| 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 |
11,970 |
11,997 |
27 |
0.2% |
11,890 |
| High |
12,124 |
12,402 |
278 |
2.3% |
12,310 |
| Low |
11,708 |
11,989 |
281 |
2.4% |
11,735 |
| Close |
12,000 |
12,402 |
402 |
3.4% |
11,982 |
| Range |
416 |
413 |
-3 |
-0.7% |
575 |
| ATR |
286 |
295 |
9 |
3.2% |
0 |
| Volume |
88,906 |
70,443 |
-18,463 |
-20.8% |
1,042,661 |
|
| Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,503 |
13,366 |
12,629 |
|
| R3 |
13,090 |
12,953 |
12,516 |
|
| R2 |
12,677 |
12,677 |
12,478 |
|
| R1 |
12,540 |
12,540 |
12,440 |
12,609 |
| PP |
12,264 |
12,264 |
12,264 |
12,299 |
| S1 |
12,127 |
12,127 |
12,364 |
12,196 |
| S2 |
11,851 |
11,851 |
12,326 |
|
| S3 |
11,438 |
11,714 |
12,289 |
|
| S4 |
11,025 |
11,301 |
12,175 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,734 |
13,433 |
12,298 |
|
| R3 |
13,159 |
12,858 |
12,140 |
|
| R2 |
12,584 |
12,584 |
12,088 |
|
| R1 |
12,283 |
12,283 |
12,035 |
12,434 |
| PP |
12,009 |
12,009 |
12,009 |
12,084 |
| S1 |
11,708 |
11,708 |
11,929 |
11,859 |
| S2 |
11,434 |
11,434 |
11,877 |
|
| S3 |
10,859 |
11,133 |
11,824 |
|
| S4 |
10,284 |
10,558 |
11,666 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,402 |
11,708 |
694 |
5.6% |
366 |
3.0% |
100% |
True |
False |
146,188 |
| 10 |
12,402 |
11,708 |
694 |
5.6% |
330 |
2.7% |
100% |
True |
False |
187,336 |
| 20 |
12,762 |
11,708 |
1,054 |
8.5% |
279 |
2.2% |
66% |
False |
False |
188,235 |
| 40 |
12,781 |
11,456 |
1,325 |
10.7% |
285 |
2.3% |
71% |
False |
False |
195,374 |
| 60 |
13,654 |
11,456 |
2,198 |
17.7% |
269 |
2.2% |
43% |
False |
False |
183,102 |
| 80 |
13,879 |
11,456 |
2,423 |
19.5% |
253 |
2.0% |
39% |
False |
False |
145,352 |
| 100 |
14,042 |
11,456 |
2,586 |
20.9% |
243 |
2.0% |
37% |
False |
False |
116,296 |
| 120 |
14,369 |
11,456 |
2,913 |
23.5% |
218 |
1.8% |
32% |
False |
False |
96,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,157 |
|
2.618 |
13,483 |
|
1.618 |
13,070 |
|
1.000 |
12,815 |
|
0.618 |
12,657 |
|
HIGH |
12,402 |
|
0.618 |
12,244 |
|
0.500 |
12,196 |
|
0.382 |
12,147 |
|
LOW |
11,989 |
|
0.618 |
11,734 |
|
1.000 |
11,576 |
|
1.618 |
11,321 |
|
2.618 |
10,908 |
|
4.250 |
10,234 |
|
|
| Fisher Pivots for day following 18-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,333 |
12,286 |
| PP |
12,264 |
12,171 |
| S1 |
12,196 |
12,055 |
|