| Trading Metrics calculated at close of trading on 13-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
6,467.0 |
6,512.0 |
45.0 |
0.7% |
6,628.0 |
| High |
6,648.5 |
6,576.5 |
-72.0 |
-1.1% |
6,739.5 |
| Low |
6,440.5 |
6,403.5 |
-37.0 |
-0.6% |
6,454.0 |
| Close |
6,548.0 |
6,514.5 |
-33.5 |
-0.5% |
6,505.5 |
| Range |
208.0 |
173.0 |
-35.0 |
-16.8% |
285.5 |
| ATR |
174.3 |
174.2 |
-0.1 |
-0.1% |
0.0 |
| Volume |
0 |
241,721 |
241,721 |
|
801,153 |
|
| Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,017.2 |
6,938.8 |
6,609.7 |
|
| R3 |
6,844.2 |
6,765.8 |
6,562.1 |
|
| R2 |
6,671.2 |
6,671.2 |
6,546.2 |
|
| R1 |
6,592.8 |
6,592.8 |
6,530.4 |
6,632.0 |
| PP |
6,498.2 |
6,498.2 |
6,498.2 |
6,517.8 |
| S1 |
6,419.8 |
6,419.8 |
6,498.6 |
6,459.0 |
| S2 |
6,325.2 |
6,325.2 |
6,482.8 |
|
| S3 |
6,152.2 |
6,246.8 |
6,466.9 |
|
| S4 |
5,979.2 |
6,073.8 |
6,419.4 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,422.8 |
7,249.7 |
6,662.5 |
|
| R3 |
7,137.3 |
6,964.2 |
6,584.0 |
|
| R2 |
6,851.8 |
6,851.8 |
6,557.8 |
|
| R1 |
6,678.7 |
6,678.7 |
6,531.7 |
6,622.5 |
| PP |
6,566.3 |
6,566.3 |
6,566.3 |
6,538.3 |
| S1 |
6,393.2 |
6,393.2 |
6,479.3 |
6,337.0 |
| S2 |
6,280.8 |
6,280.8 |
6,453.2 |
|
| S3 |
5,995.3 |
6,107.7 |
6,427.0 |
|
| S4 |
5,709.8 |
5,822.2 |
6,348.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,648.5 |
6,403.5 |
245.0 |
3.8% |
166.6 |
2.6% |
45% |
False |
True |
147,733 |
| 10 |
6,883.0 |
6,403.5 |
479.5 |
7.4% |
171.9 |
2.6% |
23% |
False |
True |
149,253 |
| 20 |
7,108.0 |
6,403.5 |
704.5 |
10.8% |
156.5 |
2.4% |
16% |
False |
True |
140,977 |
| 40 |
7,561.5 |
6,403.5 |
1,158.0 |
17.8% |
199.5 |
3.1% |
10% |
False |
True |
165,391 |
| 60 |
8,253.0 |
6,403.5 |
1,849.5 |
28.4% |
175.8 |
2.7% |
6% |
False |
True |
155,274 |
| 80 |
8,253.0 |
6,403.5 |
1,849.5 |
28.4% |
161.2 |
2.5% |
6% |
False |
True |
117,678 |
| 100 |
8,253.0 |
6,403.5 |
1,849.5 |
28.4% |
149.9 |
2.3% |
6% |
False |
True |
94,247 |
| 120 |
8,253.0 |
6,403.5 |
1,849.5 |
28.4% |
136.0 |
2.1% |
6% |
False |
True |
78,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,311.8 |
|
2.618 |
7,029.4 |
|
1.618 |
6,856.4 |
|
1.000 |
6,749.5 |
|
0.618 |
6,683.4 |
|
HIGH |
6,576.5 |
|
0.618 |
6,510.4 |
|
0.500 |
6,490.0 |
|
0.382 |
6,469.6 |
|
LOW |
6,403.5 |
|
0.618 |
6,296.6 |
|
1.000 |
6,230.5 |
|
1.618 |
6,123.6 |
|
2.618 |
5,950.6 |
|
4.250 |
5,668.3 |
|
|
| Fisher Pivots for day following 13-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,506.3 |
6,526.0 |
| PP |
6,498.2 |
6,522.2 |
| S1 |
6,490.0 |
6,518.3 |
|