| Trading Metrics calculated at close of trading on 09-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2007 |
09-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
6,200.5 |
6,239.0 |
38.5 |
0.6% |
6,017.5 |
| High |
6,260.0 |
6,275.5 |
15.5 |
0.2% |
6,275.5 |
| Low |
6,200.5 |
6,210.5 |
10.0 |
0.2% |
5,981.5 |
| Close |
6,243.5 |
6,269.0 |
25.5 |
0.4% |
6,269.0 |
| Range |
59.5 |
65.0 |
5.5 |
9.2% |
294.0 |
| ATR |
75.3 |
74.6 |
-0.7 |
-1.0% |
0.0 |
| Volume |
23,770 |
28,114 |
4,344 |
18.3% |
81,260 |
|
| Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,446.5 |
6,423.0 |
6,305.0 |
|
| R3 |
6,381.5 |
6,358.0 |
6,287.0 |
|
| R2 |
6,316.5 |
6,316.5 |
6,281.0 |
|
| R1 |
6,293.0 |
6,293.0 |
6,275.0 |
6,305.0 |
| PP |
6,251.5 |
6,251.5 |
6,251.5 |
6,257.5 |
| S1 |
6,228.0 |
6,228.0 |
6,263.0 |
6,240.0 |
| S2 |
6,186.5 |
6,186.5 |
6,257.0 |
|
| S3 |
6,121.5 |
6,163.0 |
6,251.0 |
|
| S4 |
6,056.5 |
6,098.0 |
6,233.0 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,057.5 |
6,957.0 |
6,430.5 |
|
| R3 |
6,763.5 |
6,663.0 |
6,350.0 |
|
| R2 |
6,469.5 |
6,469.5 |
6,323.0 |
|
| R1 |
6,369.0 |
6,369.0 |
6,296.0 |
6,419.0 |
| PP |
6,175.5 |
6,175.5 |
6,175.5 |
6,200.5 |
| S1 |
6,075.0 |
6,075.0 |
6,242.0 |
6,125.0 |
| S2 |
5,881.5 |
5,881.5 |
6,215.0 |
|
| S3 |
5,587.5 |
5,781.0 |
6,188.0 |
|
| S4 |
5,293.5 |
5,487.0 |
6,107.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,275.5 |
5,981.5 |
294.0 |
4.7% |
71.0 |
1.1% |
98% |
True |
False |
16,252 |
| 10 |
6,448.0 |
5,981.5 |
466.5 |
7.4% |
88.5 |
1.4% |
62% |
False |
False |
9,857 |
| 20 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
64.0 |
1.0% |
60% |
False |
False |
5,074 |
| 40 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
52.5 |
0.8% |
60% |
False |
False |
2,631 |
| 60 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
43.5 |
0.7% |
60% |
False |
False |
2,014 |
| 80 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
34.5 |
0.5% |
60% |
False |
False |
1,587 |
| 100 |
6,458.5 |
5,981.5 |
477.0 |
7.6% |
28.0 |
0.4% |
60% |
False |
False |
1,276 |
| 120 |
6,458.5 |
5,868.0 |
590.5 |
9.4% |
23.5 |
0.4% |
68% |
False |
False |
1,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,552.0 |
|
2.618 |
6,445.5 |
|
1.618 |
6,380.5 |
|
1.000 |
6,340.5 |
|
0.618 |
6,315.5 |
|
HIGH |
6,275.5 |
|
0.618 |
6,250.5 |
|
0.500 |
6,243.0 |
|
0.382 |
6,235.5 |
|
LOW |
6,210.5 |
|
0.618 |
6,170.5 |
|
1.000 |
6,145.5 |
|
1.618 |
6,105.5 |
|
2.618 |
6,040.5 |
|
4.250 |
5,934.0 |
|
|
| Fisher Pivots for day following 09-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,260.5 |
6,247.0 |
| PP |
6,251.5 |
6,224.5 |
| S1 |
6,243.0 |
6,202.5 |
|