| Trading Metrics calculated at close of trading on 03-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,370.25 |
1,370.00 |
-0.25 |
0.0% |
1,326.25 |
| High |
1,380.00 |
1,377.75 |
-2.25 |
-0.2% |
1,361.50 |
| Low |
1,363.00 |
1,359.50 |
-3.50 |
-0.3% |
1,313.75 |
| Close |
1,371.00 |
1,373.50 |
2.50 |
0.2% |
1,319.00 |
| Range |
17.00 |
18.25 |
1.25 |
7.4% |
47.75 |
| ATR |
32.95 |
31.90 |
-1.05 |
-3.2% |
0.00 |
| Volume |
2,328,623 |
1,842,164 |
-486,459 |
-20.9% |
8,950,552 |
|
| Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,425.00 |
1,417.50 |
1,383.50 |
|
| R3 |
1,406.75 |
1,399.25 |
1,378.50 |
|
| R2 |
1,388.50 |
1,388.50 |
1,376.75 |
|
| R1 |
1,381.00 |
1,381.00 |
1,375.25 |
1,384.75 |
| PP |
1,370.25 |
1,370.25 |
1,370.25 |
1,372.00 |
| S1 |
1,362.75 |
1,362.75 |
1,371.75 |
1,366.50 |
| S2 |
1,352.00 |
1,352.00 |
1,370.25 |
|
| S3 |
1,333.75 |
1,344.50 |
1,368.50 |
|
| S4 |
1,315.50 |
1,326.25 |
1,363.50 |
|
|
| 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 |
1,380.00 |
1,309.50 |
70.50 |
5.1% |
28.00 |
2.0% |
91% |
False |
False |
1,867,578 |
| 10 |
1,380.00 |
1,286.50 |
93.50 |
6.8% |
28.00 |
2.0% |
93% |
False |
False |
1,951,799 |
| 20 |
1,380.00 |
1,253.00 |
127.00 |
9.2% |
36.25 |
2.6% |
95% |
False |
False |
1,687,743 |
| 40 |
1,392.50 |
1,253.00 |
139.50 |
10.2% |
30.50 |
2.2% |
86% |
False |
False |
849,625 |
| 60 |
1,442.50 |
1,253.00 |
189.50 |
13.8% |
33.00 |
2.4% |
64% |
False |
False |
568,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,455.25 |
|
2.618 |
1,425.50 |
|
1.618 |
1,407.25 |
|
1.000 |
1,396.00 |
|
0.618 |
1,389.00 |
|
HIGH |
1,377.75 |
|
0.618 |
1,370.75 |
|
0.500 |
1,368.50 |
|
0.382 |
1,366.50 |
|
LOW |
1,359.50 |
|
0.618 |
1,348.25 |
|
1.000 |
1,341.25 |
|
1.618 |
1,330.00 |
|
2.618 |
1,311.75 |
|
4.250 |
1,282.00 |
|
|
| Fisher Pivots for day following 03-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,372.00 |
1,365.00 |
| PP |
1,370.25 |
1,356.50 |
| S1 |
1,368.50 |
1,348.00 |
|