| Trading Metrics calculated at close of trading on 23-Mar-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2006 |
23-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
11,234.51 |
11,317.35 |
82.84 |
0.7% |
11,067.61 |
| High |
11,328.80 |
11,327.20 |
-1.60 |
0.0% |
11,290.07 |
| Low |
11,226.42 |
11,237.15 |
10.73 |
0.1% |
11,056.33 |
| Close |
11,317.43 |
11,270.29 |
-47.14 |
-0.4% |
11,279.65 |
| Range |
102.38 |
90.05 |
-12.33 |
-12.0% |
233.74 |
| ATR |
86.86 |
87.09 |
0.23 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,548.36 |
11,499.38 |
11,319.82 |
|
| R3 |
11,458.31 |
11,409.33 |
11,295.05 |
|
| R2 |
11,368.26 |
11,368.26 |
11,286.80 |
|
| R1 |
11,319.28 |
11,319.28 |
11,278.54 |
11,298.75 |
| PP |
11,278.21 |
11,278.21 |
11,278.21 |
11,267.95 |
| S1 |
11,229.23 |
11,229.23 |
11,262.04 |
11,208.70 |
| S2 |
11,188.16 |
11,188.16 |
11,253.78 |
|
| S3 |
11,098.11 |
11,139.18 |
11,245.53 |
|
| S4 |
11,008.06 |
11,049.13 |
11,220.76 |
|
|
| 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 |
11,221.54 |
113.42 |
1.0% |
78.08 |
0.7% |
43% |
False |
False |
|
| 10 |
11,334.96 |
10,972.92 |
362.04 |
3.2% |
83.92 |
0.7% |
82% |
False |
False |
|
| 20 |
11,334.96 |
10,922.73 |
412.23 |
3.7% |
86.52 |
0.8% |
84% |
False |
False |
|
| 40 |
11,334.96 |
10,710.94 |
624.02 |
5.5% |
90.07 |
0.8% |
90% |
False |
False |
|
| 60 |
11,334.96 |
10,661.15 |
673.81 |
6.0% |
89.07 |
0.8% |
90% |
False |
False |
|
| 80 |
11,334.96 |
10,661.15 |
673.81 |
6.0% |
88.12 |
0.8% |
90% |
False |
False |
|
| 100 |
11,334.96 |
10,231.20 |
1,103.76 |
9.8% |
86.60 |
0.8% |
94% |
False |
False |
|
| 120 |
11,334.96 |
10,156.50 |
1,178.46 |
10.5% |
90.70 |
0.8% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,709.91 |
|
2.618 |
11,562.95 |
|
1.618 |
11,472.90 |
|
1.000 |
11,417.25 |
|
0.618 |
11,382.85 |
|
HIGH |
11,327.20 |
|
0.618 |
11,292.80 |
|
0.500 |
11,282.18 |
|
0.382 |
11,271.55 |
|
LOW |
11,237.15 |
|
0.618 |
11,181.50 |
|
1.000 |
11,147.10 |
|
1.618 |
11,091.45 |
|
2.618 |
11,001.40 |
|
4.250 |
10,854.44 |
|
|
| Fisher Pivots for day following 23-Mar-2006 |
| Pivot |
1 day |
3 day |
| R1 |
11,282.18 |
11,278.25 |
| PP |
11,278.21 |
11,275.60 |
| S1 |
11,274.25 |
11,272.94 |
|