| 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 |
6,230.0 |
6,359.0 |
129.0 |
2.1% |
6,289.5 |
| High |
6,315.5 |
6,364.0 |
48.5 |
0.8% |
6,297.5 |
| Low |
6,225.0 |
6,307.5 |
82.5 |
1.3% |
5,987.0 |
| Close |
6,281.0 |
6,335.0 |
54.0 |
0.9% |
6,145.0 |
| Range |
90.5 |
56.5 |
-34.0 |
-37.6% |
310.5 |
| ATR |
82.8 |
82.9 |
0.0 |
0.0% |
0.0 |
| Volume |
104,079 |
115,803 |
11,724 |
11.3% |
728,068 |
|
| Daily Pivots for day following 22-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,505.0 |
6,476.5 |
6,366.0 |
|
| R3 |
6,448.5 |
6,420.0 |
6,350.5 |
|
| R2 |
6,392.0 |
6,392.0 |
6,345.5 |
|
| R1 |
6,363.5 |
6,363.5 |
6,340.0 |
6,349.5 |
| PP |
6,335.5 |
6,335.5 |
6,335.5 |
6,328.5 |
| S1 |
6,307.0 |
6,307.0 |
6,330.0 |
6,293.0 |
| S2 |
6,279.0 |
6,279.0 |
6,324.5 |
|
| S3 |
6,222.5 |
6,250.5 |
6,319.5 |
|
| S4 |
6,166.0 |
6,194.0 |
6,304.0 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,074.5 |
6,920.5 |
6,316.0 |
|
| R3 |
6,764.0 |
6,610.0 |
6,230.5 |
|
| R2 |
6,453.5 |
6,453.5 |
6,202.0 |
|
| R1 |
6,299.5 |
6,299.5 |
6,173.5 |
6,221.0 |
| PP |
6,143.0 |
6,143.0 |
6,143.0 |
6,104.0 |
| S1 |
5,989.0 |
5,989.0 |
6,116.5 |
5,911.0 |
| S2 |
5,832.5 |
5,832.5 |
6,088.0 |
|
| S3 |
5,522.0 |
5,678.5 |
6,059.5 |
|
| S4 |
5,211.5 |
5,368.0 |
5,974.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,364.0 |
6,107.0 |
257.0 |
4.1% |
66.5 |
1.1% |
89% |
True |
False |
100,928 |
| 10 |
6,364.0 |
5,987.0 |
377.0 |
6.0% |
74.5 |
1.2% |
92% |
True |
False |
113,302 |
| 20 |
6,448.0 |
5,981.5 |
466.5 |
7.4% |
81.0 |
1.3% |
76% |
False |
False |
60,182 |
| 40 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
59.0 |
0.9% |
74% |
False |
False |
30,193 |
| 60 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
53.5 |
0.8% |
74% |
False |
False |
20,429 |
| 80 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
42.0 |
0.7% |
74% |
False |
False |
15,354 |
| 100 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
34.5 |
0.5% |
74% |
False |
False |
12,320 |
| 120 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
29.0 |
0.5% |
74% |
False |
False |
10,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,604.0 |
|
2.618 |
6,512.0 |
|
1.618 |
6,455.5 |
|
1.000 |
6,420.5 |
|
0.618 |
6,399.0 |
|
HIGH |
6,364.0 |
|
0.618 |
6,342.5 |
|
0.500 |
6,336.0 |
|
0.382 |
6,329.0 |
|
LOW |
6,307.5 |
|
0.618 |
6,272.5 |
|
1.000 |
6,251.0 |
|
1.618 |
6,216.0 |
|
2.618 |
6,159.5 |
|
4.250 |
6,067.5 |
|
|
| Fisher Pivots for day following 22-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,336.0 |
6,312.5 |
| PP |
6,335.5 |
6,290.5 |
| S1 |
6,335.0 |
6,268.0 |
|