| Trading Metrics calculated at close of trading on 26-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2008 |
26-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
6,602.0 |
6,595.5 |
-6.5 |
-0.1% |
6,503.0 |
| High |
6,636.0 |
6,612.5 |
-23.5 |
-0.4% |
6,630.0 |
| Low |
6,553.0 |
6,531.0 |
-22.0 |
-0.3% |
6,174.0 |
| Close |
6,599.0 |
6,562.5 |
-36.5 |
-0.6% |
6,326.7 |
| Range |
83.0 |
81.5 |
-1.5 |
-1.8% |
456.0 |
| ATR |
195.0 |
186.9 |
-8.1 |
-4.2% |
0.0 |
| Volume |
143,273 |
129,199 |
-14,074 |
-9.8% |
346,336 |
|
| Daily Pivots for day following 26-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,813.2 |
6,769.3 |
6,607.3 |
|
| R3 |
6,731.7 |
6,687.8 |
6,584.9 |
|
| R2 |
6,650.2 |
6,650.2 |
6,577.4 |
|
| R1 |
6,606.3 |
6,606.3 |
6,570.0 |
6,587.5 |
| PP |
6,568.7 |
6,568.7 |
6,568.7 |
6,559.3 |
| S1 |
6,524.8 |
6,524.8 |
6,555.0 |
6,506.0 |
| S2 |
6,487.2 |
6,487.2 |
6,547.6 |
|
| S3 |
6,405.7 |
6,443.3 |
6,540.1 |
|
| S4 |
6,324.2 |
6,361.8 |
6,517.7 |
|
|
| 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% |
115.8 |
1.8% |
84% |
False |
False |
123,761 |
| 10 |
6,675.5 |
6,174.0 |
501.5 |
7.6% |
154.2 |
2.3% |
77% |
False |
False |
131,994 |
| 20 |
7,124.0 |
6,174.0 |
950.0 |
14.5% |
147.8 |
2.3% |
41% |
False |
False |
76,520 |
| 40 |
7,183.5 |
6,174.0 |
1,009.5 |
15.4% |
152.7 |
2.3% |
38% |
False |
False |
38,951 |
| 60 |
8,258.0 |
6,174.0 |
2,084.0 |
31.8% |
170.5 |
2.6% |
19% |
False |
False |
26,213 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
32.4% |
155.0 |
2.4% |
18% |
False |
False |
20,346 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
32.4% |
140.6 |
2.1% |
18% |
False |
False |
16,359 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
32.4% |
124.8 |
1.9% |
18% |
False |
False |
13,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,958.9 |
|
2.618 |
6,825.9 |
|
1.618 |
6,744.4 |
|
1.000 |
6,694.0 |
|
0.618 |
6,662.9 |
|
HIGH |
6,612.5 |
|
0.618 |
6,581.4 |
|
0.500 |
6,571.8 |
|
0.382 |
6,562.1 |
|
LOW |
6,531.0 |
|
0.618 |
6,480.6 |
|
1.000 |
6,449.5 |
|
1.618 |
6,399.1 |
|
2.618 |
6,317.6 |
|
4.250 |
6,184.6 |
|
|
| Fisher Pivots for day following 26-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,571.8 |
6,531.3 |
| PP |
6,568.7 |
6,500.0 |
| S1 |
6,565.6 |
6,468.8 |
|