| 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 |
5,649.0 |
5,762.5 |
113.5 |
2.0% |
5,766.0 |
| High |
5,779.0 |
5,812.5 |
33.5 |
0.6% |
5,860.5 |
| Low |
5,634.5 |
5,737.5 |
103.0 |
1.8% |
5,643.0 |
| Close |
5,689.0 |
5,765.0 |
76.0 |
1.3% |
5,687.0 |
| Range |
144.5 |
75.0 |
-69.5 |
-48.1% |
217.5 |
| ATR |
133.8 |
133.0 |
-0.7 |
-0.5% |
0.0 |
| Volume |
133,049 |
197,350 |
64,301 |
48.3% |
663,639 |
|
| Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,996.5 |
5,956.0 |
5,806.0 |
|
| R3 |
5,921.5 |
5,881.0 |
5,785.5 |
|
| R2 |
5,846.5 |
5,846.5 |
5,779.0 |
|
| R1 |
5,806.0 |
5,806.0 |
5,772.0 |
5,826.0 |
| PP |
5,771.5 |
5,771.5 |
5,771.5 |
5,782.0 |
| S1 |
5,731.0 |
5,731.0 |
5,758.0 |
5,751.0 |
| S2 |
5,696.5 |
5,696.5 |
5,751.0 |
|
| S3 |
5,621.5 |
5,656.0 |
5,744.5 |
|
| S4 |
5,546.5 |
5,581.0 |
5,724.0 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,382.5 |
6,252.5 |
5,806.5 |
|
| R3 |
6,165.0 |
6,035.0 |
5,747.0 |
|
| R2 |
5,947.5 |
5,947.5 |
5,727.0 |
|
| R1 |
5,817.5 |
5,817.5 |
5,707.0 |
5,774.0 |
| PP |
5,730.0 |
5,730.0 |
5,730.0 |
5,708.5 |
| S1 |
5,600.0 |
5,600.0 |
5,667.0 |
5,556.0 |
| S2 |
5,512.5 |
5,512.5 |
5,647.0 |
|
| S3 |
5,295.0 |
5,382.5 |
5,627.0 |
|
| S4 |
5,077.5 |
5,165.0 |
5,567.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,855.5 |
5,606.0 |
249.5 |
4.3% |
112.0 |
1.9% |
64% |
False |
False |
145,658 |
| 10 |
6,061.0 |
5,606.0 |
455.0 |
7.9% |
118.0 |
2.0% |
35% |
False |
False |
137,710 |
| 20 |
6,090.0 |
5,606.0 |
484.0 |
8.4% |
118.0 |
2.0% |
33% |
False |
False |
123,985 |
| 40 |
6,090.0 |
5,301.5 |
788.5 |
13.7% |
144.0 |
2.5% |
59% |
False |
False |
147,565 |
| 60 |
6,547.0 |
5,301.5 |
1,245.5 |
21.6% |
128.0 |
2.2% |
37% |
False |
False |
132,558 |
| 80 |
6,640.0 |
5,301.5 |
1,338.5 |
23.2% |
124.5 |
2.2% |
35% |
False |
False |
100,783 |
| 100 |
6,776.0 |
5,301.5 |
1,474.5 |
25.6% |
115.5 |
2.0% |
31% |
False |
False |
80,662 |
| 120 |
6,821.5 |
5,301.5 |
1,520.0 |
26.4% |
106.5 |
1.8% |
30% |
False |
False |
67,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,131.0 |
|
2.618 |
6,009.0 |
|
1.618 |
5,934.0 |
|
1.000 |
5,887.5 |
|
0.618 |
5,859.0 |
|
HIGH |
5,812.5 |
|
0.618 |
5,784.0 |
|
0.500 |
5,775.0 |
|
0.382 |
5,766.0 |
|
LOW |
5,737.5 |
|
0.618 |
5,691.0 |
|
1.000 |
5,662.5 |
|
1.618 |
5,616.0 |
|
2.618 |
5,541.0 |
|
4.250 |
5,419.0 |
|
|
| Fisher Pivots for day following 12-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,775.0 |
5,746.5 |
| PP |
5,771.5 |
5,728.0 |
| S1 |
5,768.5 |
5,709.0 |
|