| Trading Metrics calculated at close of trading on 07-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2008 |
07-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
6,760.5 |
6,619.5 |
-141.0 |
-2.1% |
6,667.0 |
| High |
6,763.5 |
6,635.0 |
-128.5 |
-1.9% |
6,810.5 |
| Low |
6,620.0 |
6,529.5 |
-90.5 |
-1.4% |
6,529.5 |
| Close |
6,676.5 |
6,578.5 |
-98.0 |
-1.5% |
6,578.5 |
| Range |
143.5 |
105.5 |
-38.0 |
-26.5% |
281.0 |
| ATR |
172.2 |
170.4 |
-1.8 |
-1.0% |
0.0 |
| Volume |
1,768 |
2,229 |
461 |
26.1% |
6,287 |
|
| Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,897.5 |
6,843.5 |
6,636.5 |
|
| R3 |
6,792.0 |
6,738.0 |
6,607.5 |
|
| R2 |
6,686.5 |
6,686.5 |
6,597.8 |
|
| R1 |
6,632.5 |
6,632.5 |
6,588.2 |
6,606.8 |
| PP |
6,581.0 |
6,581.0 |
6,581.0 |
6,568.1 |
| S1 |
6,527.0 |
6,527.0 |
6,568.8 |
6,501.3 |
| S2 |
6,475.5 |
6,475.5 |
6,559.2 |
|
| S3 |
6,370.0 |
6,421.5 |
6,549.5 |
|
| S4 |
6,264.5 |
6,316.0 |
6,520.5 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,482.5 |
7,311.5 |
6,733.1 |
|
| R3 |
7,201.5 |
7,030.5 |
6,655.8 |
|
| R2 |
6,920.5 |
6,920.5 |
6,630.0 |
|
| R1 |
6,749.5 |
6,749.5 |
6,604.3 |
6,694.5 |
| PP |
6,639.5 |
6,639.5 |
6,639.5 |
6,612.0 |
| S1 |
6,468.5 |
6,468.5 |
6,552.7 |
6,413.5 |
| S2 |
6,358.5 |
6,358.5 |
6,527.0 |
|
| S3 |
6,077.5 |
6,187.5 |
6,501.2 |
|
| S4 |
5,796.5 |
5,906.5 |
6,424.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,810.5 |
6,529.5 |
281.0 |
4.3% |
139.2 |
2.1% |
17% |
False |
True |
1,257 |
| 10 |
7,124.0 |
6,529.5 |
594.5 |
9.0% |
137.7 |
2.1% |
8% |
False |
True |
928 |
| 20 |
7,183.5 |
6,529.5 |
654.0 |
9.9% |
147.3 |
2.2% |
7% |
False |
True |
1,259 |
| 40 |
7,904.0 |
6,450.0 |
1,454.0 |
22.1% |
187.1 |
2.8% |
9% |
False |
False |
1,132 |
| 60 |
8,300.0 |
6,450.0 |
1,850.0 |
28.1% |
165.8 |
2.5% |
7% |
False |
False |
1,689 |
| 80 |
8,300.0 |
6,450.0 |
1,850.0 |
28.1% |
146.8 |
2.2% |
7% |
False |
False |
1,416 |
| 100 |
8,300.0 |
6,450.0 |
1,850.0 |
28.1% |
130.5 |
2.0% |
7% |
False |
False |
1,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,083.4 |
|
2.618 |
6,911.2 |
|
1.618 |
6,805.7 |
|
1.000 |
6,740.5 |
|
0.618 |
6,700.2 |
|
HIGH |
6,635.0 |
|
0.618 |
6,594.7 |
|
0.500 |
6,582.3 |
|
0.382 |
6,569.8 |
|
LOW |
6,529.5 |
|
0.618 |
6,464.3 |
|
1.000 |
6,424.0 |
|
1.618 |
6,358.8 |
|
2.618 |
6,253.3 |
|
4.250 |
6,081.1 |
|
|
| Fisher Pivots for day following 07-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,582.3 |
6,656.3 |
| PP |
6,581.0 |
6,630.3 |
| S1 |
6,579.8 |
6,604.4 |
|