| Trading Metrics calculated at close of trading on 14-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2007 |
14-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,407.00 |
1,379.50 |
-27.50 |
-2.0% |
1,387.00 |
| High |
1,407.50 |
1,389.75 |
-17.75 |
-1.3% |
1,413.50 |
| Low |
1,377.00 |
1,363.75 |
-13.25 |
-1.0% |
1,368.75 |
| Close |
1,379.75 |
1,389.50 |
9.75 |
0.7% |
1,405.00 |
| Range |
30.50 |
26.00 |
-4.50 |
-14.8% |
44.75 |
| ATR |
18.42 |
18.96 |
0.54 |
2.9% |
0.00 |
| Volume |
379,028 |
572,332 |
193,304 |
51.0% |
8,410,319 |
|
| Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,459.00 |
1,450.25 |
1,403.75 |
|
| R3 |
1,433.00 |
1,424.25 |
1,396.75 |
|
| R2 |
1,407.00 |
1,407.00 |
1,394.25 |
|
| R1 |
1,398.25 |
1,398.25 |
1,392.00 |
1,402.50 |
| PP |
1,381.00 |
1,381.00 |
1,381.00 |
1,383.25 |
| S1 |
1,372.25 |
1,372.25 |
1,387.00 |
1,376.50 |
| S2 |
1,355.00 |
1,355.00 |
1,384.75 |
|
| S3 |
1,329.00 |
1,346.25 |
1,382.25 |
|
| S4 |
1,303.00 |
1,320.25 |
1,375.25 |
|
|
| 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 |
1,363.75 |
49.75 |
3.6% |
20.75 |
1.5% |
52% |
False |
True |
771,164 |
| 10 |
1,413.50 |
1,363.75 |
49.75 |
3.6% |
22.50 |
1.6% |
52% |
False |
True |
1,508,852 |
| 20 |
1,464.75 |
1,363.75 |
101.00 |
7.3% |
19.75 |
1.4% |
25% |
False |
True |
1,367,546 |
| 40 |
1,464.75 |
1,363.75 |
101.00 |
7.3% |
15.25 |
1.1% |
25% |
False |
True |
1,191,615 |
| 60 |
1,464.75 |
1,363.75 |
101.00 |
7.3% |
14.25 |
1.0% |
25% |
False |
True |
1,071,303 |
| 80 |
1,464.75 |
1,363.75 |
101.00 |
7.3% |
13.25 |
1.0% |
25% |
False |
True |
862,163 |
| 100 |
1,464.75 |
1,363.75 |
101.00 |
7.3% |
12.75 |
0.9% |
25% |
False |
True |
690,084 |
| 120 |
1,464.75 |
1,332.00 |
132.75 |
9.6% |
12.50 |
0.9% |
43% |
False |
False |
575,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,500.25 |
|
2.618 |
1,457.75 |
|
1.618 |
1,431.75 |
|
1.000 |
1,415.75 |
|
0.618 |
1,405.75 |
|
HIGH |
1,389.75 |
|
0.618 |
1,379.75 |
|
0.500 |
1,376.75 |
|
0.382 |
1,373.75 |
|
LOW |
1,363.75 |
|
0.618 |
1,347.75 |
|
1.000 |
1,337.75 |
|
1.618 |
1,321.75 |
|
2.618 |
1,295.75 |
|
4.250 |
1,253.25 |
|
|
| Fisher Pivots for day following 14-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,385.25 |
1,388.75 |
| PP |
1,381.00 |
1,388.00 |
| S1 |
1,376.75 |
1,387.00 |
|