| Trading Metrics calculated at close of trading on 10-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,370.75 |
1,359.25 |
-11.50 |
-0.8% |
1,319.00 |
| High |
1,377.50 |
1,369.25 |
-8.25 |
-0.6% |
1,388.00 |
| Low |
1,351.25 |
1,351.25 |
0.00 |
0.0% |
1,309.50 |
| Close |
1,360.25 |
1,362.75 |
2.50 |
0.2% |
1,372.00 |
| Range |
26.25 |
18.00 |
-8.25 |
-31.4% |
78.50 |
| ATR |
28.80 |
28.03 |
-0.77 |
-2.7% |
0.00 |
| Volume |
1,412,742 |
1,833,439 |
420,697 |
29.8% |
8,913,377 |
|
| Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,415.00 |
1,407.00 |
1,372.75 |
|
| R3 |
1,397.00 |
1,389.00 |
1,367.75 |
|
| R2 |
1,379.00 |
1,379.00 |
1,366.00 |
|
| R1 |
1,371.00 |
1,371.00 |
1,364.50 |
1,375.00 |
| PP |
1,361.00 |
1,361.00 |
1,361.00 |
1,363.00 |
| S1 |
1,353.00 |
1,353.00 |
1,361.00 |
1,357.00 |
| S2 |
1,343.00 |
1,343.00 |
1,359.50 |
|
| S3 |
1,325.00 |
1,335.00 |
1,357.75 |
|
| S4 |
1,307.00 |
1,317.00 |
1,352.75 |
|
|
| 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% |
30% |
False |
True |
1,648,097 |
| 10 |
1,389.00 |
1,309.50 |
79.50 |
5.8% |
23.75 |
1.7% |
67% |
False |
False |
1,757,837 |
| 20 |
1,389.00 |
1,253.00 |
136.00 |
10.0% |
32.00 |
2.4% |
81% |
False |
False |
2,075,145 |
| 40 |
1,392.50 |
1,253.00 |
139.50 |
10.2% |
29.50 |
2.2% |
79% |
False |
False |
1,055,093 |
| 60 |
1,402.75 |
1,253.00 |
149.75 |
11.0% |
32.25 |
2.4% |
73% |
False |
False |
705,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,445.75 |
|
2.618 |
1,416.25 |
|
1.618 |
1,398.25 |
|
1.000 |
1,387.25 |
|
0.618 |
1,380.25 |
|
HIGH |
1,369.25 |
|
0.618 |
1,362.25 |
|
0.500 |
1,360.25 |
|
0.382 |
1,358.25 |
|
LOW |
1,351.25 |
|
0.618 |
1,340.25 |
|
1.000 |
1,333.25 |
|
1.618 |
1,322.25 |
|
2.618 |
1,304.25 |
|
4.250 |
1,274.75 |
|
|
| Fisher Pivots for day following 10-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,362.00 |
1,364.50 |
| PP |
1,361.00 |
1,363.75 |
| S1 |
1,360.25 |
1,363.25 |
|