| Trading Metrics calculated at close of trading on 28-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2008 |
28-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
6,540.0 |
6,655.5 |
115.5 |
1.8% |
6,602.0 |
| High |
6,683.0 |
6,687.0 |
4.0 |
0.1% |
6,687.0 |
| Low |
6,537.0 |
6,571.0 |
34.0 |
0.5% |
6,531.0 |
| Close |
6,651.5 |
6,627.5 |
-24.0 |
-0.4% |
6,627.5 |
| Range |
146.0 |
116.0 |
-30.0 |
-20.5% |
156.0 |
| ATR |
184.0 |
179.1 |
-4.9 |
-2.6% |
0.0 |
| Volume |
159,468 |
114,460 |
-45,008 |
-28.2% |
546,400 |
|
| Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,976.5 |
6,918.0 |
6,691.3 |
|
| R3 |
6,860.5 |
6,802.0 |
6,659.4 |
|
| R2 |
6,744.5 |
6,744.5 |
6,648.8 |
|
| R1 |
6,686.0 |
6,686.0 |
6,638.1 |
6,657.3 |
| PP |
6,628.5 |
6,628.5 |
6,628.5 |
6,614.1 |
| S1 |
6,570.0 |
6,570.0 |
6,616.9 |
6,541.3 |
| S2 |
6,512.5 |
6,512.5 |
6,606.2 |
|
| S3 |
6,396.5 |
6,454.0 |
6,595.6 |
|
| S4 |
6,280.5 |
6,338.0 |
6,563.7 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,083.2 |
7,011.3 |
6,713.3 |
|
| R3 |
6,927.2 |
6,855.3 |
6,670.4 |
|
| R2 |
6,771.2 |
6,771.2 |
6,656.1 |
|
| R1 |
6,699.3 |
6,699.3 |
6,641.8 |
6,735.3 |
| PP |
6,615.2 |
6,615.2 |
6,615.2 |
6,633.1 |
| S1 |
6,543.3 |
6,543.3 |
6,613.2 |
6,579.3 |
| S2 |
6,459.2 |
6,459.2 |
6,598.9 |
|
| S3 |
6,303.2 |
6,387.3 |
6,584.6 |
|
| S4 |
6,147.2 |
6,231.3 |
6,541.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,687.0 |
6,301.5 |
385.5 |
5.8% |
100.4 |
1.5% |
85% |
True |
False |
118,265 |
| 10 |
6,687.0 |
6,174.0 |
513.0 |
7.7% |
146.2 |
2.2% |
88% |
True |
False |
113,445 |
| 20 |
7,085.5 |
6,174.0 |
911.5 |
13.8% |
148.6 |
2.2% |
50% |
False |
False |
90,155 |
| 40 |
7,183.5 |
6,174.0 |
1,009.5 |
15.2% |
153.2 |
2.3% |
45% |
False |
False |
45,774 |
| 60 |
8,130.0 |
6,174.0 |
1,956.0 |
29.5% |
170.6 |
2.6% |
23% |
False |
False |
30,762 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
32.1% |
154.3 |
2.3% |
21% |
False |
False |
23,755 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
32.1% |
142.5 |
2.2% |
21% |
False |
False |
19,098 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
32.1% |
126.8 |
1.9% |
21% |
False |
False |
16,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,180.0 |
|
2.618 |
6,990.7 |
|
1.618 |
6,874.7 |
|
1.000 |
6,803.0 |
|
0.618 |
6,758.7 |
|
HIGH |
6,687.0 |
|
0.618 |
6,642.7 |
|
0.500 |
6,629.0 |
|
0.382 |
6,615.3 |
|
LOW |
6,571.0 |
|
0.618 |
6,499.3 |
|
1.000 |
6,455.0 |
|
1.618 |
6,383.3 |
|
2.618 |
6,267.3 |
|
4.250 |
6,078.0 |
|
|
| Fisher Pivots for day following 28-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,629.0 |
6,621.3 |
| PP |
6,628.5 |
6,615.2 |
| S1 |
6,628.0 |
6,609.0 |
|