| Trading Metrics calculated at close of trading on 18-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
6,275.5 |
6,275.5 |
0.0 |
0.0% |
6,540.0 |
| High |
6,317.5 |
6,317.5 |
0.0 |
0.0% |
6,648.5 |
| Low |
6,174.0 |
6,174.0 |
0.0 |
0.0% |
6,355.5 |
| Close |
6,194.5 |
6,194.5 |
0.0 |
0.0% |
6,469.5 |
| Range |
143.5 |
143.5 |
0.0 |
0.0% |
293.0 |
| ATR |
189.5 |
186.3 |
-3.3 |
-1.7% |
0.0 |
| Volume |
345,923 |
0 |
-345,923 |
-100.0% |
803,538 |
|
| Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,659.2 |
6,570.3 |
6,273.4 |
|
| R3 |
6,515.7 |
6,426.8 |
6,234.0 |
|
| R2 |
6,372.2 |
6,372.2 |
6,220.8 |
|
| R1 |
6,283.3 |
6,283.3 |
6,207.7 |
6,256.0 |
| PP |
6,228.7 |
6,228.7 |
6,228.7 |
6,215.0 |
| S1 |
6,139.8 |
6,139.8 |
6,181.3 |
6,112.5 |
| S2 |
6,085.2 |
6,085.2 |
6,168.2 |
|
| S3 |
5,941.7 |
5,996.3 |
6,155.0 |
|
| S4 |
5,798.2 |
5,852.8 |
6,115.6 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,370.2 |
7,212.8 |
6,630.7 |
|
| R3 |
7,077.2 |
6,919.8 |
6,550.1 |
|
| R2 |
6,784.2 |
6,784.2 |
6,523.2 |
|
| R1 |
6,626.8 |
6,626.8 |
6,496.4 |
6,559.0 |
| PP |
6,491.2 |
6,491.2 |
6,491.2 |
6,457.3 |
| S1 |
6,333.8 |
6,333.8 |
6,442.6 |
6,266.0 |
| S2 |
6,198.2 |
6,198.2 |
6,415.8 |
|
| S3 |
5,905.2 |
6,040.8 |
6,388.9 |
|
| S4 |
5,612.2 |
5,747.8 |
6,308.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,648.5 |
6,174.0 |
474.5 |
7.7% |
188.5 |
3.0% |
4% |
False |
True |
179,567 |
| 10 |
6,735.0 |
6,174.0 |
561.0 |
9.1% |
176.0 |
2.8% |
4% |
False |
True |
157,203 |
| 20 |
7,048.5 |
6,174.0 |
874.5 |
14.1% |
161.4 |
2.6% |
2% |
False |
True |
159,963 |
| 40 |
7,108.0 |
6,174.0 |
934.0 |
15.1% |
181.5 |
2.9% |
2% |
False |
True |
164,190 |
| 60 |
8,253.0 |
6,174.0 |
2,079.0 |
33.6% |
179.2 |
2.9% |
1% |
False |
True |
162,654 |
| 80 |
8,253.0 |
6,174.0 |
2,079.0 |
33.6% |
164.8 |
2.7% |
1% |
False |
True |
125,825 |
| 100 |
8,253.0 |
6,174.0 |
2,079.0 |
33.6% |
152.6 |
2.5% |
1% |
False |
True |
100,793 |
| 120 |
8,253.0 |
6,174.0 |
2,079.0 |
33.6% |
139.5 |
2.3% |
1% |
False |
True |
84,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,927.4 |
|
2.618 |
6,693.2 |
|
1.618 |
6,549.7 |
|
1.000 |
6,461.0 |
|
0.618 |
6,406.2 |
|
HIGH |
6,317.5 |
|
0.618 |
6,262.7 |
|
0.500 |
6,245.8 |
|
0.382 |
6,228.8 |
|
LOW |
6,174.0 |
|
0.618 |
6,085.3 |
|
1.000 |
6,030.5 |
|
1.618 |
5,941.8 |
|
2.618 |
5,798.3 |
|
4.250 |
5,564.1 |
|
|
| Fisher Pivots for day following 18-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,245.8 |
6,402.0 |
| PP |
6,228.7 |
6,332.8 |
| S1 |
6,211.6 |
6,263.7 |
|