| Trading Metrics calculated at close of trading on 10-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
12,069 |
11,890 |
-179 |
-1.5% |
12,279 |
| High |
12,127 |
11,943 |
-184 |
-1.5% |
12,355 |
| Low |
11,820 |
11,735 |
-85 |
-0.7% |
11,820 |
| Close |
11,891 |
11,779 |
-112 |
-0.9% |
11,891 |
| Range |
307 |
208 |
-99 |
-32.2% |
535 |
| ATR |
249 |
246 |
-3 |
-1.2% |
0 |
| Volume |
209,087 |
260,088 |
51,001 |
24.4% |
1,042,950 |
|
| Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,443 |
12,319 |
11,894 |
|
| R3 |
12,235 |
12,111 |
11,836 |
|
| R2 |
12,027 |
12,027 |
11,817 |
|
| R1 |
11,903 |
11,903 |
11,798 |
11,861 |
| PP |
11,819 |
11,819 |
11,819 |
11,798 |
| S1 |
11,695 |
11,695 |
11,760 |
11,653 |
| S2 |
11,611 |
11,611 |
11,741 |
|
| S3 |
11,403 |
11,487 |
11,722 |
|
| S4 |
11,195 |
11,279 |
11,665 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,627 |
13,294 |
12,185 |
|
| R3 |
13,092 |
12,759 |
12,038 |
|
| R2 |
12,557 |
12,557 |
11,989 |
|
| R1 |
12,224 |
12,224 |
11,940 |
12,123 |
| PP |
12,022 |
12,022 |
12,022 |
11,972 |
| S1 |
11,689 |
11,689 |
11,842 |
11,588 |
| S2 |
11,487 |
11,487 |
11,793 |
|
| S3 |
10,952 |
11,154 |
11,744 |
|
| S4 |
10,417 |
10,619 |
11,597 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,355 |
11,735 |
620 |
5.3% |
259 |
2.2% |
7% |
False |
True |
221,665 |
| 10 |
12,762 |
11,735 |
1,027 |
8.7% |
231 |
2.0% |
4% |
False |
True |
203,435 |
| 20 |
12,762 |
11,735 |
1,027 |
8.7% |
231 |
2.0% |
4% |
False |
True |
190,526 |
| 40 |
12,839 |
11,456 |
1,383 |
11.7% |
273 |
2.3% |
23% |
False |
False |
203,990 |
| 60 |
13,850 |
11,456 |
2,394 |
20.3% |
254 |
2.2% |
13% |
False |
False |
177,944 |
| 80 |
13,879 |
11,456 |
2,423 |
20.6% |
240 |
2.0% |
13% |
False |
False |
133,585 |
| 100 |
14,178 |
11,456 |
2,722 |
23.1% |
230 |
1.9% |
12% |
False |
False |
106,879 |
| 120 |
14,369 |
11,456 |
2,913 |
24.7% |
201 |
1.7% |
11% |
False |
False |
89,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,827 |
|
2.618 |
12,488 |
|
1.618 |
12,280 |
|
1.000 |
12,151 |
|
0.618 |
12,072 |
|
HIGH |
11,943 |
|
0.618 |
11,864 |
|
0.500 |
11,839 |
|
0.382 |
11,815 |
|
LOW |
11,735 |
|
0.618 |
11,607 |
|
1.000 |
11,527 |
|
1.618 |
11,399 |
|
2.618 |
11,191 |
|
4.250 |
10,851 |
|
|
| Fisher Pivots for day following 10-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,839 |
12,035 |
| PP |
11,819 |
11,950 |
| S1 |
11,799 |
11,864 |
|