| Trading Metrics calculated at close of trading on 23-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2007 |
23-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
6,359.0 |
6,344.0 |
-15.0 |
-0.2% |
6,192.5 |
| High |
6,364.0 |
6,376.5 |
12.5 |
0.2% |
6,376.5 |
| Low |
6,307.5 |
6,319.0 |
11.5 |
0.2% |
6,155.0 |
| Close |
6,335.0 |
6,362.0 |
27.0 |
0.4% |
6,362.0 |
| Range |
56.5 |
57.5 |
1.0 |
1.8% |
221.5 |
| ATR |
82.9 |
81.0 |
-1.8 |
-2.2% |
0.0 |
| Volume |
115,803 |
81,924 |
-33,879 |
-29.3% |
458,766 |
|
| Daily Pivots for day following 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,525.0 |
6,501.0 |
6,393.5 |
|
| R3 |
6,467.5 |
6,443.5 |
6,378.0 |
|
| R2 |
6,410.0 |
6,410.0 |
6,372.5 |
|
| R1 |
6,386.0 |
6,386.0 |
6,367.5 |
6,398.0 |
| PP |
6,352.5 |
6,352.5 |
6,352.5 |
6,358.5 |
| S1 |
6,328.5 |
6,328.5 |
6,356.5 |
6,340.5 |
| S2 |
6,295.0 |
6,295.0 |
6,351.5 |
|
| S3 |
6,237.5 |
6,271.0 |
6,346.0 |
|
| S4 |
6,180.0 |
6,213.5 |
6,330.5 |
|
|
| Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,962.5 |
6,883.5 |
6,484.0 |
|
| R3 |
6,741.0 |
6,662.0 |
6,423.0 |
|
| R2 |
6,519.5 |
6,519.5 |
6,402.5 |
|
| R1 |
6,440.5 |
6,440.5 |
6,382.5 |
6,480.0 |
| PP |
6,298.0 |
6,298.0 |
6,298.0 |
6,317.5 |
| S1 |
6,219.0 |
6,219.0 |
6,341.5 |
6,258.5 |
| S2 |
6,076.5 |
6,076.5 |
6,321.5 |
|
| S3 |
5,855.0 |
5,997.5 |
6,301.0 |
|
| S4 |
5,633.5 |
5,776.0 |
6,240.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,376.5 |
6,155.0 |
221.5 |
3.5% |
67.0 |
1.1% |
93% |
True |
False |
91,753 |
| 10 |
6,376.5 |
5,987.0 |
389.5 |
6.1% |
73.5 |
1.2% |
96% |
True |
False |
118,683 |
| 20 |
6,448.0 |
5,981.5 |
466.5 |
7.3% |
81.0 |
1.3% |
82% |
False |
False |
64,270 |
| 40 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
59.0 |
0.9% |
80% |
False |
False |
32,239 |
| 60 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
54.5 |
0.9% |
80% |
False |
False |
21,793 |
| 80 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
43.0 |
0.7% |
80% |
False |
False |
16,378 |
| 100 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
35.0 |
0.6% |
80% |
False |
False |
13,139 |
| 120 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
29.5 |
0.5% |
80% |
False |
False |
10,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,621.0 |
|
2.618 |
6,527.0 |
|
1.618 |
6,469.5 |
|
1.000 |
6,434.0 |
|
0.618 |
6,412.0 |
|
HIGH |
6,376.5 |
|
0.618 |
6,354.5 |
|
0.500 |
6,348.0 |
|
0.382 |
6,341.0 |
|
LOW |
6,319.0 |
|
0.618 |
6,283.5 |
|
1.000 |
6,261.5 |
|
1.618 |
6,226.0 |
|
2.618 |
6,168.5 |
|
4.250 |
6,074.5 |
|
|
| Fisher Pivots for day following 23-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,357.0 |
6,341.5 |
| PP |
6,352.5 |
6,321.0 |
| S1 |
6,348.0 |
6,301.0 |
|