| Trading Metrics calculated at close of trading on 09-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2007 |
09-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,392.7 |
1,411.0 |
18.3 |
1.3% |
1,387.0 |
| High |
1,409.0 |
1,411.4 |
2.4 |
0.2% |
1,411.4 |
| Low |
1,390.3 |
1,398.3 |
8.0 |
0.6% |
1,368.7 |
| Close |
1,404.8 |
1,404.9 |
0.1 |
0.0% |
1,404.9 |
| Range |
18.7 |
13.1 |
-5.6 |
-29.9% |
42.7 |
| ATR |
17.8 |
17.5 |
-0.3 |
-1.9% |
0.0 |
| Volume |
117,794 |
94,378 |
-23,416 |
-19.9% |
514,965 |
|
| Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,444.2 |
1,437.6 |
1,412.1 |
|
| R3 |
1,431.1 |
1,424.5 |
1,408.5 |
|
| R2 |
1,418.0 |
1,418.0 |
1,407.3 |
|
| R1 |
1,411.4 |
1,411.4 |
1,406.1 |
1,408.2 |
| PP |
1,404.9 |
1,404.9 |
1,404.9 |
1,403.2 |
| S1 |
1,398.3 |
1,398.3 |
1,403.7 |
1,395.1 |
| S2 |
1,391.8 |
1,391.8 |
1,402.5 |
|
| S3 |
1,378.7 |
1,385.2 |
1,401.3 |
|
| S4 |
1,365.6 |
1,372.1 |
1,397.7 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,523.1 |
1,506.7 |
1,428.4 |
|
| R3 |
1,480.4 |
1,464.0 |
1,416.6 |
|
| R2 |
1,437.7 |
1,437.7 |
1,412.7 |
|
| R1 |
1,421.3 |
1,421.3 |
1,408.8 |
1,429.5 |
| PP |
1,395.0 |
1,395.0 |
1,395.0 |
1,399.1 |
| S1 |
1,378.6 |
1,378.6 |
1,401.0 |
1,386.8 |
| S2 |
1,352.3 |
1,352.3 |
1,397.1 |
|
| S3 |
1,309.6 |
1,335.9 |
1,393.2 |
|
| S4 |
1,266.9 |
1,293.2 |
1,381.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,411.4 |
1,368.7 |
42.7 |
3.0% |
19.2 |
1.4% |
85% |
True |
False |
102,993 |
| 10 |
1,459.6 |
1,368.7 |
90.9 |
6.5% |
25.6 |
1.8% |
40% |
False |
False |
84,343 |
| 20 |
1,464.5 |
1,368.7 |
95.8 |
6.8% |
18.0 |
1.3% |
38% |
False |
False |
56,836 |
| 40 |
1,464.5 |
1,368.7 |
95.8 |
6.8% |
14.2 |
1.0% |
38% |
False |
False |
44,000 |
| 60 |
1,464.5 |
1,368.7 |
95.8 |
6.8% |
13.3 |
0.9% |
38% |
False |
False |
43,962 |
| 80 |
1,464.5 |
1,368.7 |
95.8 |
6.8% |
12.3 |
0.9% |
38% |
False |
False |
38,994 |
| 100 |
1,464.5 |
1,368.7 |
95.8 |
6.8% |
11.4 |
0.8% |
38% |
False |
False |
31,484 |
| 120 |
1,464.5 |
1,332.0 |
132.5 |
9.4% |
10.6 |
0.8% |
55% |
False |
False |
26,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,467.1 |
|
2.618 |
1,445.7 |
|
1.618 |
1,432.6 |
|
1.000 |
1,424.5 |
|
0.618 |
1,419.5 |
|
HIGH |
1,411.4 |
|
0.618 |
1,406.4 |
|
0.500 |
1,404.9 |
|
0.382 |
1,403.3 |
|
LOW |
1,398.3 |
|
0.618 |
1,390.2 |
|
1.000 |
1,385.2 |
|
1.618 |
1,377.1 |
|
2.618 |
1,364.0 |
|
4.250 |
1,342.6 |
|
|
| Fisher Pivots for day following 09-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,404.9 |
1,403.6 |
| PP |
1,404.9 |
1,402.2 |
| S1 |
1,404.9 |
1,400.9 |
|