| Trading Metrics calculated at close of trading on 15-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
12,186 |
12,262 |
76 |
0.6% |
12,196 |
| High |
12,256 |
12,285 |
29 |
0.2% |
12,440 |
| Low |
12,035 |
12,198 |
163 |
1.4% |
12,051 |
| Close |
12,249 |
12,256 |
7 |
0.1% |
12,384 |
| Range |
221 |
87 |
-134 |
-60.6% |
389 |
| ATR |
143 |
139 |
-4 |
-2.8% |
0 |
| Volume |
213,804 |
298,982 |
85,178 |
39.8% |
94,726 |
|
| Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,507 |
12,469 |
12,304 |
|
| R3 |
12,420 |
12,382 |
12,280 |
|
| R2 |
12,333 |
12,333 |
12,272 |
|
| R1 |
12,295 |
12,295 |
12,264 |
12,271 |
| PP |
12,246 |
12,246 |
12,246 |
12,234 |
| S1 |
12,208 |
12,208 |
12,248 |
12,184 |
| S2 |
12,159 |
12,159 |
12,240 |
|
| S3 |
12,072 |
12,121 |
12,232 |
|
| S4 |
11,985 |
12,034 |
12,208 |
|
|
| 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 |
12,443 |
12,035 |
408 |
3.3% |
155 |
1.3% |
54% |
False |
False |
169,601 |
| 10 |
12,443 |
12,035 |
408 |
3.3% |
156 |
1.3% |
54% |
False |
False |
86,013 |
| 20 |
12,908 |
12,035 |
873 |
7.1% |
153 |
1.2% |
25% |
False |
False |
43,156 |
| 40 |
12,908 |
12,035 |
873 |
7.1% |
109 |
0.9% |
25% |
False |
False |
21,599 |
| 60 |
12,908 |
12,035 |
873 |
7.1% |
85 |
0.7% |
25% |
False |
False |
14,401 |
| 80 |
12,908 |
12,035 |
873 |
7.1% |
67 |
0.5% |
25% |
False |
False |
10,812 |
| 100 |
12,908 |
12,035 |
873 |
7.1% |
53 |
0.4% |
25% |
False |
False |
8,649 |
| 120 |
12,908 |
11,763 |
1,145 |
9.3% |
44 |
0.4% |
43% |
False |
False |
7,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,655 |
|
2.618 |
12,513 |
|
1.618 |
12,426 |
|
1.000 |
12,372 |
|
0.618 |
12,339 |
|
HIGH |
12,285 |
|
0.618 |
12,252 |
|
0.500 |
12,242 |
|
0.382 |
12,231 |
|
LOW |
12,198 |
|
0.618 |
12,144 |
|
1.000 |
12,111 |
|
1.618 |
12,057 |
|
2.618 |
11,970 |
|
4.250 |
11,828 |
|
|
| Fisher Pivots for day following 15-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,251 |
12,246 |
| PP |
12,246 |
12,235 |
| S1 |
12,242 |
12,225 |
|