| Trading Metrics calculated at close of trading on 14-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,362.50 |
1,335.25 |
-27.25 |
-2.0% |
1,372.50 |
| High |
1,369.00 |
1,337.25 |
-31.75 |
-2.3% |
1,389.00 |
| Low |
1,331.75 |
1,325.75 |
-6.00 |
-0.5% |
1,331.75 |
| Close |
1,335.50 |
1,331.25 |
-4.25 |
-0.3% |
1,335.50 |
| Range |
37.25 |
11.50 |
-25.75 |
-69.1% |
57.25 |
| ATR |
28.68 |
27.46 |
-1.23 |
-4.3% |
0.00 |
| Volume |
1,787,751 |
2,024,747 |
236,996 |
13.3% |
8,431,225 |
|
| Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,366.00 |
1,360.00 |
1,337.50 |
|
| R3 |
1,354.50 |
1,348.50 |
1,334.50 |
|
| R2 |
1,343.00 |
1,343.00 |
1,333.25 |
|
| R1 |
1,337.00 |
1,337.00 |
1,332.25 |
1,334.25 |
| PP |
1,331.50 |
1,331.50 |
1,331.50 |
1,330.00 |
| S1 |
1,325.50 |
1,325.50 |
1,330.25 |
1,322.75 |
| S2 |
1,320.00 |
1,320.00 |
1,329.25 |
|
| S3 |
1,308.50 |
1,314.00 |
1,328.00 |
|
| S4 |
1,297.00 |
1,302.50 |
1,325.00 |
|
|
| 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 |
1,377.50 |
1,325.75 |
51.75 |
3.9% |
20.50 |
1.5% |
11% |
False |
True |
1,706,977 |
| 10 |
1,389.00 |
1,315.75 |
73.25 |
5.5% |
23.75 |
1.8% |
21% |
False |
False |
1,784,309 |
| 20 |
1,389.00 |
1,253.00 |
136.00 |
10.2% |
29.50 |
2.2% |
58% |
False |
False |
2,113,551 |
| 40 |
1,392.50 |
1,253.00 |
139.50 |
10.5% |
29.75 |
2.2% |
56% |
False |
False |
1,150,100 |
| 60 |
1,402.50 |
1,253.00 |
149.50 |
11.2% |
31.75 |
2.4% |
52% |
False |
False |
769,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,386.00 |
|
2.618 |
1,367.25 |
|
1.618 |
1,355.75 |
|
1.000 |
1,348.75 |
|
0.618 |
1,344.25 |
|
HIGH |
1,337.25 |
|
0.618 |
1,332.75 |
|
0.500 |
1,331.50 |
|
0.382 |
1,330.25 |
|
LOW |
1,325.75 |
|
0.618 |
1,318.75 |
|
1.000 |
1,314.25 |
|
1.618 |
1,307.25 |
|
2.618 |
1,295.75 |
|
4.250 |
1,277.00 |
|
|
| Fisher Pivots for day following 14-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,331.50 |
1,347.50 |
| PP |
1,331.50 |
1,342.00 |
| S1 |
1,331.25 |
1,336.75 |
|