| 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 |
12,290 |
12,382 |
92 |
0.7% |
12,196 |
| High |
12,401 |
12,440 |
39 |
0.3% |
12,440 |
| Low |
12,290 |
12,322 |
32 |
0.3% |
12,051 |
| Close |
12,376 |
12,384 |
8 |
0.1% |
12,384 |
| Range |
111 |
118 |
7 |
6.3% |
389 |
| ATR |
132 |
131 |
-1 |
-0.8% |
0 |
| Volume |
7,649 |
83,099 |
75,450 |
986.4% |
94,726 |
|
| Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,736 |
12,678 |
12,449 |
|
| R3 |
12,618 |
12,560 |
12,417 |
|
| R2 |
12,500 |
12,500 |
12,406 |
|
| R1 |
12,442 |
12,442 |
12,395 |
12,471 |
| PP |
12,382 |
12,382 |
12,382 |
12,397 |
| S1 |
12,324 |
12,324 |
12,373 |
12,353 |
| S2 |
12,264 |
12,264 |
12,362 |
|
| S3 |
12,146 |
12,206 |
12,352 |
|
| S4 |
12,028 |
12,088 |
12,319 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,459 |
13,310 |
12,598 |
|
| R3 |
13,070 |
12,921 |
12,491 |
|
| R2 |
12,681 |
12,681 |
12,455 |
|
| R1 |
12,532 |
12,532 |
12,420 |
12,607 |
| PP |
12,292 |
12,292 |
12,292 |
12,329 |
| S1 |
12,143 |
12,143 |
12,348 |
12,218 |
| S2 |
11,903 |
11,903 |
12,313 |
|
| S3 |
11,514 |
11,754 |
12,277 |
|
| S4 |
11,125 |
11,365 |
12,170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,440 |
12,051 |
389 |
3.1% |
145 |
1.2% |
86% |
True |
False |
18,945 |
| 10 |
12,821 |
12,051 |
770 |
6.2% |
198 |
1.6% |
43% |
False |
False |
9,781 |
| 20 |
12,908 |
12,051 |
857 |
6.9% |
136 |
1.1% |
39% |
False |
False |
4,922 |
| 40 |
12,908 |
12,051 |
857 |
6.9% |
97 |
0.8% |
39% |
False |
False |
2,477 |
| 60 |
12,908 |
12,051 |
857 |
6.9% |
75 |
0.6% |
39% |
False |
False |
1,658 |
| 80 |
12,908 |
12,051 |
857 |
6.9% |
58 |
0.5% |
39% |
False |
False |
1,250 |
| 100 |
12,908 |
12,051 |
857 |
6.9% |
47 |
0.4% |
39% |
False |
False |
1,000 |
| 120 |
12,908 |
11,763 |
1,145 |
9.2% |
39 |
0.3% |
54% |
False |
False |
833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,942 |
|
2.618 |
12,749 |
|
1.618 |
12,631 |
|
1.000 |
12,558 |
|
0.618 |
12,513 |
|
HIGH |
12,440 |
|
0.618 |
12,395 |
|
0.500 |
12,381 |
|
0.382 |
12,367 |
|
LOW |
12,322 |
|
0.618 |
12,249 |
|
1.000 |
12,204 |
|
1.618 |
12,131 |
|
2.618 |
12,013 |
|
4.250 |
11,821 |
|
|
| Fisher Pivots for day following 09-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,383 |
12,375 |
| PP |
12,382 |
12,366 |
| S1 |
12,381 |
12,357 |
|