| 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 |
1,373.50 |
1,372.50 |
-1.00 |
-0.1% |
1,319.00 |
| High |
1,388.00 |
1,389.00 |
1.00 |
0.1% |
1,388.00 |
| Low |
1,364.25 |
1,369.75 |
5.50 |
0.4% |
1,309.50 |
| Close |
1,372.00 |
1,372.25 |
0.25 |
0.0% |
1,372.00 |
| Range |
23.75 |
19.25 |
-4.50 |
-18.9% |
78.50 |
| ATR |
31.32 |
30.45 |
-0.86 |
-2.8% |
0.00 |
| Volume |
1,597,014 |
1,921,086 |
324,072 |
20.3% |
8,913,377 |
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,434.75 |
1,422.75 |
1,382.75 |
|
| R3 |
1,415.50 |
1,403.50 |
1,377.50 |
|
| R2 |
1,396.25 |
1,396.25 |
1,375.75 |
|
| R1 |
1,384.25 |
1,384.25 |
1,374.00 |
1,380.50 |
| PP |
1,377.00 |
1,377.00 |
1,377.00 |
1,375.25 |
| S1 |
1,365.00 |
1,365.00 |
1,370.50 |
1,361.50 |
| S2 |
1,357.75 |
1,357.75 |
1,368.75 |
|
| S3 |
1,338.50 |
1,345.75 |
1,367.00 |
|
| S4 |
1,319.25 |
1,326.50 |
1,361.75 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,592.00 |
1,560.50 |
1,415.25 |
|
| R3 |
1,513.50 |
1,482.00 |
1,393.50 |
|
| R2 |
1,435.00 |
1,435.00 |
1,386.50 |
|
| R1 |
1,403.50 |
1,403.50 |
1,379.25 |
1,419.25 |
| PP |
1,356.50 |
1,356.50 |
1,356.50 |
1,364.50 |
| S1 |
1,325.00 |
1,325.00 |
1,364.75 |
1,340.75 |
| S2 |
1,278.00 |
1,278.00 |
1,357.50 |
|
| S3 |
1,199.50 |
1,246.50 |
1,350.50 |
|
| S4 |
1,121.00 |
1,168.00 |
1,328.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,389.00 |
1,315.75 |
73.25 |
5.3% |
27.00 |
2.0% |
77% |
True |
False |
1,861,640 |
| 10 |
1,389.00 |
1,309.50 |
79.50 |
5.8% |
24.00 |
1.7% |
79% |
True |
False |
1,762,206 |
| 20 |
1,389.00 |
1,253.00 |
136.00 |
9.9% |
34.50 |
2.5% |
88% |
True |
False |
1,856,752 |
| 40 |
1,392.50 |
1,253.00 |
139.50 |
10.2% |
30.00 |
2.2% |
85% |
False |
False |
937,293 |
| 60 |
1,429.75 |
1,253.00 |
176.75 |
12.9% |
32.75 |
2.4% |
67% |
False |
False |
627,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,470.75 |
|
2.618 |
1,439.50 |
|
1.618 |
1,420.25 |
|
1.000 |
1,408.25 |
|
0.618 |
1,401.00 |
|
HIGH |
1,389.00 |
|
0.618 |
1,381.75 |
|
0.500 |
1,379.50 |
|
0.382 |
1,377.00 |
|
LOW |
1,369.75 |
|
0.618 |
1,357.75 |
|
1.000 |
1,350.50 |
|
1.618 |
1,338.50 |
|
2.618 |
1,319.25 |
|
4.250 |
1,288.00 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,379.50 |
1,374.25 |
| PP |
1,377.00 |
1,373.50 |
| S1 |
1,374.50 |
1,373.00 |
|