| Trading Metrics calculated at close of trading on 16-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
3,643.0 |
3,670.0 |
27.0 |
0.7% |
3,765.0 |
| High |
3,662.0 |
3,722.0 |
60.0 |
1.6% |
3,790.0 |
| Low |
3,605.0 |
3,648.0 |
43.0 |
1.2% |
3,612.0 |
| Close |
3,631.0 |
3,695.0 |
64.0 |
1.8% |
3,648.0 |
| Range |
57.0 |
74.0 |
17.0 |
29.8% |
178.0 |
| ATR |
81.5 |
82.1 |
0.7 |
0.8% |
0.0 |
| Volume |
2,445 |
3,557 |
1,112 |
45.5% |
3,279 |
|
| Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,910.3 |
3,876.7 |
3,735.7 |
|
| R3 |
3,836.3 |
3,802.7 |
3,715.4 |
|
| R2 |
3,762.3 |
3,762.3 |
3,708.6 |
|
| R1 |
3,728.7 |
3,728.7 |
3,701.8 |
3,745.5 |
| PP |
3,688.3 |
3,688.3 |
3,688.3 |
3,696.8 |
| S1 |
3,654.7 |
3,654.7 |
3,688.2 |
3,671.5 |
| S2 |
3,614.3 |
3,614.3 |
3,681.4 |
|
| S3 |
3,540.3 |
3,580.7 |
3,674.7 |
|
| S4 |
3,466.3 |
3,506.7 |
3,654.3 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,217.3 |
4,110.7 |
3,745.9 |
|
| R3 |
4,039.3 |
3,932.7 |
3,697.0 |
|
| R2 |
3,861.3 |
3,861.3 |
3,680.6 |
|
| R1 |
3,754.7 |
3,754.7 |
3,664.3 |
3,719.0 |
| PP |
3,683.3 |
3,683.3 |
3,683.3 |
3,665.5 |
| S1 |
3,576.7 |
3,576.7 |
3,631.7 |
3,541.0 |
| S2 |
3,505.3 |
3,505.3 |
3,615.4 |
|
| S3 |
3,327.3 |
3,398.7 |
3,599.1 |
|
| S4 |
3,149.3 |
3,220.7 |
3,550.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,741.0 |
3,603.0 |
138.0 |
3.7% |
70.8 |
1.9% |
67% |
False |
False |
1,700 |
| 10 |
3,790.0 |
3,603.0 |
187.0 |
5.1% |
58.0 |
1.6% |
49% |
False |
False |
1,074 |
| 20 |
3,790.0 |
3,415.0 |
375.0 |
10.1% |
74.9 |
2.0% |
75% |
False |
False |
7,260 |
| 40 |
3,839.0 |
3,359.0 |
480.0 |
13.0% |
75.2 |
2.0% |
70% |
False |
False |
7,588 |
| 60 |
3,870.0 |
3,359.0 |
511.0 |
13.8% |
78.5 |
2.1% |
66% |
False |
False |
5,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,036.5 |
|
2.618 |
3,915.7 |
|
1.618 |
3,841.7 |
|
1.000 |
3,796.0 |
|
0.618 |
3,767.7 |
|
HIGH |
3,722.0 |
|
0.618 |
3,693.7 |
|
0.500 |
3,685.0 |
|
0.382 |
3,676.3 |
|
LOW |
3,648.0 |
|
0.618 |
3,602.3 |
|
1.000 |
3,574.0 |
|
1.618 |
3,528.3 |
|
2.618 |
3,454.3 |
|
4.250 |
3,333.5 |
|
|
| Fisher Pivots for day following 16-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,691.7 |
3,684.2 |
| PP |
3,688.3 |
3,673.3 |
| S1 |
3,685.0 |
3,662.5 |
|