| Trading Metrics calculated at close of trading on 12-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
6,467.0 |
6,467.0 |
0.0 |
0.0% |
6,628.0 |
| High |
6,648.5 |
6,648.5 |
0.0 |
0.0% |
6,739.5 |
| Low |
6,440.5 |
6,440.5 |
0.0 |
0.0% |
6,454.0 |
| Close |
6,548.0 |
6,548.0 |
0.0 |
0.0% |
6,505.5 |
| Range |
208.0 |
208.0 |
0.0 |
0.0% |
285.5 |
| ATR |
171.7 |
174.3 |
2.6 |
1.5% |
0.0 |
| Volume |
251,622 |
0 |
-251,622 |
-100.0% |
801,153 |
|
| Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,169.7 |
7,066.8 |
6,662.4 |
|
| R3 |
6,961.7 |
6,858.8 |
6,605.2 |
|
| R2 |
6,753.7 |
6,753.7 |
6,586.1 |
|
| R1 |
6,650.8 |
6,650.8 |
6,567.1 |
6,702.3 |
| PP |
6,545.7 |
6,545.7 |
6,545.7 |
6,571.4 |
| S1 |
6,442.8 |
6,442.8 |
6,528.9 |
6,494.3 |
| S2 |
6,337.7 |
6,337.7 |
6,509.9 |
|
| S3 |
6,129.7 |
6,234.8 |
6,490.8 |
|
| S4 |
5,921.7 |
6,026.8 |
6,433.6 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,422.8 |
7,249.7 |
6,662.5 |
|
| R3 |
7,137.3 |
6,964.2 |
6,584.0 |
|
| R2 |
6,851.8 |
6,851.8 |
6,557.8 |
|
| R1 |
6,678.7 |
6,678.7 |
6,531.7 |
6,622.5 |
| PP |
6,566.3 |
6,566.3 |
6,566.3 |
6,538.3 |
| S1 |
6,393.2 |
6,393.2 |
6,479.3 |
6,337.0 |
| S2 |
6,280.8 |
6,280.8 |
6,453.2 |
|
| S3 |
5,995.3 |
6,107.7 |
6,427.0 |
|
| S4 |
5,709.8 |
5,822.2 |
6,348.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,703.0 |
6,440.5 |
262.5 |
4.0% |
164.0 |
2.5% |
41% |
False |
True |
134,838 |
| 10 |
7,014.5 |
6,440.5 |
574.0 |
8.8% |
169.5 |
2.6% |
19% |
False |
True |
141,842 |
| 20 |
7,108.0 |
6,440.5 |
667.5 |
10.2% |
155.1 |
2.4% |
16% |
False |
True |
136,982 |
| 40 |
7,608.0 |
6,440.5 |
1,167.5 |
17.8% |
201.1 |
3.1% |
9% |
False |
True |
165,832 |
| 60 |
8,253.0 |
6,440.5 |
1,812.5 |
27.7% |
174.6 |
2.7% |
6% |
False |
True |
151,822 |
| 80 |
8,253.0 |
6,440.5 |
1,812.5 |
27.7% |
160.8 |
2.5% |
6% |
False |
True |
114,668 |
| 100 |
8,253.0 |
6,440.5 |
1,812.5 |
27.7% |
148.8 |
2.3% |
6% |
False |
True |
91,836 |
| 120 |
8,253.0 |
6,440.5 |
1,812.5 |
27.7% |
134.8 |
2.1% |
6% |
False |
True |
76,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,532.5 |
|
2.618 |
7,193.0 |
|
1.618 |
6,985.0 |
|
1.000 |
6,856.5 |
|
0.618 |
6,777.0 |
|
HIGH |
6,648.5 |
|
0.618 |
6,569.0 |
|
0.500 |
6,544.5 |
|
0.382 |
6,520.0 |
|
LOW |
6,440.5 |
|
0.618 |
6,312.0 |
|
1.000 |
6,232.5 |
|
1.618 |
6,104.0 |
|
2.618 |
5,896.0 |
|
4.250 |
5,556.5 |
|
|
| Fisher Pivots for day following 12-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,546.8 |
6,546.8 |
| PP |
6,545.7 |
6,545.7 |
| S1 |
6,544.5 |
6,544.5 |
|