| Trading Metrics calculated at close of trading on 22-Mar-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2006 |
22-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
11,275.89 |
11,234.51 |
-41.38 |
-0.4% |
11,067.61 |
| High |
11,334.96 |
11,328.80 |
-6.16 |
-0.1% |
11,290.07 |
| Low |
11,221.54 |
11,226.42 |
4.88 |
0.0% |
11,056.33 |
| Close |
11,235.47 |
11,317.43 |
81.96 |
0.7% |
11,279.65 |
| Range |
113.42 |
102.38 |
-11.04 |
-9.7% |
233.74 |
| ATR |
85.67 |
86.86 |
1.19 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,598.02 |
11,560.11 |
11,373.74 |
|
| R3 |
11,495.64 |
11,457.73 |
11,345.58 |
|
| R2 |
11,393.26 |
11,393.26 |
11,336.20 |
|
| R1 |
11,355.35 |
11,355.35 |
11,326.81 |
11,374.31 |
| PP |
11,290.88 |
11,290.88 |
11,290.88 |
11,300.36 |
| S1 |
11,252.97 |
11,252.97 |
11,308.05 |
11,271.93 |
| S2 |
11,188.50 |
11,188.50 |
11,298.66 |
|
| S3 |
11,086.12 |
11,150.59 |
11,289.28 |
|
| S4 |
10,983.74 |
11,048.21 |
11,261.12 |
|
|
| Weekly Pivots for week ending 17-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,909.90 |
11,828.52 |
11,408.21 |
|
| R3 |
11,676.16 |
11,594.78 |
11,343.93 |
|
| R2 |
11,442.42 |
11,442.42 |
11,322.50 |
|
| R1 |
11,361.04 |
11,361.04 |
11,301.08 |
11,401.73 |
| PP |
11,208.68 |
11,208.68 |
11,208.68 |
11,229.03 |
| S1 |
11,127.30 |
11,127.30 |
11,258.22 |
11,167.99 |
| S2 |
10,974.94 |
10,974.94 |
11,236.80 |
|
| S3 |
10,741.20 |
10,893.56 |
11,215.37 |
|
| S4 |
10,507.46 |
10,659.82 |
11,151.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,334.96 |
11,210.57 |
124.39 |
1.1% |
74.44 |
0.7% |
86% |
False |
False |
|
| 10 |
11,334.96 |
10,963.88 |
371.08 |
3.3% |
83.44 |
0.7% |
95% |
False |
False |
|
| 20 |
11,334.96 |
10,922.73 |
412.23 |
3.6% |
86.17 |
0.8% |
96% |
False |
False |
|
| 40 |
11,334.96 |
10,672.60 |
662.36 |
5.9% |
90.02 |
0.8% |
97% |
False |
False |
|
| 60 |
11,334.96 |
10,661.15 |
673.81 |
6.0% |
88.15 |
0.8% |
97% |
False |
False |
|
| 80 |
11,334.96 |
10,661.15 |
673.81 |
6.0% |
87.50 |
0.8% |
97% |
False |
False |
|
| 100 |
11,334.96 |
10,230.00 |
1,104.96 |
9.8% |
86.89 |
0.8% |
98% |
False |
False |
|
| 120 |
11,334.96 |
10,156.50 |
1,178.46 |
10.4% |
91.17 |
0.8% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,763.92 |
|
2.618 |
11,596.83 |
|
1.618 |
11,494.45 |
|
1.000 |
11,431.18 |
|
0.618 |
11,392.07 |
|
HIGH |
11,328.80 |
|
0.618 |
11,289.69 |
|
0.500 |
11,277.61 |
|
0.382 |
11,265.53 |
|
LOW |
11,226.42 |
|
0.618 |
11,163.15 |
|
1.000 |
11,124.04 |
|
1.618 |
11,060.77 |
|
2.618 |
10,958.39 |
|
4.250 |
10,791.31 |
|
|
| Fisher Pivots for day following 22-Mar-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,304.16 |
11,304.37 |
| PP |
11,290.88 |
11,291.31 |
| S1 |
11,277.61 |
11,278.25 |
|