| Trading Metrics calculated at close of trading on 27-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2008 |
27-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
949.4 |
963.2 |
13.8 |
1.5% |
1,011.7 |
| High |
964.1 |
964.3 |
0.2 |
0.0% |
1,040.3 |
| Low |
947.9 |
950.3 |
2.4 |
0.3% |
917.9 |
| Close |
958.3 |
958.2 |
-0.1 |
0.0% |
928.0 |
| Range |
16.2 |
14.0 |
-2.2 |
-13.6% |
122.4 |
| ATR |
23.6 |
22.9 |
-0.7 |
-2.9% |
0.0 |
| Volume |
4,183 |
4,247 |
64 |
1.5% |
6,553 |
|
| Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
999.6 |
992.9 |
965.9 |
|
| R3 |
985.6 |
978.9 |
962.1 |
|
| R2 |
971.6 |
971.6 |
960.8 |
|
| R1 |
964.9 |
964.9 |
959.5 |
961.3 |
| PP |
957.6 |
957.6 |
957.6 |
955.8 |
| S1 |
950.9 |
950.9 |
956.9 |
947.3 |
| S2 |
943.6 |
943.6 |
955.6 |
|
| S3 |
929.6 |
936.9 |
954.4 |
|
| S4 |
915.6 |
922.9 |
950.5 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,329.3 |
1,251.0 |
995.3 |
|
| R3 |
1,206.9 |
1,128.6 |
961.7 |
|
| R2 |
1,084.5 |
1,084.5 |
950.4 |
|
| R1 |
1,006.2 |
1,006.2 |
939.2 |
984.2 |
| PP |
962.1 |
962.1 |
962.1 |
951.0 |
| S1 |
883.8 |
883.8 |
916.8 |
861.8 |
| S2 |
839.7 |
839.7 |
905.6 |
|
| S3 |
717.3 |
761.4 |
894.3 |
|
| S4 |
594.9 |
639.0 |
860.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
964.3 |
916.3 |
48.0 |
5.0% |
21.7 |
2.3% |
87% |
True |
False |
2,402 |
| 10 |
1,040.3 |
916.3 |
124.0 |
12.9% |
26.9 |
2.8% |
34% |
False |
False |
2,078 |
| 20 |
1,040.3 |
916.3 |
124.0 |
12.9% |
22.5 |
2.3% |
34% |
False |
False |
1,915 |
| 40 |
1,040.3 |
900.4 |
139.9 |
14.6% |
18.6 |
1.9% |
41% |
False |
False |
1,923 |
| 60 |
1,040.3 |
864.6 |
175.7 |
18.3% |
17.2 |
1.8% |
53% |
False |
False |
1,793 |
| 80 |
1,040.3 |
807.5 |
232.8 |
24.3% |
15.2 |
1.6% |
65% |
False |
False |
1,549 |
| 100 |
1,040.3 |
800.7 |
239.6 |
25.0% |
14.6 |
1.5% |
66% |
False |
False |
1,423 |
| 120 |
1,040.3 |
761.0 |
279.3 |
29.1% |
13.2 |
1.4% |
71% |
False |
False |
1,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,023.8 |
|
2.618 |
1,001.0 |
|
1.618 |
987.0 |
|
1.000 |
978.3 |
|
0.618 |
973.0 |
|
HIGH |
964.3 |
|
0.618 |
959.0 |
|
0.500 |
957.3 |
|
0.382 |
955.6 |
|
LOW |
950.3 |
|
0.618 |
941.6 |
|
1.000 |
936.3 |
|
1.618 |
927.6 |
|
2.618 |
913.6 |
|
4.250 |
890.8 |
|
|
| Fisher Pivots for day following 27-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
957.9 |
953.0 |
| PP |
957.6 |
947.8 |
| S1 |
957.3 |
942.7 |
|