| Trading Metrics calculated at close of trading on 07-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2007 |
07-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,373.1 |
1,395.1 |
22.0 |
1.6% |
1,453.9 |
| High |
1,399.3 |
1,402.3 |
3.0 |
0.2% |
1,459.6 |
| Low |
1,368.7 |
1,391.2 |
22.5 |
1.6% |
1,381.0 |
| Close |
1,395.4 |
1,393.2 |
-2.2 |
-0.2% |
1,385.8 |
| Range |
30.6 |
11.1 |
-19.5 |
-63.7% |
78.6 |
| ATR |
18.3 |
17.7 |
-0.5 |
-2.8% |
0.0 |
| Volume |
119,009 |
103,086 |
-15,923 |
-13.4% |
328,466 |
|
| Daily Pivots for day following 07-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,428.9 |
1,422.1 |
1,399.3 |
|
| R3 |
1,417.8 |
1,411.0 |
1,396.3 |
|
| R2 |
1,406.7 |
1,406.7 |
1,395.2 |
|
| R1 |
1,399.9 |
1,399.9 |
1,394.2 |
1,397.8 |
| PP |
1,395.6 |
1,395.6 |
1,395.6 |
1,394.5 |
| S1 |
1,388.8 |
1,388.8 |
1,392.2 |
1,386.7 |
| S2 |
1,384.5 |
1,384.5 |
1,391.2 |
|
| S3 |
1,373.4 |
1,377.7 |
1,390.1 |
|
| S4 |
1,362.3 |
1,366.6 |
1,387.1 |
|
|
| 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 |
1,413.5 |
1,368.7 |
44.8 |
3.2% |
24.3 |
1.7% |
55% |
False |
False |
94,204 |
| 10 |
1,464.5 |
1,368.7 |
95.8 |
6.9% |
24.5 |
1.8% |
26% |
False |
False |
69,823 |
| 20 |
1,464.5 |
1,368.7 |
95.8 |
6.9% |
17.2 |
1.2% |
26% |
False |
False |
48,562 |
| 40 |
1,464.5 |
1,368.7 |
95.8 |
6.9% |
14.0 |
1.0% |
26% |
False |
False |
40,140 |
| 60 |
1,464.5 |
1,368.7 |
95.8 |
6.9% |
13.1 |
0.9% |
26% |
False |
False |
43,669 |
| 80 |
1,464.5 |
1,368.7 |
95.8 |
6.9% |
12.1 |
0.9% |
26% |
False |
False |
36,409 |
| 100 |
1,464.5 |
1,363.0 |
101.5 |
7.3% |
11.3 |
0.8% |
30% |
False |
False |
29,362 |
| 120 |
1,464.5 |
1,332.0 |
132.5 |
9.5% |
10.4 |
0.7% |
46% |
False |
False |
24,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,449.5 |
|
2.618 |
1,431.4 |
|
1.618 |
1,420.3 |
|
1.000 |
1,413.4 |
|
0.618 |
1,409.2 |
|
HIGH |
1,402.3 |
|
0.618 |
1,398.1 |
|
0.500 |
1,396.8 |
|
0.382 |
1,395.4 |
|
LOW |
1,391.2 |
|
0.618 |
1,384.3 |
|
1.000 |
1,380.1 |
|
1.618 |
1,373.2 |
|
2.618 |
1,362.1 |
|
4.250 |
1,344.0 |
|
|
| Fisher Pivots for day following 07-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,396.8 |
1,390.6 |
| PP |
1,395.6 |
1,388.1 |
| S1 |
1,394.4 |
1,385.5 |
|