| 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 |
992.0 |
984.0 |
-8.0 |
-0.8% |
991.0 |
| High |
997.1 |
988.7 |
-8.4 |
-0.8% |
1,001.2 |
| Low |
981.6 |
972.3 |
-9.3 |
-0.9% |
969.0 |
| Close |
983.1 |
980.5 |
-2.6 |
-0.3% |
983.1 |
| Range |
15.5 |
16.4 |
0.9 |
5.8% |
32.2 |
| ATR |
17.8 |
17.7 |
-0.1 |
-0.6% |
0.0 |
| Volume |
1,129 |
1,063 |
-66 |
-5.8% |
8,369 |
|
| Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,029.7 |
1,021.5 |
989.5 |
|
| R3 |
1,013.3 |
1,005.1 |
985.0 |
|
| R2 |
996.9 |
996.9 |
983.5 |
|
| R1 |
988.7 |
988.7 |
982.0 |
984.6 |
| PP |
980.5 |
980.5 |
980.5 |
978.5 |
| S1 |
972.3 |
972.3 |
979.0 |
968.2 |
| S2 |
964.1 |
964.1 |
977.5 |
|
| S3 |
947.7 |
955.9 |
976.0 |
|
| S4 |
931.3 |
939.5 |
971.5 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,081.0 |
1,064.3 |
1,000.8 |
|
| R3 |
1,048.8 |
1,032.1 |
992.0 |
|
| R2 |
1,016.6 |
1,016.6 |
989.0 |
|
| R1 |
999.9 |
999.9 |
986.1 |
992.2 |
| PP |
984.4 |
984.4 |
984.4 |
980.6 |
| S1 |
967.7 |
967.7 |
980.1 |
960.0 |
| S2 |
952.2 |
952.2 |
977.2 |
|
| S3 |
920.0 |
935.5 |
974.2 |
|
| S4 |
887.8 |
903.3 |
965.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,001.2 |
969.0 |
32.2 |
3.3% |
22.9 |
2.3% |
36% |
False |
False |
1,193 |
| 10 |
1,001.2 |
940.0 |
61.2 |
6.2% |
18.6 |
1.9% |
66% |
False |
False |
1,408 |
| 20 |
1,001.2 |
909.7 |
91.5 |
9.3% |
16.5 |
1.7% |
77% |
False |
False |
1,730 |
| 40 |
1,001.2 |
868.4 |
132.8 |
13.5% |
15.9 |
1.6% |
84% |
False |
False |
1,698 |
| 60 |
1,001.2 |
812.0 |
189.2 |
19.3% |
14.2 |
1.4% |
89% |
False |
False |
1,427 |
| 80 |
1,001.2 |
800.7 |
200.5 |
20.4% |
13.2 |
1.4% |
90% |
False |
False |
1,296 |
| 100 |
1,001.2 |
776.1 |
225.1 |
23.0% |
12.6 |
1.3% |
91% |
False |
False |
1,213 |
| 120 |
1,001.2 |
752.6 |
248.6 |
25.4% |
11.0 |
1.1% |
92% |
False |
False |
1,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,058.4 |
|
2.618 |
1,031.6 |
|
1.618 |
1,015.2 |
|
1.000 |
1,005.1 |
|
0.618 |
998.8 |
|
HIGH |
988.7 |
|
0.618 |
982.4 |
|
0.500 |
980.5 |
|
0.382 |
978.6 |
|
LOW |
972.3 |
|
0.618 |
962.2 |
|
1.000 |
955.9 |
|
1.618 |
945.8 |
|
2.618 |
929.4 |
|
4.250 |
902.6 |
|
|
| Fisher Pivots for day following 10-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
980.5 |
985.4 |
| PP |
980.5 |
983.7 |
| S1 |
980.5 |
982.1 |
|