| Trading Metrics calculated at close of trading on 11-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
6,454.5 |
6,467.0 |
12.5 |
0.2% |
6,667.0 |
| High |
6,549.0 |
6,648.5 |
99.5 |
1.5% |
6,810.5 |
| Low |
6,406.5 |
6,440.5 |
34.0 |
0.5% |
6,529.5 |
| Close |
6,453.5 |
6,548.0 |
94.5 |
1.5% |
6,578.5 |
| Range |
142.5 |
208.0 |
65.5 |
46.0% |
281.0 |
| ATR |
170.5 |
173.2 |
2.7 |
1.6% |
0.0 |
| Volume |
201,553 |
251,622 |
50,069 |
24.8% |
6,287 |
|
| Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,169.7 |
7,066.8 |
6,662.4 |
|
| R3 |
6,961.7 |
6,858.8 |
6,605.2 |
|
| R2 |
6,753.7 |
6,753.7 |
6,586.1 |
|
| R1 |
6,650.8 |
6,650.8 |
6,567.1 |
6,702.3 |
| PP |
6,545.7 |
6,545.7 |
6,545.7 |
6,571.4 |
| S1 |
6,442.8 |
6,442.8 |
6,528.9 |
6,494.3 |
| S2 |
6,337.7 |
6,337.7 |
6,509.9 |
|
| S3 |
6,129.7 |
6,234.8 |
6,490.8 |
|
| S4 |
5,921.7 |
6,026.8 |
6,433.6 |
|
|
| 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 |
6,783.0 |
6,406.5 |
376.5 |
5.7% |
141.1 |
2.2% |
38% |
False |
False |
91,617 |
| 10 |
7,112.0 |
6,406.5 |
705.5 |
10.8% |
150.9 |
2.3% |
20% |
False |
False |
46,154 |
| 20 |
7,183.5 |
6,406.5 |
777.0 |
11.9% |
148.0 |
2.3% |
18% |
False |
False |
23,734 |
| 40 |
7,690.5 |
6,406.5 |
1,284.0 |
19.6% |
190.0 |
2.9% |
11% |
False |
False |
12,438 |
| 60 |
8,300.0 |
6,406.5 |
1,893.5 |
28.9% |
166.6 |
2.5% |
7% |
False |
False |
9,153 |
| 80 |
8,300.0 |
6,406.5 |
1,893.5 |
28.9% |
149.9 |
2.3% |
7% |
False |
False |
7,069 |
| 100 |
8,300.0 |
6,406.5 |
1,893.5 |
28.9% |
132.9 |
2.0% |
7% |
False |
False |
5,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,532.5 |
|
2.618 |
7,193.0 |
|
1.618 |
6,985.0 |
|
1.000 |
6,856.5 |
|
0.618 |
6,777.0 |
|
HIGH |
6,648.5 |
|
0.618 |
6,569.0 |
|
0.500 |
6,544.5 |
|
0.382 |
6,520.0 |
|
LOW |
6,440.5 |
|
0.618 |
6,312.0 |
|
1.000 |
6,232.5 |
|
1.618 |
6,104.0 |
|
2.618 |
5,896.0 |
|
4.250 |
5,556.5 |
|
|
| Fisher Pivots for day following 11-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,546.8 |
6,541.2 |
| PP |
6,545.7 |
6,534.3 |
| S1 |
6,544.5 |
6,527.5 |
|