| Trading Metrics calculated at close of trading on 22-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2007 |
22-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
12,381 |
12,519 |
138 |
1.1% |
12,389 |
| High |
12,570 |
12,574 |
4 |
0.0% |
12,443 |
| Low |
12,350 |
12,496 |
146 |
1.2% |
12,035 |
| Close |
12,523 |
12,545 |
22 |
0.2% |
12,211 |
| Range |
220 |
78 |
-142 |
-64.5% |
408 |
| ATR |
140 |
136 |
-4 |
-3.2% |
0 |
| Volume |
101,317 |
155,672 |
54,355 |
53.6% |
918,614 |
|
| Daily Pivots for day following 22-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,772 |
12,737 |
12,588 |
|
| R3 |
12,694 |
12,659 |
12,567 |
|
| R2 |
12,616 |
12,616 |
12,559 |
|
| R1 |
12,581 |
12,581 |
12,552 |
12,599 |
| PP |
12,538 |
12,538 |
12,538 |
12,547 |
| S1 |
12,503 |
12,503 |
12,538 |
12,521 |
| S2 |
12,460 |
12,460 |
12,531 |
|
| S3 |
12,382 |
12,425 |
12,524 |
|
| S4 |
12,304 |
12,347 |
12,502 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,454 |
13,240 |
12,436 |
|
| R3 |
13,046 |
12,832 |
12,323 |
|
| R2 |
12,638 |
12,638 |
12,286 |
|
| R1 |
12,424 |
12,424 |
12,249 |
12,327 |
| PP |
12,230 |
12,230 |
12,230 |
12,181 |
| S1 |
12,016 |
12,016 |
12,174 |
11,919 |
| S2 |
11,822 |
11,822 |
12,136 |
|
| S3 |
11,414 |
11,608 |
12,099 |
|
| S4 |
11,006 |
11,200 |
11,987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,574 |
12,176 |
398 |
3.2% |
127 |
1.0% |
93% |
True |
False |
128,925 |
| 10 |
12,574 |
12,035 |
539 |
4.3% |
141 |
1.1% |
95% |
True |
False |
149,263 |
| 20 |
12,826 |
12,035 |
791 |
6.3% |
167 |
1.3% |
64% |
False |
False |
75,373 |
| 40 |
12,908 |
12,035 |
873 |
7.0% |
115 |
0.9% |
58% |
False |
False |
37,709 |
| 60 |
12,908 |
12,035 |
873 |
7.0% |
93 |
0.7% |
58% |
False |
False |
25,144 |
| 80 |
12,908 |
12,035 |
873 |
7.0% |
75 |
0.6% |
58% |
False |
False |
18,870 |
| 100 |
12,908 |
12,035 |
873 |
7.0% |
60 |
0.5% |
58% |
False |
False |
15,096 |
| 120 |
12,908 |
11,905 |
1,003 |
8.0% |
50 |
0.4% |
64% |
False |
False |
12,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,906 |
|
2.618 |
12,778 |
|
1.618 |
12,700 |
|
1.000 |
12,652 |
|
0.618 |
12,622 |
|
HIGH |
12,574 |
|
0.618 |
12,544 |
|
0.500 |
12,535 |
|
0.382 |
12,526 |
|
LOW |
12,496 |
|
0.618 |
12,448 |
|
1.000 |
12,418 |
|
1.618 |
12,370 |
|
2.618 |
12,292 |
|
4.250 |
12,165 |
|
|
| Fisher Pivots for day following 22-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,542 |
12,510 |
| PP |
12,538 |
12,474 |
| S1 |
12,535 |
12,439 |
|