| Trading Metrics calculated at close of trading on 01-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2008 |
01-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,319.00 |
1,321.25 |
2.25 |
0.2% |
1,326.25 |
| High |
1,330.50 |
1,372.50 |
42.00 |
3.2% |
1,361.50 |
| Low |
1,309.50 |
1,315.75 |
6.25 |
0.5% |
1,313.75 |
| Close |
1,324.00 |
1,370.50 |
46.50 |
3.5% |
1,319.00 |
| Range |
21.00 |
56.75 |
35.75 |
170.2% |
47.75 |
| ATR |
32.44 |
34.17 |
1.74 |
5.4% |
0.00 |
| Volume |
1,526,259 |
1,619,317 |
93,058 |
6.1% |
8,950,552 |
|
| Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,523.25 |
1,503.50 |
1,401.75 |
|
| R3 |
1,466.50 |
1,446.75 |
1,386.00 |
|
| R2 |
1,409.75 |
1,409.75 |
1,381.00 |
|
| R1 |
1,390.00 |
1,390.00 |
1,375.75 |
1,400.00 |
| PP |
1,353.00 |
1,353.00 |
1,353.00 |
1,357.75 |
| S1 |
1,333.25 |
1,333.25 |
1,365.25 |
1,343.00 |
| S2 |
1,296.25 |
1,296.25 |
1,360.00 |
|
| S3 |
1,239.50 |
1,276.50 |
1,355.00 |
|
| S4 |
1,182.75 |
1,219.75 |
1,339.25 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,474.75 |
1,444.50 |
1,345.25 |
|
| R3 |
1,427.00 |
1,396.75 |
1,332.25 |
|
| R2 |
1,379.25 |
1,379.25 |
1,327.75 |
|
| R1 |
1,349.00 |
1,349.00 |
1,323.50 |
1,340.25 |
| PP |
1,331.50 |
1,331.50 |
1,331.50 |
1,327.00 |
| S1 |
1,301.25 |
1,301.25 |
1,314.50 |
1,292.50 |
| S2 |
1,283.75 |
1,283.75 |
1,310.25 |
|
| S3 |
1,236.00 |
1,253.50 |
1,305.75 |
|
| S4 |
1,188.25 |
1,205.75 |
1,292.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,372.50 |
1,309.50 |
63.00 |
4.6% |
28.75 |
2.1% |
97% |
True |
False |
1,700,734 |
| 10 |
1,372.50 |
1,278.75 |
93.75 |
6.8% |
34.50 |
2.5% |
98% |
True |
False |
2,216,932 |
| 20 |
1,372.50 |
1,253.00 |
119.50 |
8.7% |
37.25 |
2.7% |
98% |
True |
False |
1,482,761 |
| 40 |
1,392.50 |
1,253.00 |
139.50 |
10.2% |
31.25 |
2.3% |
84% |
False |
False |
745,635 |
| 60 |
1,444.75 |
1,253.00 |
191.75 |
14.0% |
33.75 |
2.5% |
61% |
False |
False |
499,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,613.75 |
|
2.618 |
1,521.00 |
|
1.618 |
1,464.25 |
|
1.000 |
1,429.25 |
|
0.618 |
1,407.50 |
|
HIGH |
1,372.50 |
|
0.618 |
1,350.75 |
|
0.500 |
1,344.00 |
|
0.382 |
1,337.50 |
|
LOW |
1,315.75 |
|
0.618 |
1,280.75 |
|
1.000 |
1,259.00 |
|
1.618 |
1,224.00 |
|
2.618 |
1,167.25 |
|
4.250 |
1,074.50 |
|
|
| Fisher Pivots for day following 01-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,361.75 |
1,360.75 |
| PP |
1,353.00 |
1,350.75 |
| S1 |
1,344.00 |
1,341.00 |
|