| Trading Metrics calculated at close of trading on 13-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
6,609.0 |
6,512.0 |
-97.0 |
-1.5% |
6,667.0 |
| High |
6,675.5 |
6,576.5 |
-99.0 |
-1.5% |
6,810.5 |
| Low |
6,541.0 |
6,403.5 |
-137.5 |
-2.1% |
6,529.5 |
| Close |
6,603.0 |
6,514.5 |
-88.5 |
-1.3% |
6,578.5 |
| Range |
134.5 |
173.0 |
38.5 |
28.6% |
281.0 |
| ATR |
170.4 |
172.5 |
2.1 |
1.2% |
0.0 |
| Volume |
207,790 |
241,721 |
33,931 |
16.3% |
6,287 |
|
| Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,017.2 |
6,938.8 |
6,609.7 |
|
| R3 |
6,844.2 |
6,765.8 |
6,562.1 |
|
| R2 |
6,671.2 |
6,671.2 |
6,546.2 |
|
| R1 |
6,592.8 |
6,592.8 |
6,530.4 |
6,632.0 |
| PP |
6,498.2 |
6,498.2 |
6,498.2 |
6,517.8 |
| S1 |
6,419.8 |
6,419.8 |
6,498.6 |
6,459.0 |
| S2 |
6,325.2 |
6,325.2 |
6,482.8 |
|
| S3 |
6,152.2 |
6,246.8 |
6,466.9 |
|
| S4 |
5,979.2 |
6,073.8 |
6,419.4 |
|
|
| 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 |
6,675.5 |
6,403.5 |
272.0 |
4.2% |
152.7 |
2.3% |
41% |
False |
True |
180,983 |
| 10 |
6,954.0 |
6,403.5 |
550.5 |
8.5% |
154.3 |
2.4% |
20% |
False |
True |
90,997 |
| 20 |
7,183.5 |
6,403.5 |
780.0 |
12.0% |
148.8 |
2.3% |
14% |
False |
True |
46,078 |
| 40 |
7,636.0 |
6,403.5 |
1,232.5 |
18.9% |
189.3 |
2.9% |
9% |
False |
True |
23,625 |
| 60 |
8,300.0 |
6,403.5 |
1,896.5 |
29.1% |
166.8 |
2.6% |
6% |
False |
True |
16,488 |
| 80 |
8,300.0 |
6,403.5 |
1,896.5 |
29.1% |
150.8 |
2.3% |
6% |
False |
True |
12,669 |
| 100 |
8,300.0 |
6,403.5 |
1,896.5 |
29.1% |
134.4 |
2.1% |
6% |
False |
True |
10,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,311.8 |
|
2.618 |
7,029.4 |
|
1.618 |
6,856.4 |
|
1.000 |
6,749.5 |
|
0.618 |
6,683.4 |
|
HIGH |
6,576.5 |
|
0.618 |
6,510.4 |
|
0.500 |
6,490.0 |
|
0.382 |
6,469.6 |
|
LOW |
6,403.5 |
|
0.618 |
6,296.6 |
|
1.000 |
6,230.5 |
|
1.618 |
6,123.6 |
|
2.618 |
5,950.6 |
|
4.250 |
5,668.3 |
|
|
| Fisher Pivots for day following 13-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,506.3 |
6,539.5 |
| PP |
6,498.2 |
6,531.2 |
| S1 |
6,490.0 |
6,522.8 |
|