| Trading Metrics calculated at close of trading on 12-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2007 |
12-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,404.75 |
1,404.75 |
0.00 |
0.0% |
1,387.00 |
| High |
1,413.50 |
1,410.50 |
-3.00 |
-0.2% |
1,413.50 |
| Low |
1,397.75 |
1,398.50 |
0.75 |
0.1% |
1,368.75 |
| Close |
1,405.00 |
1,407.00 |
2.00 |
0.1% |
1,405.00 |
| Range |
15.75 |
12.00 |
-3.75 |
-23.8% |
44.75 |
| ATR |
17.91 |
17.49 |
-0.42 |
-2.4% |
0.00 |
| Volume |
884,473 |
494,606 |
-389,867 |
-44.1% |
8,410,319 |
|
| Daily Pivots for day following 12-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,441.25 |
1,436.25 |
1,413.50 |
|
| R3 |
1,429.25 |
1,424.25 |
1,410.25 |
|
| R2 |
1,417.25 |
1,417.25 |
1,409.25 |
|
| R1 |
1,412.25 |
1,412.25 |
1,408.00 |
1,414.75 |
| PP |
1,405.25 |
1,405.25 |
1,405.25 |
1,406.50 |
| S1 |
1,400.25 |
1,400.25 |
1,406.00 |
1,402.75 |
| S2 |
1,393.25 |
1,393.25 |
1,404.75 |
|
| S3 |
1,381.25 |
1,388.25 |
1,403.75 |
|
| S4 |
1,369.25 |
1,376.25 |
1,400.50 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,530.00 |
1,512.25 |
1,429.50 |
|
| R3 |
1,485.25 |
1,467.50 |
1,417.25 |
|
| R2 |
1,440.50 |
1,440.50 |
1,413.25 |
|
| R1 |
1,422.75 |
1,422.75 |
1,409.00 |
1,431.50 |
| PP |
1,395.75 |
1,395.75 |
1,395.75 |
1,400.25 |
| S1 |
1,378.00 |
1,378.00 |
1,401.00 |
1,387.00 |
| S2 |
1,351.00 |
1,351.00 |
1,396.75 |
|
| S3 |
1,306.25 |
1,333.25 |
1,392.75 |
|
| S4 |
1,261.50 |
1,288.50 |
1,380.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,413.50 |
1,368.75 |
44.75 |
3.2% |
17.75 |
1.3% |
85% |
False |
False |
1,382,694 |
| 10 |
1,452.75 |
1,368.75 |
84.00 |
6.0% |
26.25 |
1.9% |
46% |
False |
False |
1,886,842 |
| 20 |
1,464.75 |
1,368.75 |
96.00 |
6.8% |
18.00 |
1.3% |
40% |
False |
False |
1,437,881 |
| 40 |
1,464.75 |
1,368.75 |
96.00 |
6.8% |
14.50 |
1.0% |
40% |
False |
False |
1,220,210 |
| 60 |
1,464.75 |
1,368.75 |
96.00 |
6.8% |
13.50 |
1.0% |
40% |
False |
False |
1,089,738 |
| 80 |
1,464.75 |
1,368.75 |
96.00 |
6.8% |
12.75 |
0.9% |
40% |
False |
False |
850,426 |
| 100 |
1,464.75 |
1,368.75 |
96.00 |
6.8% |
12.50 |
0.9% |
40% |
False |
False |
680,605 |
| 120 |
1,464.75 |
1,332.00 |
132.75 |
9.4% |
12.00 |
0.9% |
56% |
False |
False |
567,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,461.50 |
|
2.618 |
1,442.00 |
|
1.618 |
1,430.00 |
|
1.000 |
1,422.50 |
|
0.618 |
1,418.00 |
|
HIGH |
1,410.50 |
|
0.618 |
1,406.00 |
|
0.500 |
1,404.50 |
|
0.382 |
1,403.00 |
|
LOW |
1,398.50 |
|
0.618 |
1,391.00 |
|
1.000 |
1,386.50 |
|
1.618 |
1,379.00 |
|
2.618 |
1,367.00 |
|
4.250 |
1,347.50 |
|
|
| Fisher Pivots for day following 12-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,406.25 |
1,405.25 |
| PP |
1,405.25 |
1,403.50 |
| S1 |
1,404.50 |
1,402.00 |
|