| Trading Metrics calculated at close of trading on 17-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
6,512.0 |
6,503.0 |
-9.0 |
-0.1% |
6,454.5 |
| High |
6,576.5 |
6,630.0 |
53.5 |
0.8% |
6,675.5 |
| Low |
6,403.5 |
6,355.5 |
-48.0 |
-0.7% |
6,403.5 |
| Close |
6,514.5 |
6,469.5 |
-45.0 |
-0.7% |
6,514.5 |
| Range |
173.0 |
274.5 |
101.5 |
58.7% |
272.0 |
| ATR |
172.5 |
179.8 |
7.3 |
4.2% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,308.5 |
7,163.5 |
6,620.5 |
|
| R3 |
7,034.0 |
6,889.0 |
6,545.0 |
|
| R2 |
6,759.5 |
6,759.5 |
6,519.8 |
|
| R1 |
6,614.5 |
6,614.5 |
6,494.7 |
6,549.8 |
| PP |
6,485.0 |
6,485.0 |
6,485.0 |
6,452.6 |
| S1 |
6,340.0 |
6,340.0 |
6,444.3 |
6,275.3 |
| S2 |
6,210.5 |
6,210.5 |
6,419.2 |
|
| S3 |
5,936.0 |
6,065.5 |
6,394.0 |
|
| S4 |
5,661.5 |
5,791.0 |
6,318.5 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,347.2 |
7,202.8 |
6,664.1 |
|
| R3 |
7,075.2 |
6,930.8 |
6,589.3 |
|
| R2 |
6,803.2 |
6,803.2 |
6,564.4 |
|
| R1 |
6,658.8 |
6,658.8 |
6,539.4 |
6,731.0 |
| PP |
6,531.2 |
6,531.2 |
6,531.2 |
6,567.3 |
| S1 |
6,386.8 |
6,386.8 |
6,489.6 |
6,459.0 |
| S2 |
6,259.2 |
6,259.2 |
6,464.6 |
|
| S3 |
5,987.2 |
6,114.8 |
6,439.7 |
|
| S4 |
5,715.2 |
5,842.8 |
6,364.9 |
|
|
| 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 |
6,355.5 |
320.0 |
4.9% |
192.6 |
3.0% |
36% |
False |
True |
140,226 |
| 10 |
6,801.0 |
6,355.5 |
445.5 |
6.9% |
165.8 |
2.6% |
26% |
False |
True |
90,842 |
| 20 |
7,183.5 |
6,355.5 |
828.0 |
12.8% |
155.1 |
2.4% |
14% |
False |
True |
45,917 |
| 40 |
7,183.5 |
6,355.5 |
828.0 |
12.8% |
182.1 |
2.8% |
14% |
False |
True |
23,578 |
| 60 |
8,300.0 |
6,355.5 |
1,944.5 |
30.1% |
170.6 |
2.6% |
6% |
False |
True |
16,362 |
| 80 |
8,300.0 |
6,355.5 |
1,944.5 |
30.1% |
153.9 |
2.4% |
6% |
False |
True |
12,643 |
| 100 |
8,300.0 |
6,355.5 |
1,944.5 |
30.1% |
137.7 |
2.1% |
6% |
False |
True |
10,202 |
| 120 |
8,300.0 |
6,355.5 |
1,944.5 |
30.1% |
121.3 |
1.9% |
6% |
False |
True |
8,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,796.6 |
|
2.618 |
7,348.6 |
|
1.618 |
7,074.1 |
|
1.000 |
6,904.5 |
|
0.618 |
6,799.6 |
|
HIGH |
6,630.0 |
|
0.618 |
6,525.1 |
|
0.500 |
6,492.8 |
|
0.382 |
6,460.4 |
|
LOW |
6,355.5 |
|
0.618 |
6,185.9 |
|
1.000 |
6,081.0 |
|
1.618 |
5,911.4 |
|
2.618 |
5,636.9 |
|
4.250 |
5,188.9 |
|
|
| Fisher Pivots for day following 17-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,492.8 |
6,492.8 |
| PP |
6,485.0 |
6,485.0 |
| S1 |
6,477.3 |
6,477.3 |
|