| Trading Metrics calculated at close of trading on 31-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2008 |
31-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
6,655.5 |
6,586.0 |
-69.5 |
-1.0% |
6,602.0 |
| High |
6,687.0 |
6,642.0 |
-45.0 |
-0.7% |
6,687.0 |
| Low |
6,571.0 |
6,495.0 |
-76.0 |
-1.2% |
6,531.0 |
| Close |
6,627.5 |
6,595.5 |
-32.0 |
-0.5% |
6,627.5 |
| Range |
116.0 |
147.0 |
31.0 |
26.7% |
156.0 |
| ATR |
179.1 |
176.8 |
-2.3 |
-1.3% |
0.0 |
| Volume |
114,460 |
158,438 |
43,978 |
38.4% |
546,400 |
|
| Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,018.5 |
6,954.0 |
6,676.4 |
|
| R3 |
6,871.5 |
6,807.0 |
6,635.9 |
|
| R2 |
6,724.5 |
6,724.5 |
6,622.5 |
|
| R1 |
6,660.0 |
6,660.0 |
6,609.0 |
6,692.3 |
| PP |
6,577.5 |
6,577.5 |
6,577.5 |
6,593.6 |
| S1 |
6,513.0 |
6,513.0 |
6,582.0 |
6,545.3 |
| S2 |
6,430.5 |
6,430.5 |
6,568.6 |
|
| S3 |
6,283.5 |
6,366.0 |
6,555.1 |
|
| S4 |
6,136.5 |
6,219.0 |
6,514.7 |
|
|
| 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 |
6,495.0 |
192.0 |
2.9% |
114.7 |
1.7% |
52% |
False |
True |
140,967 |
| 10 |
6,687.0 |
6,174.0 |
513.0 |
7.8% |
143.6 |
2.2% |
82% |
False |
False |
105,117 |
| 20 |
6,954.0 |
6,174.0 |
780.0 |
11.8% |
148.9 |
2.3% |
54% |
False |
False |
98,057 |
| 40 |
7,183.5 |
6,174.0 |
1,009.5 |
15.3% |
150.5 |
2.3% |
42% |
False |
False |
49,710 |
| 60 |
8,079.5 |
6,174.0 |
1,905.5 |
28.9% |
171.2 |
2.6% |
22% |
False |
False |
33,393 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
32.2% |
155.6 |
2.4% |
20% |
False |
False |
25,732 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
32.2% |
142.7 |
2.2% |
20% |
False |
False |
20,681 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
32.2% |
127.7 |
1.9% |
20% |
False |
False |
17,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,266.8 |
|
2.618 |
7,026.8 |
|
1.618 |
6,879.8 |
|
1.000 |
6,789.0 |
|
0.618 |
6,732.8 |
|
HIGH |
6,642.0 |
|
0.618 |
6,585.8 |
|
0.500 |
6,568.5 |
|
0.382 |
6,551.2 |
|
LOW |
6,495.0 |
|
0.618 |
6,404.2 |
|
1.000 |
6,348.0 |
|
1.618 |
6,257.2 |
|
2.618 |
6,110.2 |
|
4.250 |
5,870.3 |
|
|
| Fisher Pivots for day following 31-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,586.5 |
6,594.0 |
| PP |
6,577.5 |
6,592.5 |
| S1 |
6,568.5 |
6,591.0 |
|