| Trading Metrics calculated at close of trading on 29-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2007 |
29-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
6,892.0 |
6,912.5 |
20.5 |
0.3% |
6,706.0 |
| High |
6,919.0 |
6,964.0 |
45.0 |
0.7% |
6,964.5 |
| Low |
6,844.5 |
6,901.5 |
57.0 |
0.8% |
6,688.5 |
| Close |
6,869.0 |
6,950.0 |
81.0 |
1.2% |
6,956.5 |
| Range |
74.5 |
62.5 |
-12.0 |
-16.1% |
276.0 |
| ATR |
105.9 |
105.1 |
-0.8 |
-0.7% |
0.0 |
| Volume |
201,136 |
167,379 |
-33,757 |
-16.8% |
907,824 |
|
| Daily Pivots for day following 29-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,126.0 |
7,100.5 |
6,984.4 |
|
| R3 |
7,063.5 |
7,038.0 |
6,967.2 |
|
| R2 |
7,001.0 |
7,001.0 |
6,961.5 |
|
| R1 |
6,975.5 |
6,975.5 |
6,955.7 |
6,988.3 |
| PP |
6,938.5 |
6,938.5 |
6,938.5 |
6,944.9 |
| S1 |
6,913.0 |
6,913.0 |
6,944.3 |
6,925.8 |
| S2 |
6,876.0 |
6,876.0 |
6,938.5 |
|
| S3 |
6,813.5 |
6,850.5 |
6,932.8 |
|
| S4 |
6,751.0 |
6,788.0 |
6,915.6 |
|
|
| 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 |
6,844.5 |
120.0 |
1.7% |
73.3 |
1.1% |
88% |
False |
False |
181,796 |
| 10 |
6,964.5 |
6,585.5 |
379.0 |
5.5% |
78.7 |
1.1% |
96% |
False |
False |
188,122 |
| 20 |
6,964.5 |
6,483.0 |
481.5 |
6.9% |
94.4 |
1.4% |
97% |
False |
False |
118,297 |
| 40 |
7,120.0 |
6,483.0 |
637.0 |
9.2% |
83.7 |
1.2% |
73% |
False |
False |
59,957 |
| 60 |
7,120.0 |
6,483.0 |
637.0 |
9.2% |
79.5 |
1.1% |
73% |
False |
False |
40,252 |
| 80 |
7,120.0 |
6,412.0 |
708.0 |
10.2% |
74.4 |
1.1% |
76% |
False |
False |
30,878 |
| 100 |
7,120.0 |
6,331.0 |
789.0 |
11.4% |
72.1 |
1.0% |
78% |
False |
False |
24,917 |
| 120 |
7,120.0 |
6,218.0 |
902.0 |
13.0% |
69.0 |
1.0% |
81% |
False |
False |
20,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,229.6 |
|
2.618 |
7,127.6 |
|
1.618 |
7,065.1 |
|
1.000 |
7,026.5 |
|
0.618 |
7,002.6 |
|
HIGH |
6,964.0 |
|
0.618 |
6,940.1 |
|
0.500 |
6,932.8 |
|
0.382 |
6,925.4 |
|
LOW |
6,901.5 |
|
0.618 |
6,862.9 |
|
1.000 |
6,839.0 |
|
1.618 |
6,800.4 |
|
2.618 |
6,737.9 |
|
4.250 |
6,635.9 |
|
|
| Fisher Pivots for day following 29-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,944.3 |
6,934.8 |
| PP |
6,938.5 |
6,919.5 |
| S1 |
6,932.8 |
6,904.3 |
|