| Trading Metrics calculated at close of trading on 17-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1,314.50 |
1,289.50 |
-25.00 |
-1.9% |
1,294.25 |
| High |
1,336.00 |
1,314.00 |
-22.00 |
-1.6% |
1,336.25 |
| Low |
1,275.50 |
1,253.00 |
-22.50 |
-1.8% |
1,274.00 |
| Close |
1,293.00 |
1,279.50 |
-13.50 |
-1.0% |
1,293.00 |
| Range |
60.50 |
61.00 |
0.50 |
0.8% |
62.25 |
| ATR |
32.61 |
34.63 |
2.03 |
6.2% |
0.00 |
| Volume |
2,741,325 |
3,877,930 |
1,136,605 |
41.5% |
3,398,907 |
|
| Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,465.25 |
1,433.25 |
1,313.00 |
|
| R3 |
1,404.25 |
1,372.25 |
1,296.25 |
|
| R2 |
1,343.25 |
1,343.25 |
1,290.75 |
|
| R1 |
1,311.25 |
1,311.25 |
1,285.00 |
1,296.75 |
| PP |
1,282.25 |
1,282.25 |
1,282.25 |
1,275.00 |
| S1 |
1,250.25 |
1,250.25 |
1,274.00 |
1,235.75 |
| S2 |
1,221.25 |
1,221.25 |
1,268.25 |
|
| S3 |
1,160.25 |
1,189.25 |
1,262.75 |
|
| S4 |
1,099.25 |
1,128.25 |
1,246.00 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,487.75 |
1,452.75 |
1,327.25 |
|
| R3 |
1,425.50 |
1,390.50 |
1,310.00 |
|
| R2 |
1,363.25 |
1,363.25 |
1,304.50 |
|
| R1 |
1,328.25 |
1,328.25 |
1,298.75 |
1,314.50 |
| PP |
1,301.00 |
1,301.00 |
1,301.00 |
1,294.25 |
| S1 |
1,266.00 |
1,266.00 |
1,287.25 |
1,252.50 |
| S2 |
1,238.75 |
1,238.75 |
1,281.50 |
|
| S3 |
1,176.50 |
1,203.75 |
1,276.00 |
|
| S4 |
1,114.25 |
1,141.50 |
1,258.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,336.25 |
1,253.00 |
83.25 |
6.5% |
48.00 |
3.8% |
32% |
False |
True |
1,435,191 |
| 10 |
1,346.75 |
1,253.00 |
93.75 |
7.3% |
39.75 |
3.1% |
28% |
False |
True |
748,590 |
| 20 |
1,392.50 |
1,253.00 |
139.50 |
10.9% |
32.00 |
2.5% |
19% |
False |
True |
380,227 |
| 40 |
1,402.50 |
1,253.00 |
149.50 |
11.7% |
33.50 |
2.6% |
18% |
False |
True |
194,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,573.25 |
|
2.618 |
1,473.75 |
|
1.618 |
1,412.75 |
|
1.000 |
1,375.00 |
|
0.618 |
1,351.75 |
|
HIGH |
1,314.00 |
|
0.618 |
1,290.75 |
|
0.500 |
1,283.50 |
|
0.382 |
1,276.25 |
|
LOW |
1,253.00 |
|
0.618 |
1,215.25 |
|
1.000 |
1,192.00 |
|
1.618 |
1,154.25 |
|
2.618 |
1,093.25 |
|
4.250 |
993.75 |
|
|
| Fisher Pivots for day following 17-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,283.50 |
1,294.50 |
| PP |
1,282.25 |
1,289.50 |
| S1 |
1,280.75 |
1,284.50 |
|