| Trading Metrics calculated at close of trading on 14-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
12,579.78 |
12,324.77 |
-255.01 |
-2.0% |
12,612.59 |
| High |
12,580.27 |
12,367.60 |
-212.67 |
-1.7% |
12,733.66 |
| Low |
12,302.06 |
12,280.40 |
-21.66 |
-0.2% |
12,302.06 |
| Close |
12,325.42 |
12,302.06 |
-23.36 |
-0.2% |
12,325.42 |
| Range |
278.21 |
87.20 |
-191.01 |
-68.7% |
431.60 |
| ATR |
211.71 |
202.82 |
-8.89 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,578.29 |
12,527.37 |
12,350.02 |
|
| R3 |
12,491.09 |
12,440.17 |
12,326.04 |
|
| R2 |
12,403.89 |
12,403.89 |
12,318.05 |
|
| R1 |
12,352.97 |
12,352.97 |
12,310.05 |
12,334.83 |
| PP |
12,316.69 |
12,316.69 |
12,316.69 |
12,307.62 |
| S1 |
12,265.77 |
12,265.77 |
12,294.07 |
12,247.63 |
| S2 |
12,229.49 |
12,229.49 |
12,286.07 |
|
| S3 |
12,142.29 |
12,178.57 |
12,278.08 |
|
| S4 |
12,055.09 |
12,091.37 |
12,254.10 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,748.51 |
13,468.57 |
12,562.80 |
|
| R3 |
13,316.91 |
13,036.97 |
12,444.11 |
|
| R2 |
12,885.31 |
12,885.31 |
12,404.55 |
|
| R1 |
12,605.37 |
12,605.37 |
12,364.98 |
12,529.54 |
| PP |
12,453.71 |
12,453.71 |
12,453.71 |
12,415.80 |
| S1 |
12,173.77 |
12,173.77 |
12,285.86 |
12,097.94 |
| S2 |
12,022.11 |
12,022.11 |
12,246.29 |
|
| S3 |
11,590.51 |
11,742.17 |
12,206.73 |
|
| S4 |
11,158.91 |
11,310.57 |
12,088.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,649.31 |
12,280.40 |
368.91 |
3.0% |
150.32 |
1.2% |
6% |
False |
True |
|
| 10 |
12,733.66 |
12,266.47 |
467.19 |
3.8% |
174.41 |
1.4% |
8% |
False |
False |
|
| 20 |
12,733.66 |
11,756.60 |
977.06 |
7.9% |
209.25 |
1.7% |
56% |
False |
False |
|
| 40 |
12,756.56 |
11,731.60 |
1,024.96 |
8.3% |
223.17 |
1.8% |
56% |
False |
False |
|
| 60 |
12,767.74 |
11,634.82 |
1,132.92 |
9.2% |
240.37 |
2.0% |
59% |
False |
False |
|
| 80 |
13,563.48 |
11,634.82 |
1,928.66 |
15.7% |
230.92 |
1.9% |
35% |
False |
False |
|
| 100 |
13,780.11 |
11,634.82 |
2,145.29 |
17.4% |
227.29 |
1.8% |
31% |
False |
False |
|
| 120 |
13,962.53 |
11,634.82 |
2,327.71 |
18.9% |
223.49 |
1.8% |
29% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,738.20 |
|
2.618 |
12,595.89 |
|
1.618 |
12,508.69 |
|
1.000 |
12,454.80 |
|
0.618 |
12,421.49 |
|
HIGH |
12,367.60 |
|
0.618 |
12,334.29 |
|
0.500 |
12,324.00 |
|
0.382 |
12,313.71 |
|
LOW |
12,280.40 |
|
0.618 |
12,226.51 |
|
1.000 |
12,193.20 |
|
1.618 |
12,139.31 |
|
2.618 |
12,052.11 |
|
4.250 |
11,909.80 |
|
|
| Fisher Pivots for day following 14-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,324.00 |
12,464.86 |
| PP |
12,316.69 |
12,410.59 |
| S1 |
12,309.37 |
12,356.33 |
|