| Trading Metrics calculated at close of trading on 29-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2007 |
29-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
6,295.0 |
6,306.0 |
11.0 |
0.2% |
6,192.5 |
| High |
6,327.5 |
6,358.5 |
31.0 |
0.5% |
6,376.5 |
| Low |
6,270.0 |
6,303.0 |
33.0 |
0.5% |
6,155.0 |
| Close |
6,290.0 |
6,353.0 |
63.0 |
1.0% |
6,362.0 |
| Range |
57.5 |
55.5 |
-2.0 |
-3.5% |
221.5 |
| ATR |
78.1 |
77.4 |
-0.7 |
-0.9% |
0.0 |
| Volume |
95,114 |
83,300 |
-11,814 |
-12.4% |
458,766 |
|
| Daily Pivots for day following 29-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,504.5 |
6,484.5 |
6,383.5 |
|
| R3 |
6,449.0 |
6,429.0 |
6,368.5 |
|
| R2 |
6,393.5 |
6,393.5 |
6,363.0 |
|
| R1 |
6,373.5 |
6,373.5 |
6,358.0 |
6,383.5 |
| PP |
6,338.0 |
6,338.0 |
6,338.0 |
6,343.0 |
| S1 |
6,318.0 |
6,318.0 |
6,348.0 |
6,328.0 |
| S2 |
6,282.5 |
6,282.5 |
6,343.0 |
|
| S3 |
6,227.0 |
6,262.5 |
6,337.5 |
|
| S4 |
6,171.5 |
6,207.0 |
6,322.5 |
|
|
| 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 |
6,379.5 |
6,270.0 |
109.5 |
1.7% |
63.0 |
1.0% |
76% |
False |
False |
83,968 |
| 10 |
6,379.5 |
6,107.0 |
272.5 |
4.3% |
64.5 |
1.0% |
90% |
False |
False |
92,448 |
| 20 |
6,379.5 |
5,981.5 |
398.0 |
6.3% |
71.0 |
1.1% |
93% |
False |
False |
80,334 |
| 40 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
61.5 |
1.0% |
78% |
False |
False |
40,675 |
| 60 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
57.5 |
0.9% |
78% |
False |
False |
27,193 |
| 80 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
45.5 |
0.7% |
78% |
False |
False |
20,585 |
| 100 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
37.5 |
0.6% |
78% |
False |
False |
16,517 |
| 120 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
31.5 |
0.5% |
78% |
False |
False |
13,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,594.5 |
|
2.618 |
6,504.0 |
|
1.618 |
6,448.5 |
|
1.000 |
6,414.0 |
|
0.618 |
6,393.0 |
|
HIGH |
6,358.5 |
|
0.618 |
6,337.5 |
|
0.500 |
6,331.0 |
|
0.382 |
6,324.0 |
|
LOW |
6,303.0 |
|
0.618 |
6,268.5 |
|
1.000 |
6,247.5 |
|
1.618 |
6,213.0 |
|
2.618 |
6,157.5 |
|
4.250 |
6,067.0 |
|
|
| Fisher Pivots for day following 29-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,345.5 |
6,340.5 |
| PP |
6,338.0 |
6,327.5 |
| S1 |
6,331.0 |
6,315.0 |
|