| Trading Metrics calculated at close of trading on 06-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2007 |
06-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,387.0 |
1,373.1 |
-13.9 |
-1.0% |
1,453.9 |
| High |
1,393.5 |
1,399.3 |
5.8 |
0.4% |
1,459.6 |
| Low |
1,371.0 |
1,368.7 |
-2.3 |
-0.2% |
1,381.0 |
| Close |
1,372.2 |
1,395.4 |
23.2 |
1.7% |
1,385.8 |
| Range |
22.5 |
30.6 |
8.1 |
36.0% |
78.6 |
| ATR |
17.3 |
18.3 |
0.9 |
5.5% |
0.0 |
| Volume |
80,698 |
119,009 |
38,311 |
47.5% |
328,466 |
|
| Daily Pivots for day following 06-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,479.6 |
1,468.1 |
1,412.2 |
|
| R3 |
1,449.0 |
1,437.5 |
1,403.8 |
|
| R2 |
1,418.4 |
1,418.4 |
1,401.0 |
|
| R1 |
1,406.9 |
1,406.9 |
1,398.2 |
1,412.7 |
| PP |
1,387.8 |
1,387.8 |
1,387.8 |
1,390.7 |
| S1 |
1,376.3 |
1,376.3 |
1,392.6 |
1,382.1 |
| S2 |
1,357.2 |
1,357.2 |
1,389.8 |
|
| S3 |
1,326.6 |
1,345.7 |
1,387.0 |
|
| S4 |
1,296.0 |
1,315.1 |
1,378.6 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,644.6 |
1,593.8 |
1,429.0 |
|
| R3 |
1,566.0 |
1,515.2 |
1,407.4 |
|
| R2 |
1,487.4 |
1,487.4 |
1,400.2 |
|
| R1 |
1,436.6 |
1,436.6 |
1,393.0 |
1,422.7 |
| PP |
1,408.8 |
1,408.8 |
1,408.8 |
1,401.9 |
| S1 |
1,358.0 |
1,358.0 |
1,378.6 |
1,344.1 |
| S2 |
1,330.2 |
1,330.2 |
1,371.4 |
|
| S3 |
1,251.6 |
1,279.4 |
1,364.2 |
|
| S4 |
1,173.0 |
1,200.8 |
1,342.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,418.2 |
1,368.7 |
49.5 |
3.5% |
27.6 |
2.0% |
54% |
False |
True |
92,235 |
| 10 |
1,464.5 |
1,368.7 |
95.8 |
6.9% |
24.2 |
1.7% |
28% |
False |
True |
62,869 |
| 20 |
1,464.5 |
1,368.7 |
95.8 |
6.9% |
17.1 |
1.2% |
28% |
False |
True |
44,392 |
| 40 |
1,464.5 |
1,368.7 |
95.8 |
6.9% |
14.1 |
1.0% |
28% |
False |
True |
38,349 |
| 60 |
1,464.5 |
1,368.7 |
95.8 |
6.9% |
13.0 |
0.9% |
28% |
False |
True |
43,017 |
| 80 |
1,464.5 |
1,368.7 |
95.8 |
6.9% |
12.1 |
0.9% |
28% |
False |
True |
35,157 |
| 100 |
1,464.5 |
1,363.0 |
101.5 |
7.3% |
11.2 |
0.8% |
32% |
False |
False |
28,331 |
| 120 |
1,464.5 |
1,326.0 |
138.5 |
9.9% |
10.4 |
0.7% |
50% |
False |
False |
23,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,529.4 |
|
2.618 |
1,479.4 |
|
1.618 |
1,448.8 |
|
1.000 |
1,429.9 |
|
0.618 |
1,418.2 |
|
HIGH |
1,399.3 |
|
0.618 |
1,387.6 |
|
0.500 |
1,384.0 |
|
0.382 |
1,380.4 |
|
LOW |
1,368.7 |
|
0.618 |
1,349.8 |
|
1.000 |
1,338.1 |
|
1.618 |
1,319.2 |
|
2.618 |
1,288.6 |
|
4.250 |
1,238.7 |
|
|
| Fisher Pivots for day following 06-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,391.6 |
1,393.4 |
| PP |
1,387.8 |
1,391.3 |
| S1 |
1,384.0 |
1,389.3 |
|