| Trading Metrics calculated at close of trading on 13-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
5,290.0 |
5,217.0 |
-73.0 |
-1.4% |
5,439.0 |
| High |
5,375.0 |
5,239.0 |
-136.0 |
-2.5% |
5,464.0 |
| Low |
5,217.0 |
5,122.0 |
-95.0 |
-1.8% |
5,242.0 |
| Close |
5,226.0 |
5,144.0 |
-82.0 |
-1.6% |
5,269.0 |
| Range |
158.0 |
117.0 |
-41.0 |
-25.9% |
222.0 |
| ATR |
145.3 |
143.2 |
-2.0 |
-1.4% |
0.0 |
| Volume |
43,557 |
34,533 |
-9,024 |
-20.7% |
139,768 |
|
| Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,519.3 |
5,448.7 |
5,208.4 |
|
| R3 |
5,402.3 |
5,331.7 |
5,176.2 |
|
| R2 |
5,285.3 |
5,285.3 |
5,165.5 |
|
| R1 |
5,214.7 |
5,214.7 |
5,154.7 |
5,191.5 |
| PP |
5,168.3 |
5,168.3 |
5,168.3 |
5,156.8 |
| S1 |
5,097.7 |
5,097.7 |
5,133.3 |
5,074.5 |
| S2 |
5,051.3 |
5,051.3 |
5,122.6 |
|
| S3 |
4,934.3 |
4,980.7 |
5,111.8 |
|
| S4 |
4,817.3 |
4,863.7 |
5,079.7 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,991.0 |
5,852.0 |
5,391.1 |
|
| R3 |
5,769.0 |
5,630.0 |
5,330.1 |
|
| R2 |
5,547.0 |
5,547.0 |
5,309.7 |
|
| R1 |
5,408.0 |
5,408.0 |
5,289.4 |
5,366.5 |
| PP |
5,325.0 |
5,325.0 |
5,325.0 |
5,304.3 |
| S1 |
5,186.0 |
5,186.0 |
5,248.7 |
5,144.5 |
| S2 |
5,103.0 |
5,103.0 |
5,228.3 |
|
| S3 |
4,881.0 |
4,964.0 |
5,208.0 |
|
| S4 |
4,659.0 |
4,742.0 |
5,146.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,375.0 |
5,087.0 |
288.0 |
5.6% |
104.8 |
2.0% |
20% |
False |
False |
32,126 |
| 10 |
5,600.0 |
5,087.0 |
513.0 |
10.0% |
100.5 |
2.0% |
11% |
False |
False |
30,392 |
| 20 |
5,759.0 |
5,087.0 |
672.0 |
13.1% |
97.6 |
1.9% |
8% |
False |
False |
28,480 |
| 40 |
6,009.0 |
5,087.0 |
922.0 |
17.9% |
127.9 |
2.5% |
6% |
False |
False |
31,709 |
| 60 |
6,455.0 |
5,087.0 |
1,368.0 |
26.6% |
115.4 |
2.2% |
4% |
False |
False |
30,575 |
| 80 |
6,725.0 |
5,087.0 |
1,638.0 |
31.8% |
97.3 |
1.9% |
3% |
False |
False |
23,269 |
| 100 |
6,869.0 |
5,087.0 |
1,782.0 |
34.6% |
83.4 |
1.6% |
3% |
False |
False |
18,643 |
| 120 |
6,869.0 |
5,087.0 |
1,782.0 |
34.6% |
72.8 |
1.4% |
3% |
False |
False |
15,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,736.3 |
|
2.618 |
5,545.3 |
|
1.618 |
5,428.3 |
|
1.000 |
5,356.0 |
|
0.618 |
5,311.3 |
|
HIGH |
5,239.0 |
|
0.618 |
5,194.3 |
|
0.500 |
5,180.5 |
|
0.382 |
5,166.7 |
|
LOW |
5,122.0 |
|
0.618 |
5,049.7 |
|
1.000 |
5,005.0 |
|
1.618 |
4,932.7 |
|
2.618 |
4,815.7 |
|
4.250 |
4,624.8 |
|
|
| Fisher Pivots for day following 13-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,180.5 |
5,231.0 |
| PP |
5,168.3 |
5,202.0 |
| S1 |
5,156.2 |
5,173.0 |
|