| Trading Metrics calculated at close of trading on 06-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2008 |
06-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1,328.00 |
1,335.75 |
7.75 |
0.6% |
1,354.50 |
| High |
1,345.00 |
1,343.00 |
-2.00 |
-0.1% |
1,390.00 |
| Low |
1,320.25 |
1,302.25 |
-18.00 |
-1.4% |
1,325.25 |
| Close |
1,335.50 |
1,308.00 |
-27.50 |
-2.1% |
1,331.25 |
| Range |
24.75 |
40.75 |
16.00 |
64.6% |
64.75 |
| ATR |
28.70 |
29.56 |
0.86 |
3.0% |
0.00 |
| Volume |
2,763,950 |
2,468,567 |
-295,383 |
-10.7% |
9,794,735 |
|
| Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,440.00 |
1,414.75 |
1,330.50 |
|
| R3 |
1,399.25 |
1,374.00 |
1,319.25 |
|
| R2 |
1,358.50 |
1,358.50 |
1,315.50 |
|
| R1 |
1,333.25 |
1,333.25 |
1,311.75 |
1,325.50 |
| PP |
1,317.75 |
1,317.75 |
1,317.75 |
1,314.00 |
| S1 |
1,292.50 |
1,292.50 |
1,304.25 |
1,284.75 |
| S2 |
1,277.00 |
1,277.00 |
1,300.50 |
|
| S3 |
1,236.25 |
1,251.75 |
1,296.75 |
|
| S4 |
1,195.50 |
1,211.00 |
1,285.50 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,543.00 |
1,502.00 |
1,366.75 |
|
| R3 |
1,478.25 |
1,437.25 |
1,349.00 |
|
| R2 |
1,413.50 |
1,413.50 |
1,343.00 |
|
| R1 |
1,372.50 |
1,372.50 |
1,337.25 |
1,360.50 |
| PP |
1,348.75 |
1,348.75 |
1,348.75 |
1,343.00 |
| S1 |
1,307.75 |
1,307.75 |
1,325.25 |
1,296.00 |
| S2 |
1,284.00 |
1,284.00 |
1,319.50 |
|
| S3 |
1,219.25 |
1,243.00 |
1,313.50 |
|
| S4 |
1,154.50 |
1,178.25 |
1,295.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,367.00 |
1,302.25 |
64.75 |
5.0% |
30.75 |
2.3% |
9% |
False |
True |
2,255,348 |
| 10 |
1,390.00 |
1,302.25 |
87.75 |
6.7% |
27.50 |
2.1% |
7% |
False |
True |
2,130,714 |
| 20 |
1,390.00 |
1,302.25 |
87.75 |
6.7% |
27.25 |
2.1% |
7% |
False |
True |
2,066,813 |
| 40 |
1,436.25 |
1,255.50 |
180.75 |
13.8% |
33.25 |
2.6% |
29% |
False |
False |
2,374,324 |
| 60 |
1,538.25 |
1,255.50 |
282.75 |
21.6% |
31.25 |
2.4% |
19% |
False |
False |
1,962,690 |
| 80 |
1,538.25 |
1,255.50 |
282.75 |
21.6% |
30.25 |
2.3% |
19% |
False |
False |
1,475,340 |
| 100 |
1,587.75 |
1,255.50 |
332.25 |
25.4% |
29.50 |
2.2% |
16% |
False |
False |
1,180,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,516.25 |
|
2.618 |
1,449.75 |
|
1.618 |
1,409.00 |
|
1.000 |
1,383.75 |
|
0.618 |
1,368.25 |
|
HIGH |
1,343.00 |
|
0.618 |
1,327.50 |
|
0.500 |
1,322.50 |
|
0.382 |
1,317.75 |
|
LOW |
1,302.25 |
|
0.618 |
1,277.00 |
|
1.000 |
1,261.50 |
|
1.618 |
1,236.25 |
|
2.618 |
1,195.50 |
|
4.250 |
1,129.00 |
|
|
| Fisher Pivots for day following 06-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,322.50 |
1,323.50 |
| PP |
1,317.75 |
1,318.50 |
| S1 |
1,313.00 |
1,313.25 |
|