| Trading Metrics calculated at close of trading on 17-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
12,146.39 |
11,946.45 |
-199.94 |
-1.6% |
11,893.04 |
| High |
12,193.61 |
12,076.22 |
-117.39 |
-1.0% |
12,303.35 |
| Low |
11,832.72 |
11,756.60 |
-76.12 |
-0.6% |
11,731.60 |
| Close |
11,951.09 |
11,972.25 |
21.16 |
0.2% |
11,951.09 |
| Range |
360.89 |
319.62 |
-41.27 |
-11.4% |
571.75 |
| ATR |
252.22 |
257.04 |
4.81 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,893.88 |
12,752.69 |
12,148.04 |
|
| R3 |
12,574.26 |
12,433.07 |
12,060.15 |
|
| R2 |
12,254.64 |
12,254.64 |
12,030.85 |
|
| R1 |
12,113.45 |
12,113.45 |
12,001.55 |
12,184.05 |
| PP |
11,935.02 |
11,935.02 |
11,935.02 |
11,970.32 |
| S1 |
11,793.83 |
11,793.83 |
11,942.95 |
11,864.43 |
| S2 |
11,615.40 |
11,615.40 |
11,913.65 |
|
| S3 |
11,295.78 |
11,474.21 |
11,884.35 |
|
| S4 |
10,976.16 |
11,154.59 |
11,796.46 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,710.60 |
13,402.59 |
12,265.55 |
|
| R3 |
13,138.85 |
12,830.84 |
12,108.32 |
|
| R2 |
12,567.10 |
12,567.10 |
12,055.91 |
|
| R1 |
12,259.09 |
12,259.09 |
12,003.50 |
12,413.10 |
| PP |
11,995.35 |
11,995.35 |
11,995.35 |
12,072.35 |
| S1 |
11,687.34 |
11,687.34 |
11,898.68 |
11,841.35 |
| S2 |
11,423.60 |
11,423.60 |
11,846.27 |
|
| S3 |
10,851.85 |
11,115.59 |
11,793.86 |
|
| S4 |
10,280.10 |
10,543.84 |
11,636.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,303.35 |
11,741.01 |
562.34 |
4.7% |
330.19 |
2.8% |
41% |
False |
False |
|
| 10 |
12,349.67 |
11,731.60 |
618.07 |
5.2% |
278.49 |
2.3% |
39% |
False |
False |
|
| 20 |
12,756.56 |
11,731.60 |
1,024.96 |
8.6% |
248.17 |
2.1% |
23% |
False |
False |
|
| 40 |
12,767.74 |
11,634.82 |
1,132.92 |
9.5% |
254.12 |
2.1% |
30% |
False |
False |
|
| 60 |
13,563.48 |
11,634.82 |
1,928.66 |
16.1% |
240.35 |
2.0% |
17% |
False |
False |
|
| 80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.9% |
232.81 |
1.9% |
16% |
False |
False |
|
| 100 |
13,962.53 |
11,634.82 |
2,327.71 |
19.4% |
227.73 |
1.9% |
14% |
False |
False |
|
| 120 |
14,198.10 |
11,634.82 |
2,563.28 |
21.4% |
213.74 |
1.8% |
13% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,434.61 |
|
2.618 |
12,912.99 |
|
1.618 |
12,593.37 |
|
1.000 |
12,395.84 |
|
0.618 |
12,273.75 |
|
HIGH |
12,076.22 |
|
0.618 |
11,954.13 |
|
0.500 |
11,916.41 |
|
0.382 |
11,878.69 |
|
LOW |
11,756.60 |
|
0.618 |
11,559.07 |
|
1.000 |
11,436.98 |
|
1.618 |
11,239.45 |
|
2.618 |
10,919.83 |
|
4.250 |
10,398.22 |
|
|
| Fisher Pivots for day following 17-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,953.64 |
11,985.98 |
| PP |
11,935.02 |
11,981.40 |
| S1 |
11,916.41 |
11,976.83 |
|