| Trading Metrics calculated at close of trading on 25-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2008 |
25-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1,326.25 |
1,351.50 |
25.25 |
1.9% |
1,289.50 |
| High |
1,361.50 |
1,359.50 |
-2.00 |
-0.1% |
1,343.75 |
| Low |
1,325.25 |
1,342.00 |
16.75 |
1.3% |
1,253.00 |
| Close |
1,351.50 |
1,351.50 |
0.00 |
0.0% |
1,324.75 |
| Range |
36.25 |
17.50 |
-18.75 |
-51.7% |
90.75 |
| ATR |
37.51 |
36.08 |
-1.43 |
-3.8% |
0.00 |
| Volume |
2,162,947 |
1,429,511 |
-733,436 |
-33.9% |
13,951,130 |
|
| Daily Pivots for day following 25-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,403.50 |
1,395.00 |
1,361.00 |
|
| R3 |
1,386.00 |
1,377.50 |
1,356.25 |
|
| R2 |
1,368.50 |
1,368.50 |
1,354.75 |
|
| R1 |
1,360.00 |
1,360.00 |
1,353.00 |
1,360.25 |
| PP |
1,351.00 |
1,351.00 |
1,351.00 |
1,351.00 |
| S1 |
1,342.50 |
1,342.50 |
1,350.00 |
1,342.75 |
| S2 |
1,333.50 |
1,333.50 |
1,348.25 |
|
| S3 |
1,316.00 |
1,325.00 |
1,346.75 |
|
| S4 |
1,298.50 |
1,307.50 |
1,342.00 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,579.50 |
1,542.75 |
1,374.75 |
|
| R3 |
1,488.75 |
1,452.00 |
1,349.75 |
|
| R2 |
1,398.00 |
1,398.00 |
1,341.50 |
|
| R1 |
1,361.25 |
1,361.25 |
1,333.00 |
1,379.50 |
| PP |
1,307.25 |
1,307.25 |
1,307.25 |
1,316.25 |
| S1 |
1,270.50 |
1,270.50 |
1,316.50 |
1,289.00 |
| S2 |
1,216.50 |
1,216.50 |
1,308.00 |
|
| S3 |
1,125.75 |
1,179.75 |
1,299.75 |
|
| S4 |
1,035.00 |
1,089.00 |
1,274.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,361.50 |
1,278.75 |
82.75 |
6.1% |
40.50 |
3.0% |
88% |
False |
False |
2,733,131 |
| 10 |
1,361.50 |
1,253.00 |
108.50 |
8.0% |
44.25 |
3.3% |
91% |
False |
False |
2,084,161 |
| 20 |
1,392.50 |
1,253.00 |
139.50 |
10.3% |
35.75 |
2.7% |
71% |
False |
False |
1,061,383 |
| 40 |
1,402.50 |
1,253.00 |
149.50 |
11.1% |
31.75 |
2.3% |
66% |
False |
False |
534,235 |
| 60 |
1,511.50 |
1,253.00 |
258.50 |
19.1% |
33.50 |
2.5% |
38% |
False |
False |
357,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,434.00 |
|
2.618 |
1,405.25 |
|
1.618 |
1,387.75 |
|
1.000 |
1,377.00 |
|
0.618 |
1,370.25 |
|
HIGH |
1,359.50 |
|
0.618 |
1,352.75 |
|
0.500 |
1,350.75 |
|
0.382 |
1,348.75 |
|
LOW |
1,342.00 |
|
0.618 |
1,331.25 |
|
1.000 |
1,324.50 |
|
1.618 |
1,313.75 |
|
2.618 |
1,296.25 |
|
4.250 |
1,267.50 |
|
|
| Fisher Pivots for day following 25-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,351.25 |
1,342.25 |
| PP |
1,351.00 |
1,333.25 |
| S1 |
1,350.75 |
1,324.00 |
|