| Trading Metrics calculated at close of trading on 25-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2008 |
25-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
930.1 |
949.1 |
19.0 |
2.0% |
1,029.5 |
| High |
940.9 |
953.2 |
12.3 |
1.3% |
1,045.0 |
| Low |
930.0 |
932.6 |
2.6 |
0.3% |
927.2 |
| Close |
937.6 |
954.1 |
16.5 |
1.8% |
937.4 |
| Range |
10.9 |
20.6 |
9.7 |
89.0% |
117.8 |
| ATR |
17.5 |
17.7 |
0.2 |
1.3% |
0.0 |
| Volume |
131 |
723 |
592 |
451.9% |
1,882 |
|
| Daily Pivots for day following 25-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,008.4 |
1,001.9 |
965.4 |
|
| R3 |
987.8 |
981.3 |
959.8 |
|
| R2 |
967.2 |
967.2 |
957.9 |
|
| R1 |
960.7 |
960.7 |
956.0 |
964.0 |
| PP |
946.6 |
946.6 |
946.6 |
948.3 |
| S1 |
940.1 |
940.1 |
952.2 |
943.4 |
| S2 |
926.0 |
926.0 |
950.3 |
|
| S3 |
905.4 |
919.5 |
948.4 |
|
| S4 |
884.8 |
898.9 |
942.8 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,323.3 |
1,248.1 |
1,002.2 |
|
| R3 |
1,205.5 |
1,130.3 |
969.8 |
|
| R2 |
1,087.7 |
1,087.7 |
959.0 |
|
| R1 |
1,012.5 |
1,012.5 |
948.2 |
991.2 |
| PP |
969.9 |
969.9 |
969.9 |
959.2 |
| S1 |
894.7 |
894.7 |
926.6 |
873.4 |
| S2 |
852.1 |
852.1 |
915.8 |
|
| S3 |
734.3 |
776.9 |
905.0 |
|
| S4 |
616.5 |
659.1 |
872.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,022.2 |
927.2 |
95.0 |
10.0% |
25.8 |
2.7% |
28% |
False |
False |
518 |
| 10 |
1,045.0 |
927.2 |
117.8 |
12.3% |
16.3 |
1.7% |
23% |
False |
False |
349 |
| 20 |
1,045.0 |
927.2 |
117.8 |
12.3% |
11.6 |
1.2% |
23% |
False |
False |
400 |
| 40 |
1,045.0 |
910.0 |
135.0 |
14.1% |
7.9 |
0.8% |
33% |
False |
False |
545 |
| 60 |
1,045.0 |
870.9 |
174.1 |
18.2% |
6.9 |
0.7% |
48% |
False |
False |
498 |
| 80 |
1,045.0 |
824.6 |
220.4 |
23.1% |
5.3 |
0.6% |
59% |
False |
False |
455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,040.8 |
|
2.618 |
1,007.1 |
|
1.618 |
986.5 |
|
1.000 |
973.8 |
|
0.618 |
965.9 |
|
HIGH |
953.2 |
|
0.618 |
945.3 |
|
0.500 |
942.9 |
|
0.382 |
940.5 |
|
LOW |
932.6 |
|
0.618 |
919.9 |
|
1.000 |
912.0 |
|
1.618 |
899.3 |
|
2.618 |
878.7 |
|
4.250 |
845.1 |
|
|
| Fisher Pivots for day following 25-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
950.4 |
949.5 |
| PP |
946.6 |
944.8 |
| S1 |
942.9 |
940.2 |
|