| Trading Metrics calculated at close of trading on 19-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1,279.75 |
1,331.00 |
51.25 |
4.0% |
1,292.00 |
| High |
1,332.75 |
1,342.25 |
9.50 |
0.7% |
1,334.25 |
| Low |
1,278.00 |
1,296.00 |
18.00 |
1.4% |
1,272.25 |
| Close |
1,332.50 |
1,298.50 |
-34.00 |
-2.6% |
1,291.50 |
| Range |
54.75 |
46.25 |
-8.50 |
-15.5% |
62.00 |
| ATR |
37.08 |
37.73 |
0.66 |
1.8% |
0.00 |
| Volume |
975,573 |
753,289 |
-222,284 |
-22.8% |
13,081,515 |
|
| Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,451.00 |
1,421.00 |
1,324.00 |
|
| R3 |
1,404.75 |
1,374.75 |
1,311.25 |
|
| R2 |
1,358.50 |
1,358.50 |
1,307.00 |
|
| R1 |
1,328.50 |
1,328.50 |
1,302.75 |
1,320.50 |
| PP |
1,312.25 |
1,312.25 |
1,312.25 |
1,308.25 |
| S1 |
1,282.25 |
1,282.25 |
1,294.25 |
1,274.00 |
| S2 |
1,266.00 |
1,266.00 |
1,290.00 |
|
| S3 |
1,219.75 |
1,236.00 |
1,285.75 |
|
| S4 |
1,173.50 |
1,189.75 |
1,273.00 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,485.25 |
1,450.50 |
1,325.50 |
|
| R3 |
1,423.25 |
1,388.50 |
1,308.50 |
|
| R2 |
1,361.25 |
1,361.25 |
1,302.75 |
|
| R1 |
1,326.50 |
1,326.50 |
1,297.25 |
1,313.00 |
| PP |
1,299.25 |
1,299.25 |
1,299.25 |
1,292.50 |
| S1 |
1,264.50 |
1,264.50 |
1,285.75 |
1,251.00 |
| S2 |
1,237.25 |
1,237.25 |
1,280.25 |
|
| S3 |
1,175.25 |
1,202.50 |
1,274.50 |
|
| S4 |
1,113.25 |
1,140.50 |
1,257.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,342.25 |
1,253.00 |
89.25 |
6.9% |
52.50 |
4.1% |
51% |
True |
False |
1,495,150 |
| 10 |
1,343.00 |
1,253.00 |
90.00 |
6.9% |
44.50 |
3.4% |
51% |
False |
False |
2,114,366 |
| 20 |
1,390.00 |
1,253.00 |
137.00 |
10.6% |
35.50 |
2.7% |
33% |
False |
False |
2,109,745 |
| 40 |
1,400.00 |
1,253.00 |
147.00 |
11.3% |
34.50 |
2.7% |
31% |
False |
False |
2,231,637 |
| 60 |
1,511.00 |
1,253.00 |
258.00 |
19.9% |
33.75 |
2.6% |
18% |
False |
False |
2,115,970 |
| 80 |
1,538.25 |
1,253.00 |
285.25 |
22.0% |
32.00 |
2.5% |
16% |
False |
False |
1,707,978 |
| 100 |
1,569.00 |
1,253.00 |
316.00 |
24.3% |
31.25 |
2.4% |
14% |
False |
False |
1,367,308 |
| 120 |
1,598.50 |
1,253.00 |
345.50 |
26.6% |
29.25 |
2.3% |
13% |
False |
False |
1,139,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,538.75 |
|
2.618 |
1,463.25 |
|
1.618 |
1,417.00 |
|
1.000 |
1,388.50 |
|
0.618 |
1,370.75 |
|
HIGH |
1,342.25 |
|
0.618 |
1,324.50 |
|
0.500 |
1,319.00 |
|
0.382 |
1,313.75 |
|
LOW |
1,296.00 |
|
0.618 |
1,267.50 |
|
1.000 |
1,249.75 |
|
1.618 |
1,221.25 |
|
2.618 |
1,175.00 |
|
4.250 |
1,099.50 |
|
|
| Fisher Pivots for day following 19-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,319.00 |
1,298.25 |
| PP |
1,312.25 |
1,298.00 |
| S1 |
1,305.50 |
1,297.50 |
|