| Trading Metrics calculated at close of trading on 30-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2007 |
30-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
6,912.5 |
6,960.5 |
48.0 |
0.7% |
6,956.0 |
| High |
6,964.0 |
7,019.5 |
55.5 |
0.8% |
7,019.5 |
| Low |
6,901.5 |
6,937.0 |
35.5 |
0.5% |
6,844.5 |
| Close |
6,950.0 |
6,969.0 |
19.0 |
0.3% |
6,969.0 |
| Range |
62.5 |
82.5 |
20.0 |
32.0% |
175.0 |
| ATR |
105.1 |
103.5 |
-1.6 |
-1.5% |
0.0 |
| Volume |
167,379 |
206,423 |
39,044 |
23.3% |
943,282 |
|
| Daily Pivots for day following 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,222.7 |
7,178.3 |
7,014.4 |
|
| R3 |
7,140.2 |
7,095.8 |
6,991.7 |
|
| R2 |
7,057.7 |
7,057.7 |
6,984.1 |
|
| R1 |
7,013.3 |
7,013.3 |
6,976.6 |
7,035.5 |
| PP |
6,975.2 |
6,975.2 |
6,975.2 |
6,986.3 |
| S1 |
6,930.8 |
6,930.8 |
6,961.4 |
6,953.0 |
| S2 |
6,892.7 |
6,892.7 |
6,953.9 |
|
| S3 |
6,810.2 |
6,848.3 |
6,946.3 |
|
| S4 |
6,727.7 |
6,765.8 |
6,923.6 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,469.3 |
7,394.2 |
7,065.3 |
|
| R3 |
7,294.3 |
7,219.2 |
7,017.1 |
|
| R2 |
7,119.3 |
7,119.3 |
7,001.1 |
|
| R1 |
7,044.2 |
7,044.2 |
6,985.0 |
7,081.8 |
| PP |
6,944.3 |
6,944.3 |
6,944.3 |
6,963.1 |
| S1 |
6,869.2 |
6,869.2 |
6,953.0 |
6,906.8 |
| S2 |
6,769.3 |
6,769.3 |
6,936.9 |
|
| S3 |
6,594.3 |
6,694.2 |
6,920.9 |
|
| S4 |
6,419.3 |
6,519.2 |
6,872.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,019.5 |
6,844.5 |
175.0 |
2.5% |
74.2 |
1.1% |
71% |
True |
False |
188,656 |
| 10 |
7,019.5 |
6,688.5 |
331.0 |
4.7% |
78.0 |
1.1% |
85% |
True |
False |
185,110 |
| 20 |
7,019.5 |
6,483.0 |
536.5 |
7.7% |
90.9 |
1.3% |
91% |
True |
False |
128,551 |
| 40 |
7,120.0 |
6,483.0 |
637.0 |
9.1% |
84.7 |
1.2% |
76% |
False |
False |
65,105 |
| 60 |
7,120.0 |
6,483.0 |
637.0 |
9.1% |
79.7 |
1.1% |
76% |
False |
False |
43,684 |
| 80 |
7,120.0 |
6,470.0 |
650.0 |
9.3% |
74.2 |
1.1% |
77% |
False |
False |
33,449 |
| 100 |
7,120.0 |
6,331.0 |
789.0 |
11.3% |
72.6 |
1.0% |
81% |
False |
False |
26,979 |
| 120 |
7,120.0 |
6,239.5 |
880.5 |
12.6% |
69.1 |
1.0% |
83% |
False |
False |
22,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,370.1 |
|
2.618 |
7,235.5 |
|
1.618 |
7,153.0 |
|
1.000 |
7,102.0 |
|
0.618 |
7,070.5 |
|
HIGH |
7,019.5 |
|
0.618 |
6,988.0 |
|
0.500 |
6,978.3 |
|
0.382 |
6,968.5 |
|
LOW |
6,937.0 |
|
0.618 |
6,886.0 |
|
1.000 |
6,854.5 |
|
1.618 |
6,803.5 |
|
2.618 |
6,721.0 |
|
4.250 |
6,586.4 |
|
|
| Fisher Pivots for day following 30-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,978.3 |
6,956.7 |
| PP |
6,975.2 |
6,944.3 |
| S1 |
6,972.1 |
6,932.0 |
|