| Trading Metrics calculated at close of trading on 20-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
6,476.0 |
6,301.5 |
-174.5 |
-2.7% |
6,454.5 |
| High |
6,476.0 |
6,377.0 |
-99.0 |
-1.5% |
6,675.5 |
| Low |
6,280.5 |
6,301.5 |
21.0 |
0.3% |
6,403.5 |
| Close |
6,368.5 |
6,326.7 |
-41.8 |
-0.7% |
6,514.5 |
| Range |
195.5 |
75.5 |
-120.0 |
-61.4% |
272.0 |
| ATR |
194.7 |
186.2 |
-8.5 |
-4.4% |
0.0 |
| Volume |
301,411 |
44,925 |
-256,486 |
-85.1% |
902,686 |
|
| Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,561.6 |
6,519.6 |
6,368.2 |
|
| R3 |
6,486.1 |
6,444.1 |
6,347.5 |
|
| R2 |
6,410.6 |
6,410.6 |
6,340.5 |
|
| R1 |
6,368.6 |
6,368.6 |
6,333.6 |
6,389.6 |
| PP |
6,335.1 |
6,335.1 |
6,335.1 |
6,345.6 |
| S1 |
6,293.1 |
6,293.1 |
6,319.8 |
6,314.1 |
| S2 |
6,259.6 |
6,259.6 |
6,312.9 |
|
| S3 |
6,184.1 |
6,217.6 |
6,305.9 |
|
| S4 |
6,108.6 |
6,142.1 |
6,285.2 |
|
|
| 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% |
172.4 |
2.7% |
33% |
False |
False |
69,267 |
| 10 |
6,675.5 |
6,174.0 |
501.5 |
7.9% |
162.6 |
2.6% |
30% |
False |
False |
125,125 |
| 20 |
7,124.0 |
6,174.0 |
950.0 |
15.0% |
150.9 |
2.4% |
16% |
False |
False |
62,952 |
| 40 |
7,183.5 |
6,174.0 |
1,009.5 |
16.0% |
163.2 |
2.6% |
15% |
False |
False |
32,191 |
| 60 |
8,300.0 |
6,174.0 |
2,126.0 |
33.6% |
171.9 |
2.7% |
7% |
False |
False |
21,769 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
33.6% |
156.5 |
2.5% |
7% |
False |
False |
16,949 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
33.6% |
139.6 |
2.2% |
7% |
False |
False |
13,642 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
33.6% |
124.5 |
2.0% |
7% |
False |
False |
11,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,697.9 |
|
2.618 |
6,574.7 |
|
1.618 |
6,499.2 |
|
1.000 |
6,452.5 |
|
0.618 |
6,423.7 |
|
HIGH |
6,377.0 |
|
0.618 |
6,348.2 |
|
0.500 |
6,339.3 |
|
0.382 |
6,330.3 |
|
LOW |
6,301.5 |
|
0.618 |
6,254.8 |
|
1.000 |
6,226.0 |
|
1.618 |
6,179.3 |
|
2.618 |
6,103.8 |
|
4.250 |
5,980.6 |
|
|
| Fisher Pivots for day following 20-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,339.3 |
6,326.1 |
| PP |
6,335.1 |
6,325.6 |
| S1 |
6,330.9 |
6,325.0 |
|