |
105.9 |
-2.4 |
-2.2% |
0.0 |
| Volume |
176,341 |
201,136 |
24,795 |
14.1% |
907,824 |
|
| Daily Pivots for day following 28-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,101.0 |
7,059.5 |
6,910.0 |
|
| R3 |
7,026.5 |
6,985.0 |
6,889.5 |
|
| R2 |
6,952.0 |
6,952.0 |
6,882.7 |
|
| R1 |
6,910.5 |
6,910.5 |
6,875.8 |
6,894.0 |
| PP |
6,877.5 |
6,877.5 |
6,877.5 |
6,869.3 |
| S1 |
6,836.0 |
6,836.0 |
6,862.2 |
6,819.5 |
| S2 |
6,803.0 |
6,803.0 |
6,855.3 |
|
| S3 |
6,728.5 |
6,761.5 |
6,848.5 |
|
| S4 |
6,654.0 |
6,687.0 |
6,828.0 |
|
|
| 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 |
6,844.5 |
120.0 |
1.7% |
73.6 |
1.1% |
20% |
False |
True |
193,079 |
| 10 |
6,964.5 |
6,567.0 |
397.5 |
5.8% |
81.6 |
1.2% |
76% |
False |
False |
183,115 |
| 20 |
6,964.5 |
6,483.0 |
481.5 |
7.0% |
101.9 |
1.5% |
80% |
False |
False |
110,047 |
| 40 |
7,120.0 |
6,483.0 |
637.0 |
9.3% |
83.4 |
1.2% |
61% |
False |
False |
55,792 |
| 60 |
7,120.0 |
6,483.0 |
637.0 |
9.3% |
79.4 |
1.2% |
61% |
False |
False |
37,469 |
| 80 |
7,120.0 |
6,356.5 |
763.5 |
11.1% |
74.5 |
1.1% |
67% |
False |
False |
28,793 |
| 100 |
7,120.0 |
6,331.0 |
789.0 |
11.5% |
72.4 |
1.1% |
68% |
False |
False |
23,249 |
| 120 |
7,120.0 |
6,210.5 |
909.5 |
13.2% |
68.8 |
1.0% |
72% |
False |
False |
19,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,235.6 |
|
2.618 |
7,114.0 |
|
1.618 |
7,039.5 |
|
1.000 |
6,993.5 |
|
0.618 |
6,965.0 |
|
HIGH |
6,919.0 |
|
0.618 |
6,890.5 |
|
0.500 |
6,881.8 |
|
0.382 |
6,873.0 |
|
LOW |
6,844.5 |
|
0.618 |
6,798.5 |
|
1.000 |
6,770.0 |
|
1.618 |
6,724.0 |
|
2.618 |
6,649.5 |
|
4.250 |
6,527.9 |
|
|
| Fisher Pivots for day following 28-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,881.8 |
6,902.8 |
| PP |
6,877.5 |
6,891.5 |
| S1 |
6,873.3 |
6,880.3 |
|