| Trading Metrics calculated at close of trading on 12-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
6,467.0 |
6,609.0 |
142.0 |
2.2% |
6,667.0 |
| High |
6,648.5 |
6,675.5 |
27.0 |
0.4% |
6,810.5 |
| Low |
6,440.5 |
6,541.0 |
100.5 |
1.6% |
6,529.5 |
| Close |
6,548.0 |
6,603.0 |
55.0 |
0.8% |
6,578.5 |
| Range |
208.0 |
134.5 |
-73.5 |
-35.3% |
281.0 |
| ATR |
173.2 |
170.4 |
-2.8 |
-1.6% |
0.0 |
| Volume |
251,622 |
207,790 |
-43,832 |
-17.4% |
6,287 |
|
| Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,010.0 |
6,941.0 |
6,677.0 |
|
| R3 |
6,875.5 |
6,806.5 |
6,640.0 |
|
| R2 |
6,741.0 |
6,741.0 |
6,627.7 |
|
| R1 |
6,672.0 |
6,672.0 |
6,615.3 |
6,639.3 |
| PP |
6,606.5 |
6,606.5 |
6,606.5 |
6,590.1 |
| S1 |
6,537.5 |
6,537.5 |
6,590.7 |
6,504.8 |
| S2 |
6,472.0 |
6,472.0 |
6,578.3 |
|
| S3 |
6,337.5 |
6,403.0 |
6,566.0 |
|
| S4 |
6,203.0 |
6,268.5 |
6,529.0 |
|
|
| 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 |
6,763.5 |
6,406.5 |
357.0 |
5.4% |
146.8 |
2.2% |
55% |
False |
False |
132,992 |
| 10 |
7,085.5 |
6,406.5 |
679.0 |
10.3% |
151.0 |
2.3% |
29% |
False |
False |
66,864 |
| 20 |
7,183.5 |
6,406.5 |
777.0 |
11.8% |
147.0 |
2.2% |
25% |
False |
False |
34,016 |
| 40 |
7,685.0 |
6,406.5 |
1,278.5 |
19.4% |
190.8 |
2.9% |
15% |
False |
False |
17,607 |
| 60 |
8,300.0 |
6,406.5 |
1,893.5 |
28.7% |
165.7 |
2.5% |
10% |
False |
False |
12,545 |
| 80 |
8,300.0 |
6,406.5 |
1,893.5 |
28.7% |
150.6 |
2.3% |
10% |
False |
False |
9,653 |
| 100 |
8,300.0 |
6,406.5 |
1,893.5 |
28.7% |
133.7 |
2.0% |
10% |
False |
False |
7,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,247.1 |
|
2.618 |
7,027.6 |
|
1.618 |
6,893.1 |
|
1.000 |
6,810.0 |
|
0.618 |
6,758.6 |
|
HIGH |
6,675.5 |
|
0.618 |
6,624.1 |
|
0.500 |
6,608.3 |
|
0.382 |
6,592.4 |
|
LOW |
6,541.0 |
|
0.618 |
6,457.9 |
|
1.000 |
6,406.5 |
|
1.618 |
6,323.4 |
|
2.618 |
6,188.9 |
|
4.250 |
5,969.4 |
|
|
| Fisher Pivots for day following 12-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,608.3 |
6,582.3 |
| PP |
6,606.5 |
6,561.7 |
| S1 |
6,604.8 |
6,541.0 |
|