| Trading Metrics calculated at close of trading on 11-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,359.25 |
1,362.50 |
3.25 |
0.2% |
1,372.50 |
| High |
1,369.25 |
1,369.00 |
-0.25 |
0.0% |
1,389.00 |
| Low |
1,351.25 |
1,331.75 |
-19.50 |
-1.4% |
1,331.75 |
| Close |
1,362.75 |
1,335.50 |
-27.25 |
-2.0% |
1,335.50 |
| Range |
18.00 |
37.25 |
19.25 |
106.9% |
57.25 |
| ATR |
28.03 |
28.68 |
0.66 |
2.4% |
0.00 |
| Volume |
1,833,439 |
1,787,751 |
-45,688 |
-2.5% |
8,431,225 |
|
| Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,457.25 |
1,433.50 |
1,356.00 |
|
| R3 |
1,420.00 |
1,396.25 |
1,345.75 |
|
| R2 |
1,382.75 |
1,382.75 |
1,342.25 |
|
| R1 |
1,359.00 |
1,359.00 |
1,339.00 |
1,352.25 |
| PP |
1,345.50 |
1,345.50 |
1,345.50 |
1,342.00 |
| S1 |
1,321.75 |
1,321.75 |
1,332.00 |
1,315.00 |
| S2 |
1,308.25 |
1,308.25 |
1,328.75 |
|
| S3 |
1,271.00 |
1,284.50 |
1,325.25 |
|
| S4 |
1,233.75 |
1,247.25 |
1,315.00 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,523.75 |
1,487.00 |
1,367.00 |
|
| R3 |
1,466.50 |
1,429.75 |
1,351.25 |
|
| R2 |
1,409.25 |
1,409.25 |
1,346.00 |
|
| R1 |
1,372.50 |
1,372.50 |
1,340.75 |
1,362.25 |
| PP |
1,352.00 |
1,352.00 |
1,352.00 |
1,347.00 |
| S1 |
1,315.25 |
1,315.25 |
1,330.25 |
1,305.00 |
| S2 |
1,294.75 |
1,294.75 |
1,325.00 |
|
| S3 |
1,237.50 |
1,258.00 |
1,319.75 |
|
| S4 |
1,180.25 |
1,200.75 |
1,304.00 |
|
|
| 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 |
1,331.75 |
57.25 |
4.3% |
22.25 |
1.7% |
7% |
False |
True |
1,686,245 |
| 10 |
1,389.00 |
1,309.50 |
79.50 |
6.0% |
24.75 |
1.9% |
33% |
False |
False |
1,734,460 |
| 20 |
1,389.00 |
1,253.00 |
136.00 |
10.2% |
32.00 |
2.4% |
61% |
False |
False |
2,149,380 |
| 40 |
1,392.50 |
1,253.00 |
139.50 |
10.4% |
29.75 |
2.2% |
59% |
False |
False |
1,099,640 |
| 60 |
1,402.50 |
1,253.00 |
149.50 |
11.2% |
32.50 |
2.4% |
55% |
False |
False |
735,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,527.25 |
|
2.618 |
1,466.50 |
|
1.618 |
1,429.25 |
|
1.000 |
1,406.25 |
|
0.618 |
1,392.00 |
|
HIGH |
1,369.00 |
|
0.618 |
1,354.75 |
|
0.500 |
1,350.50 |
|
0.382 |
1,346.00 |
|
LOW |
1,331.75 |
|
0.618 |
1,308.75 |
|
1.000 |
1,294.50 |
|
1.618 |
1,271.50 |
|
2.618 |
1,234.25 |
|
4.250 |
1,173.50 |
|
|
| Fisher Pivots for day following 11-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,350.50 |
1,354.50 |
| PP |
1,345.50 |
1,348.25 |
| S1 |
1,340.50 |
1,342.00 |
|