| Trading Metrics calculated at close of trading on 23-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
3,711.0 |
3,692.0 |
-19.0 |
-0.5% |
3,617.0 |
| High |
3,728.0 |
3,726.0 |
-2.0 |
-0.1% |
3,773.0 |
| Low |
3,664.0 |
3,653.0 |
-11.0 |
-0.3% |
3,603.0 |
| Close |
3,691.0 |
3,720.0 |
29.0 |
0.8% |
3,766.0 |
| Range |
64.0 |
73.0 |
9.0 |
14.1% |
170.0 |
| ATR |
78.8 |
78.4 |
-0.4 |
-0.5% |
0.0 |
| Volume |
1,896 |
534 |
-1,362 |
-71.8% |
7,937 |
|
| Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,918.7 |
3,892.3 |
3,760.2 |
|
| R3 |
3,845.7 |
3,819.3 |
3,740.1 |
|
| R2 |
3,772.7 |
3,772.7 |
3,733.4 |
|
| R1 |
3,746.3 |
3,746.3 |
3,726.7 |
3,759.5 |
| PP |
3,699.7 |
3,699.7 |
3,699.7 |
3,706.3 |
| S1 |
3,673.3 |
3,673.3 |
3,713.3 |
3,686.5 |
| S2 |
3,626.7 |
3,626.7 |
3,706.6 |
|
| S3 |
3,553.7 |
3,600.3 |
3,699.9 |
|
| S4 |
3,480.7 |
3,527.3 |
3,679.9 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,224.0 |
4,165.0 |
3,859.5 |
|
| R3 |
4,054.0 |
3,995.0 |
3,812.8 |
|
| R2 |
3,884.0 |
3,884.0 |
3,797.2 |
|
| R1 |
3,825.0 |
3,825.0 |
3,781.6 |
3,854.5 |
| PP |
3,714.0 |
3,714.0 |
3,714.0 |
3,728.8 |
| S1 |
3,655.0 |
3,655.0 |
3,750.4 |
3,684.5 |
| S2 |
3,544.0 |
3,544.0 |
3,734.8 |
|
| S3 |
3,374.0 |
3,485.0 |
3,719.3 |
|
| S4 |
3,204.0 |
3,315.0 |
3,672.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,773.0 |
3,653.0 |
120.0 |
3.2% |
64.8 |
1.7% |
56% |
False |
True |
839 |
| 10 |
3,773.0 |
3,603.0 |
170.0 |
4.6% |
67.8 |
1.8% |
69% |
False |
False |
1,270 |
| 20 |
3,790.0 |
3,522.0 |
268.0 |
7.2% |
67.9 |
1.8% |
74% |
False |
False |
971 |
| 40 |
3,839.0 |
3,359.0 |
480.0 |
12.9% |
76.1 |
2.0% |
75% |
False |
False |
7,516 |
| 60 |
3,870.0 |
3,359.0 |
511.0 |
13.7% |
72.5 |
1.9% |
71% |
False |
False |
5,418 |
| 80 |
4,423.0 |
3,359.0 |
1,064.0 |
28.6% |
75.8 |
2.0% |
34% |
False |
False |
4,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,036.3 |
|
2.618 |
3,917.1 |
|
1.618 |
3,844.1 |
|
1.000 |
3,799.0 |
|
0.618 |
3,771.1 |
|
HIGH |
3,726.0 |
|
0.618 |
3,698.1 |
|
0.500 |
3,689.5 |
|
0.382 |
3,680.9 |
|
LOW |
3,653.0 |
|
0.618 |
3,607.9 |
|
1.000 |
3,580.0 |
|
1.618 |
3,534.9 |
|
2.618 |
3,461.9 |
|
4.250 |
3,342.8 |
|
|
| Fisher Pivots for day following 23-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,709.8 |
3,715.8 |
| PP |
3,699.7 |
3,711.7 |
| S1 |
3,689.5 |
3,707.5 |
|