| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2008 |
07-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1,337.50 |
1,308.75 |
-28.75 |
-2.1% |
1,327.50 |
| High |
1,344.75 |
1,319.50 |
-25.25 |
-1.9% |
1,346.75 |
| Low |
1,304.25 |
1,284.00 |
-20.25 |
-1.6% |
1,284.00 |
| Close |
1,310.00 |
1,294.50 |
-15.50 |
-1.2% |
1,294.50 |
| Range |
40.50 |
35.50 |
-5.00 |
-12.3% |
62.75 |
| ATR |
27.80 |
28.35 |
0.55 |
2.0% |
0.00 |
| Volume |
54,529 |
83,389 |
28,860 |
52.9% |
234,283 |
|
| Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,405.75 |
1,385.75 |
1,314.00 |
|
| R3 |
1,370.25 |
1,350.25 |
1,304.25 |
|
| R2 |
1,334.75 |
1,334.75 |
1,301.00 |
|
| R1 |
1,314.75 |
1,314.75 |
1,297.75 |
1,307.00 |
| PP |
1,299.25 |
1,299.25 |
1,299.25 |
1,295.50 |
| S1 |
1,279.25 |
1,279.25 |
1,291.25 |
1,271.50 |
| S2 |
1,263.75 |
1,263.75 |
1,288.00 |
|
| S3 |
1,228.25 |
1,243.75 |
1,284.75 |
|
| S4 |
1,192.75 |
1,208.25 |
1,275.00 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,496.75 |
1,458.25 |
1,329.00 |
|
| R3 |
1,434.00 |
1,395.50 |
1,311.75 |
|
| R2 |
1,371.25 |
1,371.25 |
1,306.00 |
|
| R1 |
1,332.75 |
1,332.75 |
1,300.25 |
1,320.50 |
| PP |
1,308.50 |
1,308.50 |
1,308.50 |
1,302.25 |
| S1 |
1,270.00 |
1,270.00 |
1,288.75 |
1,258.00 |
| S2 |
1,245.75 |
1,245.75 |
1,283.00 |
|
| S3 |
1,183.00 |
1,207.25 |
1,277.25 |
|
| S4 |
1,120.25 |
1,144.50 |
1,260.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,346.75 |
1,284.00 |
62.75 |
4.8% |
29.00 |
2.2% |
17% |
False |
True |
46,856 |
| 10 |
1,392.50 |
1,284.00 |
108.50 |
8.4% |
25.75 |
2.0% |
10% |
False |
True |
29,534 |
| 20 |
1,392.50 |
1,284.00 |
108.50 |
8.4% |
25.50 |
2.0% |
10% |
False |
True |
17,833 |
| 40 |
1,429.75 |
1,260.00 |
169.75 |
13.1% |
31.75 |
2.5% |
20% |
False |
False |
12,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,470.50 |
|
2.618 |
1,412.50 |
|
1.618 |
1,377.00 |
|
1.000 |
1,355.00 |
|
0.618 |
1,341.50 |
|
HIGH |
1,319.50 |
|
0.618 |
1,306.00 |
|
0.500 |
1,301.75 |
|
0.382 |
1,297.50 |
|
LOW |
1,284.00 |
|
0.618 |
1,262.00 |
|
1.000 |
1,248.50 |
|
1.618 |
1,226.50 |
|
2.618 |
1,191.00 |
|
4.250 |
1,133.00 |
|
|