| Trading Metrics calculated at close of trading on 25-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2008 |
25-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
6,301.5 |
6,602.0 |
300.5 |
4.8% |
6,503.0 |
| High |
6,377.0 |
6,636.0 |
259.0 |
4.1% |
6,630.0 |
| Low |
6,301.5 |
6,553.0 |
251.5 |
4.0% |
6,174.0 |
| Close |
6,326.7 |
6,599.0 |
272.3 |
4.3% |
6,326.7 |
| Range |
75.5 |
83.0 |
7.5 |
9.9% |
456.0 |
| ATR |
186.2 |
195.0 |
8.8 |
4.7% |
0.0 |
| Volume |
44,925 |
143,273 |
98,348 |
218.9% |
346,336 |
|
| Daily Pivots for day following 25-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,845.0 |
6,805.0 |
6,644.7 |
|
| R3 |
6,762.0 |
6,722.0 |
6,621.8 |
|
| R2 |
6,679.0 |
6,679.0 |
6,614.2 |
|
| R1 |
6,639.0 |
6,639.0 |
6,606.6 |
6,617.5 |
| PP |
6,596.0 |
6,596.0 |
6,596.0 |
6,585.3 |
| S1 |
6,556.0 |
6,556.0 |
6,591.4 |
6,534.5 |
| S2 |
6,513.0 |
6,513.0 |
6,583.8 |
|
| S3 |
6,430.0 |
6,473.0 |
6,576.2 |
|
| S4 |
6,347.0 |
6,390.0 |
6,553.4 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,744.9 |
7,491.8 |
6,577.5 |
|
| R3 |
7,288.9 |
7,035.8 |
6,452.1 |
|
| R2 |
6,832.9 |
6,832.9 |
6,410.3 |
|
| R1 |
6,579.8 |
6,579.8 |
6,368.5 |
6,478.4 |
| PP |
6,376.9 |
6,376.9 |
6,376.9 |
6,326.2 |
| S1 |
6,123.8 |
6,123.8 |
6,284.9 |
6,022.4 |
| S2 |
5,920.9 |
5,920.9 |
6,243.1 |
|
| S3 |
5,464.9 |
5,667.8 |
6,201.3 |
|
| S4 |
5,008.9 |
5,211.8 |
6,075.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,636.0 |
6,174.0 |
462.0 |
7.0% |
154.4 |
2.3% |
92% |
True |
False |
97,921 |
| 10 |
6,675.5 |
6,174.0 |
501.5 |
7.6% |
160.3 |
2.4% |
85% |
False |
False |
139,229 |
| 20 |
7,124.0 |
6,174.0 |
950.0 |
14.4% |
149.0 |
2.3% |
45% |
False |
False |
70,078 |
| 40 |
7,183.5 |
6,174.0 |
1,009.5 |
15.3% |
158.4 |
2.4% |
42% |
False |
False |
35,753 |
| 60 |
8,300.0 |
6,174.0 |
2,126.0 |
32.2% |
171.7 |
2.6% |
20% |
False |
False |
24,069 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
32.2% |
156.7 |
2.4% |
20% |
False |
False |
18,735 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
32.2% |
140.0 |
2.1% |
20% |
False |
False |
15,074 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
32.2% |
125.0 |
1.9% |
20% |
False |
False |
12,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,988.8 |
|
2.618 |
6,853.3 |
|
1.618 |
6,770.3 |
|
1.000 |
6,719.0 |
|
0.618 |
6,687.3 |
|
HIGH |
6,636.0 |
|
0.618 |
6,604.3 |
|
0.500 |
6,594.5 |
|
0.382 |
6,584.7 |
|
LOW |
6,553.0 |
|
0.618 |
6,501.7 |
|
1.000 |
6,470.0 |
|
1.618 |
6,418.7 |
|
2.618 |
6,335.7 |
|
4.250 |
6,200.3 |
|
|
| Fisher Pivots for day following 25-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,597.5 |
6,552.1 |
| PP |
6,596.0 |
6,505.2 |
| S1 |
6,594.5 |
6,458.3 |
|