| Trading Metrics calculated at close of trading on 19-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1,013.4 |
996.4 |
-17.0 |
-1.7% |
984.0 |
| High |
1,020.5 |
1,005.0 |
-15.5 |
-1.5% |
1,016.3 |
| Low |
986.1 |
946.1 |
-40.0 |
-4.1% |
972.3 |
| Close |
1,012.5 |
953.4 |
-59.1 |
-5.8% |
1,008.2 |
| Range |
34.4 |
58.9 |
24.5 |
71.2% |
44.0 |
| ATR |
19.8 |
23.1 |
3.3 |
16.8% |
0.0 |
| Volume |
1,870 |
1,693 |
-177 |
-9.5% |
9,655 |
|
| Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,144.9 |
1,108.0 |
985.8 |
|
| R3 |
1,086.0 |
1,049.1 |
969.6 |
|
| R2 |
1,027.1 |
1,027.1 |
964.2 |
|
| R1 |
990.2 |
990.2 |
958.8 |
979.2 |
| PP |
968.2 |
968.2 |
968.2 |
962.7 |
| S1 |
931.3 |
931.3 |
948.0 |
920.3 |
| S2 |
909.3 |
909.3 |
942.6 |
|
| S3 |
850.4 |
872.4 |
937.2 |
|
| S4 |
791.5 |
813.5 |
921.0 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,130.9 |
1,113.6 |
1,032.4 |
|
| R3 |
1,086.9 |
1,069.6 |
1,020.3 |
|
| R2 |
1,042.9 |
1,042.9 |
1,016.3 |
|
| R1 |
1,025.6 |
1,025.6 |
1,012.2 |
1,034.3 |
| PP |
998.9 |
998.9 |
998.9 |
1,003.3 |
| S1 |
981.6 |
981.6 |
1,004.2 |
990.3 |
| S2 |
954.9 |
954.9 |
1,000.1 |
|
| S3 |
910.9 |
937.6 |
996.1 |
|
| S4 |
866.9 |
893.6 |
984.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,040.3 |
946.1 |
94.2 |
9.9% |
32.1 |
3.4% |
8% |
False |
True |
1,754 |
| 10 |
1,040.3 |
946.1 |
94.2 |
9.9% |
24.5 |
2.6% |
8% |
False |
True |
1,747 |
| 20 |
1,040.3 |
940.0 |
100.3 |
10.5% |
20.8 |
2.2% |
13% |
False |
False |
1,822 |
| 40 |
1,040.3 |
900.4 |
139.9 |
14.7% |
17.6 |
1.8% |
38% |
False |
False |
1,712 |
| 60 |
1,040.3 |
830.4 |
209.9 |
22.0% |
16.3 |
1.7% |
59% |
False |
False |
1,619 |
| 80 |
1,040.3 |
804.3 |
236.0 |
24.8% |
14.7 |
1.5% |
63% |
False |
False |
1,426 |
| 100 |
1,040.3 |
800.7 |
239.6 |
25.1% |
14.1 |
1.5% |
64% |
False |
False |
1,327 |
| 120 |
1,040.3 |
755.7 |
284.6 |
29.9% |
12.4 |
1.3% |
69% |
False |
False |
1,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,255.3 |
|
2.618 |
1,159.2 |
|
1.618 |
1,100.3 |
|
1.000 |
1,063.9 |
|
0.618 |
1,041.4 |
|
HIGH |
1,005.0 |
|
0.618 |
982.5 |
|
0.500 |
975.6 |
|
0.382 |
968.6 |
|
LOW |
946.1 |
|
0.618 |
909.7 |
|
1.000 |
887.2 |
|
1.618 |
850.8 |
|
2.618 |
791.9 |
|
4.250 |
695.8 |
|
|
| Fisher Pivots for day following 19-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
975.6 |
993.2 |
| PP |
968.2 |
979.9 |
| S1 |
960.8 |
966.7 |
|