| Trading Metrics calculated at close of trading on 21-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2007 |
21-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,415.50 |
1,423.50 |
8.00 |
0.6% |
1,417.50 |
| High |
1,424.00 |
1,449.75 |
25.75 |
1.8% |
1,423.25 |
| Low |
1,412.50 |
1,421.00 |
8.50 |
0.6% |
1,375.25 |
| Close |
1,423.50 |
1,445.00 |
21.50 |
1.5% |
1,399.00 |
| Range |
11.50 |
28.75 |
17.25 |
150.0% |
48.00 |
| ATR |
17.71 |
18.50 |
0.79 |
4.5% |
0.00 |
| Volume |
1,078,053 |
1,064,641 |
-13,412 |
-1.2% |
9,621,878 |
|
| Daily Pivots for day following 21-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,524.75 |
1,513.75 |
1,460.75 |
|
| R3 |
1,496.00 |
1,485.00 |
1,453.00 |
|
| R2 |
1,467.25 |
1,467.25 |
1,450.25 |
|
| R1 |
1,456.25 |
1,456.25 |
1,447.75 |
1,461.75 |
| PP |
1,438.50 |
1,438.50 |
1,438.50 |
1,441.50 |
| S1 |
1,427.50 |
1,427.50 |
1,442.25 |
1,433.00 |
| S2 |
1,409.75 |
1,409.75 |
1,439.75 |
|
| S3 |
1,381.00 |
1,398.75 |
1,437.00 |
|
| S4 |
1,352.25 |
1,370.00 |
1,429.25 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,543.25 |
1,519.00 |
1,425.50 |
|
| R3 |
1,495.25 |
1,471.00 |
1,412.25 |
|
| R2 |
1,447.25 |
1,447.25 |
1,407.75 |
|
| R1 |
1,423.00 |
1,423.00 |
1,403.50 |
1,411.00 |
| PP |
1,399.25 |
1,399.25 |
1,399.25 |
1,393.25 |
| S1 |
1,375.00 |
1,375.00 |
1,394.50 |
1,363.00 |
| S2 |
1,351.25 |
1,351.25 |
1,390.25 |
|
| S3 |
1,303.25 |
1,327.00 |
1,385.75 |
|
| S4 |
1,255.25 |
1,279.00 |
1,372.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,449.75 |
1,394.75 |
55.00 |
3.8% |
17.50 |
1.2% |
91% |
True |
False |
1,596,035 |
| 10 |
1,449.75 |
1,375.25 |
74.50 |
5.2% |
19.25 |
1.3% |
94% |
True |
False |
1,444,857 |
| 20 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
22.00 |
1.5% |
68% |
False |
False |
740,546 |
| 40 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
15.75 |
1.1% |
68% |
False |
False |
371,298 |
| 60 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
14.25 |
1.0% |
68% |
False |
False |
247,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,572.00 |
|
2.618 |
1,525.00 |
|
1.618 |
1,496.25 |
|
1.000 |
1,478.50 |
|
0.618 |
1,467.50 |
|
HIGH |
1,449.75 |
|
0.618 |
1,438.75 |
|
0.500 |
1,435.50 |
|
0.382 |
1,432.00 |
|
LOW |
1,421.00 |
|
0.618 |
1,403.25 |
|
1.000 |
1,392.25 |
|
1.618 |
1,374.50 |
|
2.618 |
1,345.75 |
|
4.250 |
1,298.75 |
|
|
| Fisher Pivots for day following 21-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,441.75 |
1,437.50 |
| PP |
1,438.50 |
1,429.75 |
| S1 |
1,435.50 |
1,422.25 |
|