| Trading Metrics calculated at close of trading on 20-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
6,476.0 |
6,301.5 |
-174.5 |
-2.7% |
6,540.0 |
| High |
6,476.0 |
6,377.0 |
-99.0 |
-1.5% |
6,648.5 |
| Low |
6,280.5 |
6,301.5 |
21.0 |
0.3% |
6,355.5 |
| Close |
6,368.5 |
6,326.7 |
-41.8 |
-0.7% |
6,469.5 |
| Range |
195.5 |
75.5 |
-120.0 |
-61.4% |
293.0 |
| ATR |
193.1 |
184.7 |
-8.4 |
-4.3% |
0.0 |
| Volume |
301,411 |
44,925 |
-256,486 |
-85.1% |
803,538 |
|
| Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,561.6 |
6,519.6 |
6,368.2 |
|
| R3 |
6,486.1 |
6,444.1 |
6,347.5 |
|
| R2 |
6,410.6 |
6,410.6 |
6,340.5 |
|
| R1 |
6,368.6 |
6,368.6 |
6,333.6 |
6,389.6 |
| PP |
6,335.1 |
6,335.1 |
6,335.1 |
6,345.6 |
| S1 |
6,293.1 |
6,293.1 |
6,319.8 |
6,314.1 |
| S2 |
6,259.6 |
6,259.6 |
6,312.9 |
|
| S3 |
6,184.1 |
6,217.6 |
6,305.9 |
|
| S4 |
6,108.6 |
6,142.1 |
6,285.2 |
|
|
| 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% |
166.5 |
2.6% |
33% |
False |
False |
200,490 |
| 10 |
6,648.5 |
6,174.0 |
474.5 |
7.5% |
166.6 |
2.6% |
32% |
False |
False |
174,112 |
| 20 |
7,048.5 |
6,174.0 |
874.5 |
13.8% |
160.0 |
2.5% |
17% |
False |
False |
167,383 |
| 40 |
7,108.0 |
6,174.0 |
934.0 |
14.8% |
171.4 |
2.7% |
16% |
False |
False |
165,790 |
| 60 |
8,253.0 |
6,174.0 |
2,079.0 |
32.9% |
180.4 |
2.9% |
7% |
False |
False |
166,382 |
| 80 |
8,253.0 |
6,174.0 |
2,079.0 |
32.9% |
164.3 |
2.6% |
7% |
False |
False |
130,134 |
| 100 |
8,253.0 |
6,174.0 |
2,079.0 |
32.9% |
154.6 |
2.4% |
7% |
False |
False |
104,238 |
| 120 |
8,253.0 |
6,174.0 |
2,079.0 |
32.9% |
140.1 |
2.2% |
7% |
False |
False |
86,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,697.9 |
|
2.618 |
6,574.7 |
|
1.618 |
6,499.2 |
|
1.000 |
6,452.5 |
|
0.618 |
6,423.7 |
|
HIGH |
6,377.0 |
|
0.618 |
6,348.2 |
|
0.500 |
6,339.3 |
|
0.382 |
6,330.3 |
|
LOW |
6,301.5 |
|
0.618 |
6,254.8 |
|
1.000 |
6,226.0 |
|
1.618 |
6,179.3 |
|
2.618 |
6,103.8 |
|
4.250 |
5,980.6 |
|
|
| Fisher Pivots for day following 20-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,339.3 |
6,326.1 |
| PP |
6,335.1 |
6,325.6 |
| S1 |
6,330.9 |
6,325.0 |
|