| Trading Metrics calculated at close of trading on 10-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
12,039.09 |
11,893.04 |
-146.05 |
-1.2% |
12,264.36 |
| High |
12,094.21 |
11,926.50 |
-167.71 |
-1.4% |
12,349.67 |
| Low |
11,819.69 |
11,731.60 |
-88.09 |
-0.7% |
11,819.69 |
| Close |
11,893.69 |
11,740.15 |
-153.54 |
-1.3% |
11,893.69 |
| Range |
274.52 |
194.90 |
-79.62 |
-29.0% |
529.98 |
| ATR |
226.71 |
224.44 |
-2.27 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,384.12 |
12,257.03 |
11,847.35 |
|
| R3 |
12,189.22 |
12,062.13 |
11,793.75 |
|
| R2 |
11,994.32 |
11,994.32 |
11,775.88 |
|
| R1 |
11,867.23 |
11,867.23 |
11,758.02 |
11,833.33 |
| PP |
11,799.42 |
11,799.42 |
11,799.42 |
11,782.46 |
| S1 |
11,672.33 |
11,672.33 |
11,722.28 |
11,638.43 |
| S2 |
11,604.52 |
11,604.52 |
11,704.42 |
|
| S3 |
11,409.62 |
11,477.43 |
11,686.55 |
|
| S4 |
11,214.72 |
11,282.53 |
11,632.96 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,610.96 |
13,282.30 |
12,185.18 |
|
| R3 |
13,080.98 |
12,752.32 |
12,039.43 |
|
| R2 |
12,551.00 |
12,551.00 |
11,990.85 |
|
| R1 |
12,222.34 |
12,222.34 |
11,942.27 |
12,121.68 |
| PP |
12,021.02 |
12,021.02 |
12,021.02 |
11,970.69 |
| S1 |
11,692.36 |
11,692.36 |
11,845.11 |
11,591.70 |
| S2 |
11,491.04 |
11,491.04 |
11,796.53 |
|
| S3 |
10,961.06 |
11,162.38 |
11,747.95 |
|
| S4 |
10,431.08 |
10,632.40 |
11,602.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,349.67 |
11,731.60 |
618.07 |
5.3% |
226.78 |
1.9% |
1% |
False |
True |
|
| 10 |
12,756.56 |
11,731.60 |
1,024.96 |
8.7% |
213.28 |
1.8% |
1% |
False |
True |
|
| 20 |
12,756.56 |
11,731.60 |
1,024.96 |
8.7% |
211.13 |
1.8% |
1% |
False |
True |
|
| 40 |
12,851.14 |
11,634.82 |
1,216.32 |
10.4% |
247.59 |
2.1% |
9% |
False |
False |
|
| 60 |
13,704.52 |
11,634.82 |
2,069.70 |
17.6% |
231.30 |
2.0% |
5% |
False |
False |
|
| 80 |
13,780.11 |
11,634.82 |
2,145.29 |
18.3% |
226.16 |
1.9% |
5% |
False |
False |
|
| 100 |
14,012.84 |
11,634.82 |
2,378.02 |
20.3% |
221.24 |
1.9% |
4% |
False |
False |
|
| 120 |
14,198.10 |
11,634.82 |
2,563.28 |
21.8% |
206.46 |
1.8% |
4% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,754.83 |
|
2.618 |
12,436.75 |
|
1.618 |
12,241.85 |
|
1.000 |
12,121.40 |
|
0.618 |
12,046.95 |
|
HIGH |
11,926.50 |
|
0.618 |
11,852.05 |
|
0.500 |
11,829.05 |
|
0.382 |
11,806.05 |
|
LOW |
11,731.60 |
|
0.618 |
11,611.15 |
|
1.000 |
11,536.70 |
|
1.618 |
11,416.25 |
|
2.618 |
11,221.35 |
|
4.250 |
10,903.28 |
|
|
| Fisher Pivots for day following 10-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,829.05 |
11,993.10 |
| PP |
11,799.42 |
11,908.78 |
| S1 |
11,769.78 |
11,824.47 |
|