| Trading Metrics calculated at close of trading on 27-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2008 |
27-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
5,671.5 |
5,674.0 |
2.5 |
0.0% |
5,528.0 |
| High |
5,704.5 |
5,759.0 |
54.5 |
1.0% |
5,675.0 |
| Low |
5,657.5 |
5,668.5 |
11.0 |
0.2% |
5,424.5 |
| Close |
5,684.5 |
5,742.0 |
57.5 |
1.0% |
5,516.5 |
| Range |
47.0 |
90.5 |
43.5 |
92.6% |
250.5 |
| ATR |
133.3 |
130.2 |
-3.1 |
-2.3% |
0.0 |
| Volume |
119,156 |
88,678 |
-30,478 |
-25.6% |
603,373 |
|
| Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,994.5 |
5,959.0 |
5,792.0 |
|
| R3 |
5,904.0 |
5,868.5 |
5,767.0 |
|
| R2 |
5,813.5 |
5,813.5 |
5,758.5 |
|
| R1 |
5,778.0 |
5,778.0 |
5,750.5 |
5,796.0 |
| PP |
5,723.0 |
5,723.0 |
5,723.0 |
5,732.0 |
| S1 |
5,687.5 |
5,687.5 |
5,733.5 |
5,705.0 |
| S2 |
5,632.5 |
5,632.5 |
5,725.5 |
|
| S3 |
5,542.0 |
5,597.0 |
5,717.0 |
|
| S4 |
5,451.5 |
5,506.5 |
5,692.0 |
|
|
| 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 |
5,759.0 |
5,473.0 |
286.0 |
5.0% |
92.5 |
1.6% |
94% |
True |
False |
150,460 |
| 10 |
5,826.0 |
5,424.5 |
401.5 |
7.0% |
108.0 |
1.9% |
79% |
False |
False |
106,268 |
| 20 |
6,078.0 |
5,424.5 |
653.5 |
11.4% |
109.5 |
1.9% |
49% |
False |
False |
54,354 |
| 40 |
6,099.5 |
5,424.5 |
675.0 |
11.8% |
102.5 |
1.8% |
47% |
False |
False |
27,370 |
| 60 |
6,559.5 |
5,325.0 |
1,234.5 |
21.5% |
112.0 |
1.9% |
34% |
False |
False |
18,343 |
| 80 |
6,643.5 |
5,325.0 |
1,318.5 |
23.0% |
87.5 |
1.5% |
32% |
False |
False |
13,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,143.5 |
|
2.618 |
5,996.0 |
|
1.618 |
5,905.5 |
|
1.000 |
5,849.5 |
|
0.618 |
5,815.0 |
|
HIGH |
5,759.0 |
|
0.618 |
5,724.5 |
|
0.500 |
5,714.0 |
|
0.382 |
5,703.0 |
|
LOW |
5,668.5 |
|
0.618 |
5,612.5 |
|
1.000 |
5,578.0 |
|
1.618 |
5,522.0 |
|
2.618 |
5,431.5 |
|
4.250 |
5,284.0 |
|
|
| Fisher Pivots for day following 27-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,732.5 |
5,727.5 |
| PP |
5,723.0 |
5,713.5 |
| S1 |
5,714.0 |
5,699.0 |
|