| 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 |
12,531.79 |
12,421.88 |
-109.91 |
-0.9% |
11,946.45 |
| High |
12,531.95 |
12,476.76 |
-55.19 |
-0.4% |
12,461.53 |
| Low |
12,376.70 |
12,293.34 |
-83.36 |
-0.7% |
11,756.60 |
| Close |
12,422.86 |
12,302.46 |
-120.40 |
-1.0% |
12,361.32 |
| Range |
155.25 |
183.42 |
28.17 |
18.1% |
704.93 |
| ATR |
256.36 |
251.15 |
-5.21 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,907.78 |
12,788.54 |
12,403.34 |
|
| R3 |
12,724.36 |
12,605.12 |
12,352.90 |
|
| R2 |
12,540.94 |
12,540.94 |
12,336.09 |
|
| R1 |
12,421.70 |
12,421.70 |
12,319.27 |
12,389.61 |
| PP |
12,357.52 |
12,357.52 |
12,357.52 |
12,341.48 |
| S1 |
12,238.28 |
12,238.28 |
12,285.65 |
12,206.19 |
| S2 |
12,174.10 |
12,174.10 |
12,268.83 |
|
| S3 |
11,990.68 |
12,054.86 |
12,252.02 |
|
| S4 |
11,807.26 |
11,871.44 |
12,201.58 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,307.94 |
14,039.56 |
12,749.03 |
|
| R3 |
13,603.01 |
13,334.63 |
12,555.18 |
|
| R2 |
12,898.08 |
12,898.08 |
12,490.56 |
|
| R1 |
12,629.70 |
12,629.70 |
12,425.94 |
12,763.89 |
| PP |
12,193.15 |
12,193.15 |
12,193.15 |
12,260.25 |
| S1 |
11,924.77 |
11,924.77 |
12,296.70 |
12,058.96 |
| S2 |
11,488.22 |
11,488.22 |
12,232.08 |
|
| S3 |
10,783.29 |
11,219.84 |
12,167.46 |
|
| S4 |
10,078.36 |
10,514.91 |
11,973.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,622.07 |
12,097.87 |
524.20 |
4.3% |
200.48 |
1.6% |
39% |
False |
False |
|
| 10 |
12,622.07 |
11,756.60 |
865.47 |
7.0% |
280.57 |
2.3% |
63% |
False |
False |
|
| 20 |
12,689.44 |
11,731.60 |
957.84 |
7.8% |
260.02 |
2.1% |
60% |
False |
False |
|
| 40 |
12,767.74 |
11,731.60 |
1,036.14 |
8.4% |
241.27 |
2.0% |
55% |
False |
False |
|
| 60 |
13,364.73 |
11,634.82 |
1,729.91 |
14.1% |
252.43 |
2.1% |
39% |
False |
False |
|
| 80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.4% |
233.45 |
1.9% |
31% |
False |
False |
|
| 100 |
13,924.16 |
11,634.82 |
2,289.34 |
18.6% |
234.83 |
1.9% |
29% |
False |
False |
|
| 120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.8% |
222.26 |
1.8% |
26% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,256.30 |
|
2.618 |
12,956.95 |
|
1.618 |
12,773.53 |
|
1.000 |
12,660.18 |
|
0.618 |
12,590.11 |
|
HIGH |
12,476.76 |
|
0.618 |
12,406.69 |
|
0.500 |
12,385.05 |
|
0.382 |
12,363.41 |
|
LOW |
12,293.34 |
|
0.618 |
12,179.99 |
|
1.000 |
12,109.92 |
|
1.618 |
11,996.57 |
|
2.618 |
11,813.15 |
|
4.250 |
11,513.81 |
|
|
| Fisher Pivots for day following 27-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,385.05 |
12,432.59 |
| PP |
12,357.52 |
12,389.21 |
| S1 |
12,329.99 |
12,345.84 |
|