| 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 |
6,275.5 |
6,476.0 |
200.5 |
3.2% |
6,540.0 |
| High |
6,317.5 |
6,476.0 |
158.5 |
2.5% |
6,648.5 |
| Low |
6,174.0 |
6,280.5 |
106.5 |
1.7% |
6,355.5 |
| Close |
6,194.5 |
6,368.5 |
174.0 |
2.8% |
6,469.5 |
| Range |
143.5 |
195.5 |
52.0 |
36.2% |
293.0 |
| ATR |
186.3 |
193.1 |
6.8 |
3.7% |
0.0 |
| Volume |
0 |
301,411 |
301,411 |
|
803,538 |
|
| Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,961.5 |
6,860.5 |
6,476.0 |
|
| R3 |
6,766.0 |
6,665.0 |
6,422.3 |
|
| R2 |
6,570.5 |
6,570.5 |
6,404.3 |
|
| R1 |
6,469.5 |
6,469.5 |
6,386.4 |
6,422.3 |
| PP |
6,375.0 |
6,375.0 |
6,375.0 |
6,351.4 |
| S1 |
6,274.0 |
6,274.0 |
6,350.6 |
6,226.8 |
| S2 |
6,179.5 |
6,179.5 |
6,332.7 |
|
| S3 |
5,984.0 |
6,078.5 |
6,314.7 |
|
| S4 |
5,788.5 |
5,883.0 |
6,261.0 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,370.2 |
7,212.8 |
6,630.7 |
|
| R3 |
7,077.2 |
6,919.8 |
6,550.1 |
|
| R2 |
6,784.2 |
6,784.2 |
6,523.2 |
|
| R1 |
6,626.8 |
6,626.8 |
6,496.4 |
6,559.0 |
| PP |
6,491.2 |
6,491.2 |
6,491.2 |
6,457.3 |
| S1 |
6,333.8 |
6,333.8 |
6,442.6 |
6,266.0 |
| S2 |
6,198.2 |
6,198.2 |
6,415.8 |
|
| S3 |
5,905.2 |
6,040.8 |
6,388.9 |
|
| S4 |
5,612.2 |
5,747.8 |
6,308.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,630.0 |
6,174.0 |
456.0 |
7.2% |
186.0 |
2.9% |
43% |
False |
False |
239,850 |
| 10 |
6,703.0 |
6,174.0 |
529.0 |
8.3% |
175.0 |
2.7% |
37% |
False |
False |
187,344 |
| 20 |
7,048.5 |
6,174.0 |
874.5 |
13.7% |
163.7 |
2.6% |
22% |
False |
False |
165,137 |
| 40 |
7,108.0 |
6,174.0 |
934.0 |
14.7% |
174.2 |
2.7% |
21% |
False |
False |
171,725 |
| 60 |
8,253.0 |
6,174.0 |
2,079.0 |
32.6% |
180.8 |
2.8% |
9% |
False |
False |
165,633 |
| 80 |
8,253.0 |
6,174.0 |
2,079.0 |
32.6% |
166.2 |
2.6% |
9% |
False |
False |
129,586 |
| 100 |
8,253.0 |
6,174.0 |
2,079.0 |
32.6% |
154.2 |
2.4% |
9% |
False |
False |
103,793 |
| 120 |
8,253.0 |
6,174.0 |
2,079.0 |
32.6% |
140.5 |
2.2% |
9% |
False |
False |
86,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,306.9 |
|
2.618 |
6,987.8 |
|
1.618 |
6,792.3 |
|
1.000 |
6,671.5 |
|
0.618 |
6,596.8 |
|
HIGH |
6,476.0 |
|
0.618 |
6,401.3 |
|
0.500 |
6,378.3 |
|
0.382 |
6,355.2 |
|
LOW |
6,280.5 |
|
0.618 |
6,159.7 |
|
1.000 |
6,085.0 |
|
1.618 |
5,964.2 |
|
2.618 |
5,768.7 |
|
4.250 |
5,449.6 |
|
|
| Fisher Pivots for day following 19-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,378.3 |
6,354.0 |
| PP |
6,375.0 |
6,339.5 |
| S1 |
6,371.8 |
6,325.0 |
|