| Trading Metrics calculated at close of trading on 18-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
5,528.0 |
5,501.0 |
-27.0 |
-0.5% |
5,685.0 |
| High |
5,549.0 |
5,621.0 |
72.0 |
1.3% |
5,826.0 |
| Low |
5,424.5 |
5,496.0 |
71.5 |
1.3% |
5,603.0 |
| Close |
5,444.0 |
5,604.5 |
160.5 |
2.9% |
5,654.5 |
| Range |
124.5 |
125.0 |
0.5 |
0.4% |
223.0 |
| ATR |
134.0 |
137.1 |
3.1 |
2.3% |
0.0 |
| Volume |
66,861 |
144,539 |
77,678 |
116.2% |
113,187 |
|
| Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,949.0 |
5,901.5 |
5,673.0 |
|
| R3 |
5,824.0 |
5,776.5 |
5,639.0 |
|
| R2 |
5,699.0 |
5,699.0 |
5,627.5 |
|
| R1 |
5,651.5 |
5,651.5 |
5,616.0 |
5,675.0 |
| PP |
5,574.0 |
5,574.0 |
5,574.0 |
5,585.5 |
| S1 |
5,526.5 |
5,526.5 |
5,593.0 |
5,550.0 |
| S2 |
5,449.0 |
5,449.0 |
5,581.5 |
|
| S3 |
5,324.0 |
5,401.5 |
5,570.0 |
|
| S4 |
5,199.0 |
5,276.5 |
5,536.0 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,363.5 |
6,232.0 |
5,777.0 |
|
| R3 |
6,140.5 |
6,009.0 |
5,716.0 |
|
| R2 |
5,917.5 |
5,917.5 |
5,695.5 |
|
| R1 |
5,786.0 |
5,786.0 |
5,675.0 |
5,740.0 |
| PP |
5,694.5 |
5,694.5 |
5,694.5 |
5,671.5 |
| S1 |
5,563.0 |
5,563.0 |
5,634.0 |
5,517.0 |
| S2 |
5,471.5 |
5,471.5 |
5,613.5 |
|
| S3 |
5,248.5 |
5,340.0 |
5,593.0 |
|
| S4 |
5,025.5 |
5,117.0 |
5,532.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,826.0 |
5,424.5 |
401.5 |
7.2% |
123.5 |
2.2% |
45% |
False |
False |
62,076 |
| 10 |
5,879.0 |
5,424.5 |
454.5 |
8.1% |
117.5 |
2.1% |
40% |
False |
False |
33,323 |
| 20 |
6,099.5 |
5,424.5 |
675.0 |
12.0% |
106.5 |
1.9% |
27% |
False |
False |
16,898 |
| 40 |
6,099.5 |
5,424.5 |
675.0 |
12.0% |
109.0 |
1.9% |
27% |
False |
False |
8,642 |
| 60 |
6,559.5 |
5,325.0 |
1,234.5 |
22.0% |
105.5 |
1.9% |
23% |
False |
False |
5,805 |
| 80 |
6,643.5 |
5,325.0 |
1,318.5 |
23.5% |
82.5 |
1.5% |
21% |
False |
False |
4,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,152.0 |
|
2.618 |
5,948.0 |
|
1.618 |
5,823.0 |
|
1.000 |
5,746.0 |
|
0.618 |
5,698.0 |
|
HIGH |
5,621.0 |
|
0.618 |
5,573.0 |
|
0.500 |
5,558.5 |
|
0.382 |
5,544.0 |
|
LOW |
5,496.0 |
|
0.618 |
5,419.0 |
|
1.000 |
5,371.0 |
|
1.618 |
5,294.0 |
|
2.618 |
5,169.0 |
|
4.250 |
4,965.0 |
|
|
| Fisher Pivots for day following 18-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,589.0 |
5,610.0 |
| PP |
5,574.0 |
5,608.0 |
| S1 |
5,558.5 |
5,606.0 |
|