| Trading Metrics calculated at close of trading on 12-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1,276.50 |
1,323.00 |
46.50 |
3.6% |
1,329.50 |
| High |
1,324.25 |
1,334.25 |
10.00 |
0.8% |
1,345.00 |
| Low |
1,272.25 |
1,308.00 |
35.75 |
2.8% |
1,282.25 |
| Close |
1,324.00 |
1,309.50 |
-14.50 |
-1.1% |
1,292.75 |
| Range |
52.00 |
26.25 |
-25.75 |
-49.5% |
62.75 |
| ATR |
31.41 |
31.04 |
-0.37 |
-1.2% |
0.00 |
| Volume |
2,381,829 |
3,222,244 |
840,415 |
35.3% |
11,996,844 |
|
| Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,396.00 |
1,379.00 |
1,324.00 |
|
| R3 |
1,369.75 |
1,352.75 |
1,316.75 |
|
| R2 |
1,343.50 |
1,343.50 |
1,314.25 |
|
| R1 |
1,326.50 |
1,326.50 |
1,312.00 |
1,322.00 |
| PP |
1,317.25 |
1,317.25 |
1,317.25 |
1,315.00 |
| S1 |
1,300.25 |
1,300.25 |
1,307.00 |
1,295.50 |
| S2 |
1,291.00 |
1,291.00 |
1,304.75 |
|
| S3 |
1,264.75 |
1,274.00 |
1,302.25 |
|
| S4 |
1,238.50 |
1,247.75 |
1,295.00 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,495.00 |
1,456.50 |
1,327.25 |
|
| R3 |
1,432.25 |
1,393.75 |
1,310.00 |
|
| R2 |
1,369.50 |
1,369.50 |
1,304.25 |
|
| R1 |
1,331.00 |
1,331.00 |
1,298.50 |
1,319.00 |
| PP |
1,306.75 |
1,306.75 |
1,306.75 |
1,300.50 |
| S1 |
1,268.25 |
1,268.25 |
1,287.00 |
1,256.00 |
| S2 |
1,244.00 |
1,244.00 |
1,281.25 |
|
| S3 |
1,181.25 |
1,205.50 |
1,275.50 |
|
| S4 |
1,118.50 |
1,142.75 |
1,258.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,343.00 |
1,272.25 |
70.75 |
5.4% |
36.50 |
2.8% |
53% |
False |
False |
2,733,582 |
| 10 |
1,381.50 |
1,272.25 |
109.25 |
8.3% |
31.25 |
2.4% |
34% |
False |
False |
2,431,176 |
| 20 |
1,390.00 |
1,272.25 |
117.75 |
9.0% |
28.75 |
2.2% |
32% |
False |
False |
2,194,721 |
| 40 |
1,422.50 |
1,255.50 |
167.00 |
12.8% |
34.00 |
2.6% |
32% |
False |
False |
2,388,260 |
| 60 |
1,511.00 |
1,255.50 |
255.50 |
19.5% |
31.25 |
2.4% |
21% |
False |
False |
2,137,939 |
| 80 |
1,538.25 |
1,255.50 |
282.75 |
21.6% |
30.25 |
2.3% |
19% |
False |
False |
1,615,132 |
| 100 |
1,569.00 |
1,255.50 |
313.50 |
23.9% |
30.00 |
2.3% |
17% |
False |
False |
1,292,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,445.75 |
|
2.618 |
1,403.00 |
|
1.618 |
1,376.75 |
|
1.000 |
1,360.50 |
|
0.618 |
1,350.50 |
|
HIGH |
1,334.25 |
|
0.618 |
1,324.25 |
|
0.500 |
1,321.00 |
|
0.382 |
1,318.00 |
|
LOW |
1,308.00 |
|
0.618 |
1,291.75 |
|
1.000 |
1,281.75 |
|
1.618 |
1,265.50 |
|
2.618 |
1,239.25 |
|
4.250 |
1,196.50 |
|
|
| Fisher Pivots for day following 12-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,321.00 |
1,307.50 |
| PP |
1,317.25 |
1,305.25 |
| S1 |
1,313.50 |
1,303.25 |
|