| Trading Metrics calculated at close of trading on 19-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1,281.50 |
1,333.00 |
51.50 |
4.0% |
1,294.25 |
| High |
1,334.50 |
1,343.75 |
9.25 |
0.7% |
1,336.25 |
| Low |
1,278.75 |
1,296.75 |
18.00 |
1.4% |
1,274.00 |
| Close |
1,334.00 |
1,299.50 |
-34.50 |
-2.6% |
1,293.00 |
| Range |
55.75 |
47.00 |
-8.75 |
-15.7% |
62.25 |
| ATR |
36.14 |
36.92 |
0.78 |
2.1% |
0.00 |
| Volume |
3,692,310 |
3,129,809 |
-562,501 |
-15.2% |
3,398,907 |
|
| Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,454.25 |
1,424.00 |
1,325.25 |
|
| R3 |
1,407.25 |
1,377.00 |
1,312.50 |
|
| R2 |
1,360.25 |
1,360.25 |
1,308.00 |
|
| R1 |
1,330.00 |
1,330.00 |
1,303.75 |
1,321.50 |
| PP |
1,313.25 |
1,313.25 |
1,313.25 |
1,309.25 |
| S1 |
1,283.00 |
1,283.00 |
1,295.25 |
1,274.50 |
| S2 |
1,266.25 |
1,266.25 |
1,291.00 |
|
| S3 |
1,219.25 |
1,236.00 |
1,286.50 |
|
| S4 |
1,172.25 |
1,189.00 |
1,273.75 |
|
|
| 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 |
1,343.75 |
1,253.00 |
90.75 |
7.0% |
53.00 |
4.1% |
51% |
True |
False |
2,748,886 |
| 10 |
1,344.75 |
1,253.00 |
91.75 |
7.1% |
44.50 |
3.4% |
51% |
False |
False |
1,423,687 |
| 20 |
1,392.50 |
1,253.00 |
139.50 |
10.7% |
34.25 |
2.6% |
33% |
False |
False |
720,892 |
| 40 |
1,402.50 |
1,253.00 |
149.50 |
11.5% |
32.00 |
2.5% |
31% |
False |
False |
363,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,543.50 |
|
2.618 |
1,466.75 |
|
1.618 |
1,419.75 |
|
1.000 |
1,390.75 |
|
0.618 |
1,372.75 |
|
HIGH |
1,343.75 |
|
0.618 |
1,325.75 |
|
0.500 |
1,320.25 |
|
0.382 |
1,314.75 |
|
LOW |
1,296.75 |
|
0.618 |
1,267.75 |
|
1.000 |
1,249.75 |
|
1.618 |
1,220.75 |
|
2.618 |
1,173.75 |
|
4.250 |
1,097.00 |
|
|
| Fisher Pivots for day following 19-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,320.25 |
1,299.00 |
| PP |
1,313.25 |
1,298.75 |
| S1 |
1,306.50 |
1,298.50 |
|