| Trading Metrics calculated at close of trading on 25-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2008 |
25-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
5,516.0 |
5,704.0 |
188.0 |
3.4% |
5,528.0 |
| High |
5,560.0 |
5,724.5 |
164.5 |
3.0% |
5,675.0 |
| Low |
5,473.0 |
5,639.0 |
166.0 |
3.0% |
5,424.5 |
| Close |
5,516.5 |
5,703.0 |
186.5 |
3.4% |
5,516.5 |
| Range |
87.0 |
85.5 |
-1.5 |
-1.7% |
250.5 |
| ATR |
134.6 |
139.9 |
5.2 |
3.9% |
0.0 |
| Volume |
160,192 |
152,494 |
-7,698 |
-4.8% |
603,373 |
|
| Daily Pivots for day following 25-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,945.5 |
5,909.5 |
5,750.0 |
|
| R3 |
5,860.0 |
5,824.0 |
5,726.5 |
|
| R2 |
5,774.5 |
5,774.5 |
5,718.5 |
|
| R1 |
5,738.5 |
5,738.5 |
5,711.0 |
5,714.0 |
| PP |
5,689.0 |
5,689.0 |
5,689.0 |
5,676.5 |
| S1 |
5,653.0 |
5,653.0 |
5,695.0 |
5,628.0 |
| S2 |
5,603.5 |
5,603.5 |
5,687.5 |
|
| S3 |
5,518.0 |
5,567.5 |
5,679.5 |
|
| S4 |
5,432.5 |
5,482.0 |
5,656.0 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,290.0 |
6,154.0 |
5,654.5 |
|
| R3 |
6,039.5 |
5,903.5 |
5,585.5 |
|
| R2 |
5,789.0 |
5,789.0 |
5,562.5 |
|
| R1 |
5,653.0 |
5,653.0 |
5,539.5 |
5,596.0 |
| PP |
5,538.5 |
5,538.5 |
5,538.5 |
5,510.0 |
| S1 |
5,402.5 |
5,402.5 |
5,493.5 |
5,345.0 |
| S2 |
5,288.0 |
5,288.0 |
5,470.5 |
|
| S3 |
5,037.5 |
5,152.0 |
5,447.5 |
|
| S4 |
4,787.0 |
4,901.5 |
5,378.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,724.5 |
5,424.5 |
300.0 |
5.3% |
115.0 |
2.0% |
93% |
True |
False |
151,173 |
| 10 |
5,826.0 |
5,424.5 |
401.5 |
7.0% |
118.0 |
2.1% |
69% |
False |
False |
86,905 |
| 20 |
6,099.5 |
5,424.5 |
675.0 |
11.8% |
111.5 |
2.0% |
41% |
False |
False |
44,037 |
| 40 |
6,099.5 |
5,424.5 |
675.0 |
11.8% |
103.5 |
1.8% |
41% |
False |
False |
22,245 |
| 60 |
6,559.5 |
5,325.0 |
1,234.5 |
21.6% |
110.0 |
1.9% |
31% |
False |
False |
14,879 |
| 80 |
6,643.5 |
5,325.0 |
1,318.5 |
23.1% |
86.0 |
1.5% |
29% |
False |
False |
11,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,088.0 |
|
2.618 |
5,948.5 |
|
1.618 |
5,863.0 |
|
1.000 |
5,810.0 |
|
0.618 |
5,777.5 |
|
HIGH |
5,724.5 |
|
0.618 |
5,692.0 |
|
0.500 |
5,682.0 |
|
0.382 |
5,671.5 |
|
LOW |
5,639.0 |
|
0.618 |
5,586.0 |
|
1.000 |
5,553.5 |
|
1.618 |
5,500.5 |
|
2.618 |
5,415.0 |
|
4.250 |
5,275.5 |
|
|
| Fisher Pivots for day following 25-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,696.0 |
5,668.0 |
| PP |
5,689.0 |
5,633.5 |
| S1 |
5,682.0 |
5,599.0 |
|