| Trading Metrics calculated at close of trading on 28-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2007 |
28-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
12,528 |
12,455 |
-73 |
-0.6% |
12,196 |
| High |
12,535 |
12,462 |
-73 |
-0.6% |
12,599 |
| Low |
12,455 |
12,329 |
-126 |
-1.0% |
12,190 |
| Close |
12,484 |
12,388 |
-96 |
-0.8% |
12,567 |
| Range |
80 |
133 |
53 |
66.3% |
409 |
| ATR |
127 |
129 |
2 |
1.6% |
0 |
| Volume |
138,429 |
111,606 |
-26,823 |
-19.4% |
628,186 |
|
| Daily Pivots for day following 28-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,792 |
12,723 |
12,461 |
|
| R3 |
12,659 |
12,590 |
12,425 |
|
| R2 |
12,526 |
12,526 |
12,413 |
|
| R1 |
12,457 |
12,457 |
12,400 |
12,425 |
| PP |
12,393 |
12,393 |
12,393 |
12,377 |
| S1 |
12,324 |
12,324 |
12,376 |
12,292 |
| S2 |
12,260 |
12,260 |
12,364 |
|
| S3 |
12,127 |
12,191 |
12,352 |
|
| S4 |
11,994 |
12,058 |
12,315 |
|
|
| Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,679 |
13,532 |
12,792 |
|
| R3 |
13,270 |
13,123 |
12,680 |
|
| R2 |
12,861 |
12,861 |
12,642 |
|
| R1 |
12,714 |
12,714 |
12,605 |
12,788 |
| PP |
12,452 |
12,452 |
12,452 |
12,489 |
| S1 |
12,305 |
12,305 |
12,530 |
12,379 |
| S2 |
12,043 |
12,043 |
12,492 |
|
| S3 |
11,634 |
11,896 |
12,455 |
|
| S4 |
11,225 |
11,487 |
12,342 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,599 |
12,329 |
270 |
2.2% |
97 |
0.8% |
22% |
False |
True |
127,622 |
| 10 |
12,599 |
12,176 |
423 |
3.4% |
113 |
0.9% |
50% |
False |
False |
142,605 |
| 20 |
12,599 |
12,035 |
564 |
4.6% |
142 |
1.1% |
63% |
False |
False |
99,404 |
| 40 |
12,908 |
12,035 |
873 |
7.0% |
119 |
1.0% |
40% |
False |
False |
49,768 |
| 60 |
12,908 |
12,035 |
873 |
7.0% |
100 |
0.8% |
40% |
False |
False |
33,185 |
| 80 |
12,908 |
12,035 |
873 |
7.0% |
80 |
0.6% |
40% |
False |
False |
24,900 |
| 100 |
12,908 |
12,035 |
873 |
7.0% |
64 |
0.5% |
40% |
False |
False |
19,920 |
| 120 |
12,908 |
12,035 |
873 |
7.0% |
53 |
0.4% |
40% |
False |
False |
16,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,027 |
|
2.618 |
12,810 |
|
1.618 |
12,677 |
|
1.000 |
12,595 |
|
0.618 |
12,544 |
|
HIGH |
12,462 |
|
0.618 |
12,411 |
|
0.500 |
12,396 |
|
0.382 |
12,380 |
|
LOW |
12,329 |
|
0.618 |
12,247 |
|
1.000 |
12,196 |
|
1.618 |
12,114 |
|
2.618 |
11,981 |
|
4.250 |
11,764 |
|
|
| Fisher Pivots for day following 28-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,396 |
12,454 |
| PP |
12,393 |
12,432 |
| S1 |
12,391 |
12,410 |
|