| Trading Metrics calculated at close of trading on 02-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2008 |
02-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
12,266.64 |
12,651.67 |
385.03 |
3.1% |
12,361.97 |
| High |
12,659.82 |
12,696.29 |
36.47 |
0.3% |
12,622.07 |
| Low |
12,266.47 |
12,555.17 |
288.70 |
2.4% |
12,196.87 |
| Close |
12,654.36 |
12,608.92 |
-45.44 |
-0.4% |
12,216.40 |
| Range |
393.35 |
141.12 |
-252.23 |
-64.1% |
425.20 |
| ATR |
250.82 |
242.99 |
-7.84 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,043.49 |
12,967.32 |
12,686.54 |
|
| R3 |
12,902.37 |
12,826.20 |
12,647.73 |
|
| R2 |
12,761.25 |
12,761.25 |
12,634.79 |
|
| R1 |
12,685.08 |
12,685.08 |
12,621.86 |
12,652.61 |
| PP |
12,620.13 |
12,620.13 |
12,620.13 |
12,603.89 |
| S1 |
12,543.96 |
12,543.96 |
12,595.98 |
12,511.49 |
| S2 |
12,479.01 |
12,479.01 |
12,583.05 |
|
| S3 |
12,337.89 |
12,402.84 |
12,570.11 |
|
| S4 |
12,196.77 |
12,261.72 |
12,531.30 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,620.71 |
13,343.76 |
12,450.26 |
|
| R3 |
13,195.51 |
12,918.56 |
12,333.33 |
|
| R2 |
12,770.31 |
12,770.31 |
12,294.35 |
|
| R1 |
12,493.36 |
12,493.36 |
12,255.38 |
12,419.24 |
| PP |
12,345.11 |
12,345.11 |
12,345.11 |
12,308.05 |
| S1 |
12,068.16 |
12,068.16 |
12,177.42 |
11,994.04 |
| S2 |
11,919.91 |
11,919.91 |
12,138.45 |
|
| S3 |
11,494.71 |
11,642.96 |
12,099.47 |
|
| S4 |
11,069.51 |
11,217.76 |
11,982.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,696.29 |
12,176.11 |
520.18 |
4.1% |
210.71 |
1.7% |
83% |
True |
False |
|
| 10 |
12,696.29 |
12,095.10 |
601.19 |
4.8% |
223.90 |
1.8% |
85% |
True |
False |
|
| 20 |
12,696.29 |
11,731.60 |
964.69 |
7.7% |
260.69 |
2.1% |
91% |
True |
False |
|
| 40 |
12,756.56 |
11,731.60 |
1,024.96 |
8.1% |
237.50 |
1.9% |
86% |
False |
False |
|
| 60 |
12,931.29 |
11,634.82 |
1,296.47 |
10.3% |
253.96 |
2.0% |
75% |
False |
False |
|
| 80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.0% |
236.94 |
1.9% |
45% |
False |
False |
|
| 100 |
13,780.11 |
11,634.82 |
2,145.29 |
17.0% |
234.62 |
1.9% |
45% |
False |
False |
|
| 120 |
14,198.10 |
11,634.82 |
2,563.28 |
20.3% |
226.14 |
1.8% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,296.05 |
|
2.618 |
13,065.74 |
|
1.618 |
12,924.62 |
|
1.000 |
12,837.41 |
|
0.618 |
12,783.50 |
|
HIGH |
12,696.29 |
|
0.618 |
12,642.38 |
|
0.500 |
12,625.73 |
|
0.382 |
12,609.08 |
|
LOW |
12,555.17 |
|
0.618 |
12,467.96 |
|
1.000 |
12,414.05 |
|
1.618 |
12,326.84 |
|
2.618 |
12,185.72 |
|
4.250 |
11,955.41 |
|
|
| Fisher Pivots for day following 02-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,625.73 |
12,551.35 |
| PP |
12,620.13 |
12,493.77 |
| S1 |
12,614.52 |
12,436.20 |
|