| Trading Metrics calculated at close of trading on 11-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
5,685.0 |
5,664.0 |
-21.0 |
-0.4% |
5,795.0 |
| High |
5,720.0 |
5,790.0 |
70.0 |
1.2% |
5,879.0 |
| Low |
5,622.0 |
5,654.0 |
32.0 |
0.6% |
5,664.0 |
| Close |
5,638.0 |
5,704.0 |
66.0 |
1.2% |
5,702.5 |
| Range |
98.0 |
136.0 |
38.0 |
38.8% |
215.0 |
| ATR |
117.6 |
120.1 |
2.5 |
2.1% |
0.0 |
| Volume |
3,545 |
10,658 |
7,113 |
200.6% |
9,232 |
|
| Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,124.0 |
6,050.0 |
5,779.0 |
|
| R3 |
5,988.0 |
5,914.0 |
5,741.5 |
|
| R2 |
5,852.0 |
5,852.0 |
5,729.0 |
|
| R1 |
5,778.0 |
5,778.0 |
5,716.5 |
5,815.0 |
| PP |
5,716.0 |
5,716.0 |
5,716.0 |
5,734.5 |
| S1 |
5,642.0 |
5,642.0 |
5,691.5 |
5,679.0 |
| S2 |
5,580.0 |
5,580.0 |
5,679.0 |
|
| S3 |
5,444.0 |
5,506.0 |
5,666.5 |
|
| S4 |
5,308.0 |
5,370.0 |
5,629.0 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,393.5 |
6,263.0 |
5,821.0 |
|
| R3 |
6,178.5 |
6,048.0 |
5,761.5 |
|
| R2 |
5,963.5 |
5,963.5 |
5,742.0 |
|
| R1 |
5,833.0 |
5,833.0 |
5,722.0 |
5,791.0 |
| PP |
5,748.5 |
5,748.5 |
5,748.5 |
5,727.5 |
| S1 |
5,618.0 |
5,618.0 |
5,683.0 |
5,576.0 |
| S2 |
5,533.5 |
5,533.5 |
5,663.0 |
|
| S3 |
5,318.5 |
5,403.0 |
5,643.5 |
|
| S4 |
5,103.5 |
5,188.0 |
5,584.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,879.0 |
5,622.0 |
257.0 |
4.5% |
111.0 |
1.9% |
32% |
False |
False |
4,571 |
| 10 |
6,078.0 |
5,622.0 |
456.0 |
8.0% |
111.0 |
1.9% |
18% |
False |
False |
2,439 |
| 20 |
6,099.5 |
5,622.0 |
477.5 |
8.4% |
102.0 |
1.8% |
17% |
False |
False |
1,506 |
| 40 |
6,099.5 |
5,325.0 |
774.5 |
13.6% |
118.0 |
2.1% |
49% |
False |
False |
897 |
| 60 |
6,559.5 |
5,325.0 |
1,234.5 |
21.6% |
97.0 |
1.7% |
31% |
False |
False |
634 |
| 80 |
6,643.5 |
5,325.0 |
1,318.5 |
23.1% |
77.0 |
1.3% |
29% |
False |
False |
492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,368.0 |
|
2.618 |
6,146.0 |
|
1.618 |
6,010.0 |
|
1.000 |
5,926.0 |
|
0.618 |
5,874.0 |
|
HIGH |
5,790.0 |
|
0.618 |
5,738.0 |
|
0.500 |
5,722.0 |
|
0.382 |
5,706.0 |
|
LOW |
5,654.0 |
|
0.618 |
5,570.0 |
|
1.000 |
5,518.0 |
|
1.618 |
5,434.0 |
|
2.618 |
5,298.0 |
|
4.250 |
5,076.0 |
|
|
| Fisher Pivots for day following 11-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,722.0 |
5,706.0 |
| PP |
5,716.0 |
5,705.5 |
| S1 |
5,710.0 |
5,704.5 |
|