| Trading Metrics calculated at close of trading on 24-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
3,692.0 |
3,704.0 |
12.0 |
0.3% |
3,617.0 |
| High |
3,726.0 |
3,758.0 |
32.0 |
0.9% |
3,773.0 |
| Low |
3,653.0 |
3,674.0 |
21.0 |
0.6% |
3,603.0 |
| Close |
3,720.0 |
3,724.0 |
4.0 |
0.1% |
3,766.0 |
| Range |
73.0 |
84.0 |
11.0 |
15.1% |
170.0 |
| ATR |
78.4 |
78.8 |
0.4 |
0.5% |
0.0 |
| Volume |
534 |
1,351 |
817 |
153.0% |
7,937 |
|
| Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,970.7 |
3,931.3 |
3,770.2 |
|
| R3 |
3,886.7 |
3,847.3 |
3,747.1 |
|
| R2 |
3,802.7 |
3,802.7 |
3,739.4 |
|
| R1 |
3,763.3 |
3,763.3 |
3,731.7 |
3,783.0 |
| PP |
3,718.7 |
3,718.7 |
3,718.7 |
3,728.5 |
| S1 |
3,679.3 |
3,679.3 |
3,716.3 |
3,699.0 |
| S2 |
3,634.7 |
3,634.7 |
3,708.6 |
|
| S3 |
3,550.7 |
3,595.3 |
3,700.9 |
|
| S4 |
3,466.7 |
3,511.3 |
3,677.8 |
|
|
| 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% |
70.2 |
1.9% |
59% |
False |
False |
915 |
| 10 |
3,773.0 |
3,603.0 |
170.0 |
4.6% |
70.3 |
1.9% |
71% |
False |
False |
1,274 |
| 20 |
3,790.0 |
3,522.0 |
268.0 |
7.2% |
68.7 |
1.8% |
75% |
False |
False |
981 |
| 40 |
3,826.0 |
3,359.0 |
467.0 |
12.5% |
76.7 |
2.1% |
78% |
False |
False |
7,540 |
| 60 |
3,870.0 |
3,359.0 |
511.0 |
13.7% |
73.2 |
2.0% |
71% |
False |
False |
5,440 |
| 80 |
4,411.0 |
3,359.0 |
1,052.0 |
28.2% |
76.5 |
2.1% |
35% |
False |
False |
4,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,115.0 |
|
2.618 |
3,977.9 |
|
1.618 |
3,893.9 |
|
1.000 |
3,842.0 |
|
0.618 |
3,809.9 |
|
HIGH |
3,758.0 |
|
0.618 |
3,725.9 |
|
0.500 |
3,716.0 |
|
0.382 |
3,706.1 |
|
LOW |
3,674.0 |
|
0.618 |
3,622.1 |
|
1.000 |
3,590.0 |
|
1.618 |
3,538.1 |
|
2.618 |
3,454.1 |
|
4.250 |
3,317.0 |
|
|
| Fisher Pivots for day following 24-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,721.3 |
3,717.8 |
| PP |
3,718.7 |
3,711.7 |
| S1 |
3,716.0 |
3,705.5 |
|