| Trading Metrics calculated at close of trading on 24-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2008 |
24-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
12,102.43 |
12,361.97 |
259.54 |
2.1% |
11,946.45 |
| High |
12,378.74 |
12,622.07 |
243.33 |
2.0% |
12,461.53 |
| Low |
12,097.87 |
12,361.97 |
264.10 |
2.2% |
11,756.60 |
| Close |
12,361.32 |
12,548.64 |
187.32 |
1.5% |
12,361.32 |
| Range |
280.87 |
260.10 |
-20.77 |
-7.4% |
704.93 |
| ATR |
276.06 |
274.96 |
-1.09 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,291.19 |
13,180.02 |
12,691.70 |
|
| R3 |
13,031.09 |
12,919.92 |
12,620.17 |
|
| R2 |
12,770.99 |
12,770.99 |
12,596.33 |
|
| R1 |
12,659.82 |
12,659.82 |
12,572.48 |
12,715.41 |
| PP |
12,510.89 |
12,510.89 |
12,510.89 |
12,538.69 |
| S1 |
12,399.72 |
12,399.72 |
12,524.80 |
12,455.31 |
| S2 |
12,250.79 |
12,250.79 |
12,500.96 |
|
| S3 |
11,990.69 |
12,139.62 |
12,477.11 |
|
| S4 |
11,730.59 |
11,879.52 |
12,405.59 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,307.94 |
14,039.56 |
12,749.03 |
|
| R3 |
13,603.01 |
13,334.63 |
12,555.18 |
|
| R2 |
12,898.08 |
12,898.08 |
12,490.56 |
|
| R1 |
12,629.70 |
12,629.70 |
12,425.94 |
12,763.89 |
| PP |
12,193.15 |
12,193.15 |
12,193.15 |
12,260.25 |
| S1 |
11,924.77 |
11,924.77 |
12,296.70 |
12,058.96 |
| S2 |
11,488.22 |
11,488.22 |
12,232.08 |
|
| S3 |
10,783.29 |
11,219.84 |
12,167.46 |
|
| S4 |
10,078.36 |
10,514.91 |
11,973.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,622.07 |
11,756.60 |
865.47 |
6.9% |
328.77 |
2.6% |
92% |
True |
False |
|
| 10 |
12,622.07 |
11,731.60 |
890.47 |
7.1% |
317.01 |
2.5% |
92% |
True |
False |
|
| 20 |
12,756.56 |
11,731.60 |
1,024.96 |
8.2% |
267.58 |
2.1% |
80% |
False |
False |
|
| 40 |
12,767.74 |
11,731.60 |
1,036.14 |
8.3% |
248.07 |
2.0% |
79% |
False |
False |
|
| 60 |
13,563.32 |
11,634.82 |
1,928.50 |
15.4% |
251.83 |
2.0% |
47% |
False |
False |
|
| 80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.1% |
237.02 |
1.9% |
43% |
False |
False |
|
| 100 |
13,962.53 |
11,634.82 |
2,327.71 |
18.5% |
234.04 |
1.9% |
39% |
False |
False |
|
| 120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.4% |
221.82 |
1.8% |
36% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,727.50 |
|
2.618 |
13,303.01 |
|
1.618 |
13,042.91 |
|
1.000 |
12,882.17 |
|
0.618 |
12,782.81 |
|
HIGH |
12,622.07 |
|
0.618 |
12,522.71 |
|
0.500 |
12,492.02 |
|
0.382 |
12,461.33 |
|
LOW |
12,361.97 |
|
0.618 |
12,201.23 |
|
1.000 |
12,101.87 |
|
1.618 |
11,941.13 |
|
2.618 |
11,681.03 |
|
4.250 |
11,256.55 |
|
|
| Fisher Pivots for day following 24-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,529.77 |
12,485.29 |
| PP |
12,510.89 |
12,421.94 |
| S1 |
12,492.02 |
12,358.59 |
|