| Trading Metrics calculated at close of trading on 18-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1,289.50 |
1,281.50 |
-8.00 |
-0.6% |
1,294.25 |
| High |
1,314.00 |
1,334.50 |
20.50 |
1.6% |
1,336.25 |
| Low |
1,253.00 |
1,278.75 |
25.75 |
2.1% |
1,274.00 |
| Close |
1,279.50 |
1,334.00 |
54.50 |
4.3% |
1,293.00 |
| Range |
61.00 |
55.75 |
-5.25 |
-8.6% |
62.25 |
| ATR |
34.63 |
36.14 |
1.51 |
4.4% |
0.00 |
| Volume |
3,877,930 |
3,692,310 |
-185,620 |
-4.8% |
3,398,907 |
|
| Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,483.00 |
1,464.25 |
1,364.75 |
|
| R3 |
1,427.25 |
1,408.50 |
1,349.25 |
|
| R2 |
1,371.50 |
1,371.50 |
1,344.25 |
|
| R1 |
1,352.75 |
1,352.75 |
1,339.00 |
1,362.00 |
| PP |
1,315.75 |
1,315.75 |
1,315.75 |
1,320.50 |
| S1 |
1,297.00 |
1,297.00 |
1,329.00 |
1,306.50 |
| S2 |
1,260.00 |
1,260.00 |
1,323.75 |
|
| S3 |
1,204.25 |
1,241.25 |
1,318.75 |
|
| S4 |
1,148.50 |
1,185.50 |
1,303.25 |
|
|
| 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 |
6.2% |
48.75 |
3.7% |
97% |
False |
False |
2,150,976 |
| 10 |
1,346.75 |
1,253.00 |
93.75 |
7.0% |
42.25 |
3.2% |
86% |
False |
False |
1,115,220 |
| 20 |
1,392.50 |
1,253.00 |
139.50 |
10.5% |
33.50 |
2.5% |
58% |
False |
False |
564,564 |
| 40 |
1,402.50 |
1,253.00 |
149.50 |
11.2% |
33.00 |
2.5% |
54% |
False |
False |
286,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,571.50 |
|
2.618 |
1,480.50 |
|
1.618 |
1,424.75 |
|
1.000 |
1,390.25 |
|
0.618 |
1,369.00 |
|
HIGH |
1,334.50 |
|
0.618 |
1,313.25 |
|
0.500 |
1,306.50 |
|
0.382 |
1,300.00 |
|
LOW |
1,278.75 |
|
0.618 |
1,244.25 |
|
1.000 |
1,223.00 |
|
1.618 |
1,188.50 |
|
2.618 |
1,132.75 |
|
4.250 |
1,041.75 |
|
|
| Fisher Pivots for day following 18-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,325.00 |
1,320.75 |
| PP |
1,315.75 |
1,307.75 |
| S1 |
1,306.50 |
1,294.50 |
|