| Trading Metrics calculated at close of trading on 18-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
6,503.0 |
6,275.5 |
-227.5 |
-3.5% |
6,454.5 |
| High |
6,630.0 |
6,317.5 |
-312.5 |
-4.7% |
6,675.5 |
| Low |
6,355.5 |
6,174.0 |
-181.5 |
-2.9% |
6,403.5 |
| Close |
6,469.5 |
6,194.5 |
-275.0 |
-4.3% |
6,514.5 |
| Range |
274.5 |
143.5 |
-131.0 |
-47.7% |
272.0 |
| ATR |
179.8 |
188.1 |
8.3 |
4.6% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,659.2 |
6,570.3 |
6,273.4 |
|
| R3 |
6,515.7 |
6,426.8 |
6,234.0 |
|
| R2 |
6,372.2 |
6,372.2 |
6,220.8 |
|
| R1 |
6,283.3 |
6,283.3 |
6,207.7 |
6,256.0 |
| PP |
6,228.7 |
6,228.7 |
6,228.7 |
6,215.0 |
| S1 |
6,139.8 |
6,139.8 |
6,181.3 |
6,112.5 |
| S2 |
6,085.2 |
6,085.2 |
6,168.2 |
|
| S3 |
5,941.7 |
5,996.3 |
6,155.0 |
|
| S4 |
5,798.2 |
5,852.8 |
6,115.6 |
|
|
| 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 |
6,174.0 |
501.5 |
8.1% |
179.7 |
2.9% |
4% |
False |
True |
89,902 |
| 10 |
6,783.0 |
6,174.0 |
609.0 |
9.8% |
160.4 |
2.6% |
3% |
False |
True |
90,759 |
| 20 |
7,124.0 |
6,174.0 |
950.0 |
15.3% |
152.8 |
2.5% |
2% |
False |
True |
45,779 |
| 40 |
7,183.5 |
6,174.0 |
1,009.5 |
16.3% |
174.6 |
2.8% |
2% |
False |
True |
23,564 |
| 60 |
8,300.0 |
6,174.0 |
2,126.0 |
34.3% |
170.3 |
2.7% |
1% |
False |
True |
16,260 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
34.3% |
154.7 |
2.5% |
1% |
False |
True |
12,636 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
34.3% |
138.6 |
2.2% |
1% |
False |
True |
10,191 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
34.3% |
122.5 |
2.0% |
1% |
False |
True |
8,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,927.4 |
|
2.618 |
6,693.2 |
|
1.618 |
6,549.7 |
|
1.000 |
6,461.0 |
|
0.618 |
6,406.2 |
|
HIGH |
6,317.5 |
|
0.618 |
6,262.7 |
|
0.500 |
6,245.8 |
|
0.382 |
6,228.8 |
|
LOW |
6,174.0 |
|
0.618 |
6,085.3 |
|
1.000 |
6,030.5 |
|
1.618 |
5,941.8 |
|
2.618 |
5,798.3 |
|
4.250 |
5,564.1 |
|
|
| Fisher Pivots for day following 18-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,245.8 |
6,402.0 |
| PP |
6,228.7 |
6,332.8 |
| S1 |
6,211.6 |
6,263.7 |
|