| Trading Metrics calculated at close of trading on 14-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2007 |
14-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
6,255.5 |
6,096.0 |
-159.5 |
-2.5% |
6,017.5 |
| High |
6,256.0 |
6,103.5 |
-152.5 |
-2.4% |
6,275.5 |
| Low |
6,165.0 |
5,987.0 |
-178.0 |
-2.9% |
5,981.5 |
| Close |
6,175.0 |
6,030.0 |
-145.0 |
-2.3% |
6,269.0 |
| Range |
91.0 |
116.5 |
25.5 |
28.0% |
294.0 |
| ATR |
74.8 |
82.9 |
8.1 |
10.8% |
0.0 |
| Volume |
175,139 |
178,918 |
3,779 |
2.2% |
81,260 |
|
| Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,389.5 |
6,326.5 |
6,094.0 |
|
| R3 |
6,273.0 |
6,210.0 |
6,062.0 |
|
| R2 |
6,156.5 |
6,156.5 |
6,051.5 |
|
| R1 |
6,093.5 |
6,093.5 |
6,040.5 |
6,067.0 |
| PP |
6,040.0 |
6,040.0 |
6,040.0 |
6,027.0 |
| S1 |
5,977.0 |
5,977.0 |
6,019.5 |
5,950.0 |
| S2 |
5,923.5 |
5,923.5 |
6,008.5 |
|
| S3 |
5,807.0 |
5,860.5 |
5,998.0 |
|
| S4 |
5,690.5 |
5,744.0 |
5,966.0 |
|
|
| 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 |
6,297.5 |
5,987.0 |
310.5 |
5.1% |
78.5 |
1.3% |
14% |
False |
True |
105,435 |
| 10 |
6,297.5 |
5,981.5 |
316.0 |
5.2% |
89.0 |
1.5% |
15% |
False |
False |
55,845 |
| 20 |
6,458.5 |
5,981.5 |
477.0 |
7.9% |
73.0 |
1.2% |
10% |
False |
False |
28,812 |
| 40 |
6,458.5 |
5,981.5 |
477.0 |
7.9% |
56.0 |
0.9% |
10% |
False |
False |
14,502 |
| 60 |
6,458.5 |
5,981.5 |
477.0 |
7.9% |
47.5 |
0.8% |
10% |
False |
False |
9,936 |
| 80 |
6,458.5 |
5,981.5 |
477.0 |
7.9% |
37.5 |
0.6% |
10% |
False |
False |
7,522 |
| 100 |
6,458.5 |
5,981.5 |
477.0 |
7.9% |
30.5 |
0.5% |
10% |
False |
False |
6,024 |
| 120 |
6,458.5 |
5,868.0 |
590.5 |
9.8% |
25.5 |
0.4% |
27% |
False |
False |
5,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,598.5 |
|
2.618 |
6,408.5 |
|
1.618 |
6,292.0 |
|
1.000 |
6,220.0 |
|
0.618 |
6,175.5 |
|
HIGH |
6,103.5 |
|
0.618 |
6,059.0 |
|
0.500 |
6,045.0 |
|
0.382 |
6,031.5 |
|
LOW |
5,987.0 |
|
0.618 |
5,915.0 |
|
1.000 |
5,870.5 |
|
1.618 |
5,798.5 |
|
2.618 |
5,682.0 |
|
4.250 |
5,492.0 |
|
|
| Fisher Pivots for day following 14-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,045.0 |
6,142.0 |
| PP |
6,040.0 |
6,105.0 |
| S1 |
6,035.0 |
6,067.5 |
|