| Trading Metrics calculated at close of trading on 09-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2008 |
09-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,371.25 |
1,370.75 |
-0.50 |
0.0% |
1,319.00 |
| High |
1,372.25 |
1,377.50 |
5.25 |
0.4% |
1,388.00 |
| Low |
1,362.25 |
1,351.25 |
-11.00 |
-0.8% |
1,309.50 |
| Close |
1,371.00 |
1,360.25 |
-10.75 |
-0.8% |
1,372.00 |
| Range |
10.00 |
26.25 |
16.25 |
162.5% |
78.50 |
| ATR |
28.99 |
28.80 |
-0.20 |
-0.7% |
0.00 |
| Volume |
1,476,207 |
1,412,742 |
-63,465 |
-4.3% |
8,913,377 |
|
| Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,441.75 |
1,427.25 |
1,374.75 |
|
| R3 |
1,415.50 |
1,401.00 |
1,367.50 |
|
| R2 |
1,389.25 |
1,389.25 |
1,365.00 |
|
| R1 |
1,374.75 |
1,374.75 |
1,362.75 |
1,369.00 |
| PP |
1,363.00 |
1,363.00 |
1,363.00 |
1,360.00 |
| S1 |
1,348.50 |
1,348.50 |
1,357.75 |
1,342.50 |
| S2 |
1,336.75 |
1,336.75 |
1,355.50 |
|
| S3 |
1,310.50 |
1,322.25 |
1,353.00 |
|
| S4 |
1,284.25 |
1,296.00 |
1,345.75 |
|
|
| 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 |
1,351.25 |
37.75 |
2.8% |
19.50 |
1.4% |
24% |
False |
True |
1,649,842 |
| 10 |
1,389.00 |
1,309.50 |
79.50 |
5.8% |
24.00 |
1.8% |
64% |
False |
False |
1,734,760 |
| 20 |
1,389.00 |
1,253.00 |
136.00 |
10.0% |
32.50 |
2.4% |
79% |
False |
False |
1,990,486 |
| 40 |
1,392.50 |
1,253.00 |
139.50 |
10.3% |
29.75 |
2.2% |
77% |
False |
False |
1,009,387 |
| 60 |
1,427.00 |
1,253.00 |
174.00 |
12.8% |
32.75 |
2.4% |
62% |
False |
False |
675,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,489.00 |
|
2.618 |
1,446.25 |
|
1.618 |
1,420.00 |
|
1.000 |
1,403.75 |
|
0.618 |
1,393.75 |
|
HIGH |
1,377.50 |
|
0.618 |
1,367.50 |
|
0.500 |
1,364.50 |
|
0.382 |
1,361.25 |
|
LOW |
1,351.25 |
|
0.618 |
1,335.00 |
|
1.000 |
1,325.00 |
|
1.618 |
1,308.75 |
|
2.618 |
1,282.50 |
|
4.250 |
1,239.75 |
|
|
| Fisher Pivots for day following 09-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,364.50 |
1,370.00 |
| PP |
1,363.00 |
1,366.75 |
| S1 |
1,361.50 |
1,363.50 |
|