| Trading Metrics calculated at close of trading on 07-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
12,626.35 |
12,612.59 |
-13.76 |
-0.1% |
12,215.92 |
| High |
12,688.48 |
12,733.66 |
45.18 |
0.4% |
12,696.29 |
| Low |
12,528.16 |
12,583.28 |
55.12 |
0.4% |
12,176.11 |
| Close |
12,609.42 |
12,612.43 |
3.01 |
0.0% |
12,609.42 |
| Range |
160.32 |
150.38 |
-9.94 |
-6.2% |
520.18 |
| ATR |
230.74 |
225.00 |
-5.74 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,094.26 |
13,003.73 |
12,695.14 |
|
| R3 |
12,943.88 |
12,853.35 |
12,653.78 |
|
| R2 |
12,793.50 |
12,793.50 |
12,640.00 |
|
| R1 |
12,702.97 |
12,702.97 |
12,626.21 |
12,673.05 |
| PP |
12,643.12 |
12,643.12 |
12,643.12 |
12,628.16 |
| S1 |
12,552.59 |
12,552.59 |
12,598.65 |
12,522.67 |
| S2 |
12,492.74 |
12,492.74 |
12,584.86 |
|
| S3 |
12,342.36 |
12,402.21 |
12,571.08 |
|
| S4 |
12,191.98 |
12,251.83 |
12,529.72 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,054.48 |
13,852.13 |
12,895.52 |
|
| R3 |
13,534.30 |
13,331.95 |
12,752.47 |
|
| R2 |
13,014.12 |
13,014.12 |
12,704.79 |
|
| R1 |
12,811.77 |
12,811.77 |
12,657.10 |
12,912.95 |
| PP |
12,493.94 |
12,493.94 |
12,493.94 |
12,544.53 |
| S1 |
12,291.59 |
12,291.59 |
12,561.74 |
12,392.77 |
| S2 |
11,973.76 |
11,973.76 |
12,514.05 |
|
| S3 |
11,453.58 |
11,771.41 |
12,466.37 |
|
| S4 |
10,933.40 |
11,251.23 |
12,323.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,733.66 |
12,266.47 |
467.19 |
3.7% |
198.51 |
1.6% |
74% |
True |
False |
|
| 10 |
12,733.66 |
12,176.11 |
557.55 |
4.4% |
178.96 |
1.4% |
78% |
True |
False |
|
| 20 |
12,733.66 |
11,731.60 |
1,002.06 |
7.9% |
247.99 |
2.0% |
88% |
True |
False |
|
| 40 |
12,756.56 |
11,731.60 |
1,024.96 |
8.1% |
229.15 |
1.8% |
86% |
False |
False |
|
| 60 |
12,931.29 |
11,634.82 |
1,296.47 |
10.3% |
249.46 |
2.0% |
75% |
False |
False |
|
| 80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.0% |
237.62 |
1.9% |
46% |
False |
False |
|
| 100 |
13,780.11 |
11,634.82 |
2,145.29 |
17.0% |
230.39 |
1.8% |
46% |
False |
False |
|
| 120 |
14,118.52 |
11,634.82 |
2,483.70 |
19.7% |
225.86 |
1.8% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,372.78 |
|
2.618 |
13,127.35 |
|
1.618 |
12,976.97 |
|
1.000 |
12,884.04 |
|
0.618 |
12,826.59 |
|
HIGH |
12,733.66 |
|
0.618 |
12,676.21 |
|
0.500 |
12,658.47 |
|
0.382 |
12,640.73 |
|
LOW |
12,583.28 |
|
0.618 |
12,490.35 |
|
1.000 |
12,432.90 |
|
1.618 |
12,339.97 |
|
2.618 |
12,189.59 |
|
4.250 |
11,944.17 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,658.47 |
12,630.71 |
| PP |
12,643.12 |
12,624.61 |
| S1 |
12,627.78 |
12,618.52 |
|