| Trading Metrics calculated at close of trading on 27-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2008 |
27-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
6,595.5 |
6,540.0 |
-55.5 |
-0.8% |
6,503.0 |
| High |
6,612.5 |
6,683.0 |
70.5 |
1.1% |
6,630.0 |
| Low |
6,531.0 |
6,537.0 |
6.0 |
0.1% |
6,174.0 |
| Close |
6,562.5 |
6,651.5 |
89.0 |
1.4% |
6,326.7 |
| Range |
81.5 |
146.0 |
64.5 |
79.1% |
456.0 |
| ATR |
186.9 |
184.0 |
-2.9 |
-1.6% |
0.0 |
| Volume |
129,199 |
159,468 |
30,269 |
23.4% |
346,336 |
|
| Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,061.8 |
7,002.7 |
6,731.8 |
|
| R3 |
6,915.8 |
6,856.7 |
6,691.7 |
|
| R2 |
6,769.8 |
6,769.8 |
6,678.3 |
|
| R1 |
6,710.7 |
6,710.7 |
6,664.9 |
6,740.3 |
| PP |
6,623.8 |
6,623.8 |
6,623.8 |
6,638.6 |
| S1 |
6,564.7 |
6,564.7 |
6,638.1 |
6,594.3 |
| S2 |
6,477.8 |
6,477.8 |
6,624.7 |
|
| S3 |
6,331.8 |
6,418.7 |
6,611.4 |
|
| S4 |
6,185.8 |
6,272.7 |
6,571.2 |
|
|
| 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 |
6,683.0 |
6,280.5 |
402.5 |
6.1% |
116.3 |
1.7% |
92% |
True |
False |
155,655 |
| 10 |
6,683.0 |
6,174.0 |
509.0 |
7.7% |
148.0 |
2.2% |
94% |
True |
False |
122,778 |
| 20 |
7,112.0 |
6,174.0 |
938.0 |
14.1% |
149.5 |
2.2% |
51% |
False |
False |
84,466 |
| 40 |
7,183.5 |
6,174.0 |
1,009.5 |
15.2% |
154.1 |
2.3% |
47% |
False |
False |
42,923 |
| 60 |
8,258.0 |
6,174.0 |
2,084.0 |
31.3% |
171.8 |
2.6% |
23% |
False |
False |
28,863 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
32.0% |
155.5 |
2.3% |
22% |
False |
False |
22,332 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
32.0% |
141.7 |
2.1% |
22% |
False |
False |
17,954 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
32.0% |
125.9 |
1.9% |
22% |
False |
False |
15,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,303.5 |
|
2.618 |
7,065.2 |
|
1.618 |
6,919.2 |
|
1.000 |
6,829.0 |
|
0.618 |
6,773.2 |
|
HIGH |
6,683.0 |
|
0.618 |
6,627.2 |
|
0.500 |
6,610.0 |
|
0.382 |
6,592.8 |
|
LOW |
6,537.0 |
|
0.618 |
6,446.8 |
|
1.000 |
6,391.0 |
|
1.618 |
6,300.8 |
|
2.618 |
6,154.8 |
|
4.250 |
5,916.5 |
|
|
| Fisher Pivots for day following 27-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,637.7 |
6,636.7 |
| PP |
6,623.8 |
6,621.8 |
| S1 |
6,610.0 |
6,607.0 |
|