| Trading Metrics calculated at close of trading on 03-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1,785.00 |
1,748.00 |
-37.00 |
-2.1% |
1,776.00 |
| High |
1,789.25 |
1,750.00 |
-39.25 |
-2.2% |
1,812.25 |
| Low |
1,742.75 |
1,718.25 |
-24.50 |
-1.4% |
1,742.75 |
| Close |
1,748.25 |
1,736.75 |
-11.50 |
-0.7% |
1,748.25 |
| Range |
46.50 |
31.75 |
-14.75 |
-31.7% |
69.50 |
| ATR |
46.19 |
45.16 |
-1.03 |
-2.2% |
0.00 |
| Volume |
357,767 |
437,677 |
79,910 |
22.3% |
1,923,668 |
|
| Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,830.25 |
1,815.25 |
1,754.25 |
|
| R3 |
1,798.50 |
1,783.50 |
1,745.50 |
|
| R2 |
1,766.75 |
1,766.75 |
1,742.50 |
|
| R1 |
1,751.75 |
1,751.75 |
1,739.75 |
1,743.50 |
| PP |
1,735.00 |
1,735.00 |
1,735.00 |
1,730.75 |
| S1 |
1,720.00 |
1,720.00 |
1,733.75 |
1,711.50 |
| S2 |
1,703.25 |
1,703.25 |
1,731.00 |
|
| S3 |
1,671.50 |
1,688.25 |
1,728.00 |
|
| S4 |
1,639.75 |
1,656.50 |
1,719.25 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,976.25 |
1,931.75 |
1,786.50 |
|
| R3 |
1,906.75 |
1,862.25 |
1,767.25 |
|
| R2 |
1,837.25 |
1,837.25 |
1,761.00 |
|
| R1 |
1,792.75 |
1,792.75 |
1,754.50 |
1,780.25 |
| PP |
1,767.75 |
1,767.75 |
1,767.75 |
1,761.50 |
| S1 |
1,723.25 |
1,723.25 |
1,742.00 |
1,710.75 |
| S2 |
1,698.25 |
1,698.25 |
1,735.50 |
|
| S3 |
1,628.75 |
1,653.75 |
1,729.25 |
|
| S4 |
1,559.25 |
1,584.25 |
1,710.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,812.25 |
1,718.25 |
94.00 |
5.4% |
37.25 |
2.1% |
20% |
False |
True |
396,145 |
| 10 |
1,821.00 |
1,718.25 |
102.75 |
5.9% |
40.50 |
2.3% |
18% |
False |
True |
377,524 |
| 20 |
1,869.25 |
1,713.00 |
156.25 |
9.0% |
43.75 |
2.5% |
15% |
False |
False |
403,130 |
| 40 |
2,082.75 |
1,698.25 |
384.50 |
22.1% |
54.25 |
3.1% |
10% |
False |
False |
481,702 |
| 60 |
2,174.00 |
1,698.25 |
475.75 |
27.4% |
48.75 |
2.8% |
8% |
False |
False |
383,217 |
| 80 |
2,251.00 |
1,698.25 |
552.75 |
31.8% |
49.50 |
2.9% |
7% |
False |
False |
287,555 |
| 100 |
2,276.25 |
1,698.25 |
578.00 |
33.3% |
47.75 |
2.7% |
7% |
False |
False |
230,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,885.00 |
|
2.618 |
1,833.00 |
|
1.618 |
1,801.25 |
|
1.000 |
1,781.75 |
|
0.618 |
1,769.50 |
|
HIGH |
1,750.00 |
|
0.618 |
1,737.75 |
|
0.500 |
1,734.00 |
|
0.382 |
1,730.50 |
|
LOW |
1,718.25 |
|
0.618 |
1,698.75 |
|
1.000 |
1,686.50 |
|
1.618 |
1,667.00 |
|
2.618 |
1,635.25 |
|
4.250 |
1,583.25 |
|
|
| Fisher Pivots for day following 03-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,736.00 |
1,765.25 |
| PP |
1,735.00 |
1,755.75 |
| S1 |
1,734.00 |
1,746.25 |
|