| Trading Metrics calculated at close of trading on 15-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
6,096.0 |
6,105.0 |
9.0 |
0.1% |
6,017.5 |
| High |
6,103.5 |
6,161.5 |
58.0 |
1.0% |
6,275.5 |
| Low |
5,987.0 |
6,083.5 |
96.5 |
1.6% |
5,981.5 |
| Close |
6,030.0 |
6,138.5 |
108.5 |
1.8% |
6,269.0 |
| Range |
116.5 |
78.0 |
-38.5 |
-33.0% |
294.0 |
| ATR |
82.9 |
86.4 |
3.5 |
4.2% |
0.0 |
| Volume |
178,918 |
124,977 |
-53,941 |
-30.1% |
81,260 |
|
| Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,362.0 |
6,328.0 |
6,181.5 |
|
| R3 |
6,284.0 |
6,250.0 |
6,160.0 |
|
| R2 |
6,206.0 |
6,206.0 |
6,153.0 |
|
| R1 |
6,172.0 |
6,172.0 |
6,145.5 |
6,189.0 |
| PP |
6,128.0 |
6,128.0 |
6,128.0 |
6,136.0 |
| S1 |
6,094.0 |
6,094.0 |
6,131.5 |
6,111.0 |
| S2 |
6,050.0 |
6,050.0 |
6,124.0 |
|
| S3 |
5,972.0 |
6,016.0 |
6,117.0 |
|
| S4 |
5,894.0 |
5,938.0 |
6,095.5 |
|
|
| 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% |
82.5 |
1.3% |
49% |
False |
False |
125,676 |
| 10 |
6,297.5 |
5,981.5 |
316.0 |
5.1% |
77.5 |
1.3% |
50% |
False |
False |
68,219 |
| 20 |
6,458.5 |
5,981.5 |
477.0 |
7.8% |
75.0 |
1.2% |
33% |
False |
False |
35,054 |
| 40 |
6,458.5 |
5,981.5 |
477.0 |
7.8% |
57.5 |
0.9% |
33% |
False |
False |
17,625 |
| 60 |
6,458.5 |
5,981.5 |
477.0 |
7.8% |
49.0 |
0.8% |
33% |
False |
False |
12,019 |
| 80 |
6,458.5 |
5,981.5 |
477.0 |
7.8% |
38.5 |
0.6% |
33% |
False |
False |
9,084 |
| 100 |
6,458.5 |
5,981.5 |
477.0 |
7.8% |
31.5 |
0.5% |
33% |
False |
False |
7,274 |
| 120 |
6,458.5 |
5,868.0 |
590.5 |
9.6% |
26.0 |
0.4% |
46% |
False |
False |
6,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,493.0 |
|
2.618 |
6,365.5 |
|
1.618 |
6,287.5 |
|
1.000 |
6,239.5 |
|
0.618 |
6,209.5 |
|
HIGH |
6,161.5 |
|
0.618 |
6,131.5 |
|
0.500 |
6,122.5 |
|
0.382 |
6,113.5 |
|
LOW |
6,083.5 |
|
0.618 |
6,035.5 |
|
1.000 |
6,005.5 |
|
1.618 |
5,957.5 |
|
2.618 |
5,879.5 |
|
4.250 |
5,752.0 |
|
|
| Fisher Pivots for day following 15-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,133.0 |
6,133.0 |
| PP |
6,128.0 |
6,127.0 |
| S1 |
6,122.5 |
6,121.5 |
|