| Trading Metrics calculated at close of trading on 19-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
6,275.5 |
6,476.0 |
200.5 |
3.2% |
6,454.5 |
| High |
6,317.5 |
6,476.0 |
158.5 |
2.5% |
6,675.5 |
| Low |
6,174.0 |
6,280.5 |
106.5 |
1.7% |
6,403.5 |
| Close |
6,194.5 |
6,368.5 |
174.0 |
2.8% |
6,514.5 |
| Range |
143.5 |
195.5 |
52.0 |
36.2% |
272.0 |
| ATR |
188.1 |
194.7 |
6.7 |
3.5% |
0.0 |
| Volume |
0 |
301,411 |
301,411 |
|
902,686 |
|
| Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,961.5 |
6,860.5 |
6,476.0 |
|
| R3 |
6,766.0 |
6,665.0 |
6,422.3 |
|
| R2 |
6,570.5 |
6,570.5 |
6,404.3 |
|
| R1 |
6,469.5 |
6,469.5 |
6,386.4 |
6,422.3 |
| PP |
6,375.0 |
6,375.0 |
6,375.0 |
6,351.4 |
| S1 |
6,274.0 |
6,274.0 |
6,350.6 |
6,226.8 |
| S2 |
6,179.5 |
6,179.5 |
6,332.7 |
|
| S3 |
5,984.0 |
6,078.5 |
6,314.7 |
|
| S4 |
5,788.5 |
5,883.0 |
6,261.0 |
|
|
| 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 |
6,630.0 |
6,174.0 |
456.0 |
7.2% |
191.9 |
3.0% |
43% |
False |
False |
108,626 |
| 10 |
6,763.5 |
6,174.0 |
589.5 |
9.3% |
169.4 |
2.7% |
33% |
False |
False |
120,809 |
| 20 |
7,124.0 |
6,174.0 |
950.0 |
14.9% |
155.6 |
2.4% |
20% |
False |
False |
60,746 |
| 40 |
7,183.5 |
6,174.0 |
1,009.5 |
15.9% |
165.7 |
2.6% |
19% |
False |
False |
31,080 |
| 60 |
8,300.0 |
6,174.0 |
2,126.0 |
33.4% |
172.0 |
2.7% |
9% |
False |
False |
21,155 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
33.4% |
156.5 |
2.5% |
9% |
False |
False |
16,390 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
33.4% |
139.7 |
2.2% |
9% |
False |
False |
13,197 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
33.4% |
124.1 |
1.9% |
9% |
False |
False |
11,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,306.9 |
|
2.618 |
6,987.8 |
|
1.618 |
6,792.3 |
|
1.000 |
6,671.5 |
|
0.618 |
6,596.8 |
|
HIGH |
6,476.0 |
|
0.618 |
6,401.3 |
|
0.500 |
6,378.3 |
|
0.382 |
6,355.2 |
|
LOW |
6,280.5 |
|
0.618 |
6,159.7 |
|
1.000 |
6,085.0 |
|
1.618 |
5,964.2 |
|
2.618 |
5,768.7 |
|
4.250 |
5,449.6 |
|
|
| Fisher Pivots for day following 19-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,378.3 |
6,402.0 |
| PP |
6,375.0 |
6,390.8 |
| S1 |
6,371.8 |
6,379.7 |
|