| Trading Metrics calculated at close of trading on 10-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
6,619.5 |
6,454.5 |
-165.0 |
-2.5% |
6,667.0 |
| High |
6,635.0 |
6,549.0 |
-86.0 |
-1.3% |
6,810.5 |
| Low |
6,529.5 |
6,406.5 |
-123.0 |
-1.9% |
6,529.5 |
| Close |
6,578.5 |
6,453.5 |
-125.0 |
-1.9% |
6,578.5 |
| Range |
105.5 |
142.5 |
37.0 |
35.1% |
281.0 |
| ATR |
170.4 |
170.5 |
0.1 |
0.1% |
0.0 |
| Volume |
2,229 |
201,553 |
199,324 |
8,942.3% |
6,287 |
|
| Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,897.2 |
6,817.8 |
6,531.9 |
|
| R3 |
6,754.7 |
6,675.3 |
6,492.7 |
|
| R2 |
6,612.2 |
6,612.2 |
6,479.6 |
|
| R1 |
6,532.8 |
6,532.8 |
6,466.6 |
6,501.3 |
| PP |
6,469.7 |
6,469.7 |
6,469.7 |
6,453.9 |
| S1 |
6,390.3 |
6,390.3 |
6,440.4 |
6,358.8 |
| S2 |
6,327.2 |
6,327.2 |
6,427.4 |
|
| S3 |
6,184.7 |
6,247.8 |
6,414.3 |
|
| S4 |
6,042.2 |
6,105.3 |
6,375.1 |
|
|
| 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 |
6,801.0 |
6,406.5 |
394.5 |
6.1% |
139.0 |
2.2% |
12% |
False |
True |
41,459 |
| 10 |
7,124.0 |
6,406.5 |
717.5 |
11.1% |
141.3 |
2.2% |
7% |
False |
True |
21,046 |
| 20 |
7,183.5 |
6,406.5 |
777.0 |
12.0% |
148.5 |
2.3% |
6% |
False |
True |
11,223 |
| 40 |
7,866.0 |
6,406.5 |
1,459.5 |
22.6% |
188.9 |
2.9% |
3% |
False |
True |
6,158 |
| 60 |
8,300.0 |
6,406.5 |
1,893.5 |
29.3% |
166.4 |
2.6% |
2% |
False |
True |
4,999 |
| 80 |
8,300.0 |
6,406.5 |
1,893.5 |
29.3% |
148.3 |
2.3% |
2% |
False |
True |
3,934 |
| 100 |
8,300.0 |
6,406.5 |
1,893.5 |
29.3% |
131.2 |
2.0% |
2% |
False |
True |
3,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,154.6 |
|
2.618 |
6,922.1 |
|
1.618 |
6,779.6 |
|
1.000 |
6,691.5 |
|
0.618 |
6,637.1 |
|
HIGH |
6,549.0 |
|
0.618 |
6,494.6 |
|
0.500 |
6,477.8 |
|
0.382 |
6,460.9 |
|
LOW |
6,406.5 |
|
0.618 |
6,318.4 |
|
1.000 |
6,264.0 |
|
1.618 |
6,175.9 |
|
2.618 |
6,033.4 |
|
4.250 |
5,800.9 |
|
|
| Fisher Pivots for day following 10-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,477.8 |
6,585.0 |
| PP |
6,469.7 |
6,541.2 |
| S1 |
6,461.6 |
6,497.3 |
|