| Trading Metrics calculated at close of trading on 11-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
11,890 |
11,782 |
-108 |
-0.9% |
12,279 |
| High |
11,943 |
12,192 |
249 |
2.1% |
12,355 |
| Low |
11,735 |
11,753 |
18 |
0.2% |
11,820 |
| Close |
11,779 |
12,190 |
411 |
3.5% |
11,891 |
| Range |
208 |
439 |
231 |
111.1% |
535 |
| ATR |
246 |
260 |
14 |
5.6% |
0 |
| Volume |
260,088 |
210,982 |
-49,106 |
-18.9% |
1,042,950 |
|
| Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,362 |
13,215 |
12,432 |
|
| R3 |
12,923 |
12,776 |
12,311 |
|
| R2 |
12,484 |
12,484 |
12,271 |
|
| R1 |
12,337 |
12,337 |
12,230 |
12,411 |
| PP |
12,045 |
12,045 |
12,045 |
12,082 |
| S1 |
11,898 |
11,898 |
12,150 |
11,972 |
| S2 |
11,606 |
11,606 |
12,110 |
|
| S3 |
11,167 |
11,459 |
12,069 |
|
| S4 |
10,728 |
11,020 |
11,949 |
|
|
| 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 |
5.1% |
295 |
2.4% |
73% |
False |
False |
228,484 |
| 10 |
12,762 |
11,735 |
1,027 |
8.4% |
252 |
2.1% |
44% |
False |
False |
203,253 |
| 20 |
12,762 |
11,735 |
1,027 |
8.4% |
244 |
2.0% |
44% |
False |
False |
193,671 |
| 40 |
12,834 |
11,456 |
1,378 |
11.3% |
277 |
2.3% |
53% |
False |
False |
202,473 |
| 60 |
13,654 |
11,456 |
2,198 |
18.0% |
254 |
2.1% |
33% |
False |
False |
181,391 |
| 80 |
13,879 |
11,456 |
2,423 |
19.9% |
244 |
2.0% |
30% |
False |
False |
136,221 |
| 100 |
14,048 |
11,456 |
2,592 |
21.3% |
232 |
1.9% |
28% |
False |
False |
108,988 |
| 120 |
14,369 |
11,456 |
2,913 |
23.9% |
204 |
1.7% |
25% |
False |
False |
90,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,058 |
|
2.618 |
13,341 |
|
1.618 |
12,902 |
|
1.000 |
12,631 |
|
0.618 |
12,463 |
|
HIGH |
12,192 |
|
0.618 |
12,024 |
|
0.500 |
11,973 |
|
0.382 |
11,921 |
|
LOW |
11,753 |
|
0.618 |
11,482 |
|
1.000 |
11,314 |
|
1.618 |
11,043 |
|
2.618 |
10,604 |
|
4.250 |
9,887 |
|
|
| Fisher Pivots for day following 11-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,118 |
12,115 |
| PP |
12,045 |
12,039 |
| S1 |
11,973 |
11,964 |
|