| Trading Metrics calculated at close of trading on 16-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,331.00 |
1,342.75 |
11.75 |
0.9% |
1,372.50 |
| High |
1,338.75 |
1,371.50 |
32.75 |
2.4% |
1,389.00 |
| Low |
1,325.00 |
1,337.25 |
12.25 |
0.9% |
1,331.75 |
| Close |
1,336.00 |
1,371.00 |
35.00 |
2.6% |
1,335.50 |
| Range |
13.75 |
34.25 |
20.50 |
149.1% |
57.25 |
| ATR |
26.48 |
27.12 |
0.64 |
2.4% |
0.00 |
| Volume |
1,459,105 |
1,753,265 |
294,160 |
20.2% |
8,431,225 |
|
| Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,462.75 |
1,451.00 |
1,389.75 |
|
| R3 |
1,428.50 |
1,416.75 |
1,380.50 |
|
| R2 |
1,394.25 |
1,394.25 |
1,377.25 |
|
| R1 |
1,382.50 |
1,382.50 |
1,374.25 |
1,388.50 |
| PP |
1,360.00 |
1,360.00 |
1,360.00 |
1,362.75 |
| S1 |
1,348.25 |
1,348.25 |
1,367.75 |
1,354.00 |
| S2 |
1,325.75 |
1,325.75 |
1,364.75 |
|
| S3 |
1,291.50 |
1,314.00 |
1,361.50 |
|
| S4 |
1,257.25 |
1,279.75 |
1,352.25 |
|
|
| 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 |
1,371.50 |
1,325.00 |
46.50 |
3.4% |
23.00 |
1.7% |
99% |
True |
False |
1,771,661 |
| 10 |
1,389.00 |
1,325.00 |
64.00 |
4.7% |
21.25 |
1.5% |
72% |
False |
False |
1,710,752 |
| 20 |
1,389.00 |
1,286.50 |
102.50 |
7.5% |
26.00 |
1.9% |
82% |
False |
False |
1,895,658 |
| 40 |
1,392.50 |
1,253.00 |
139.50 |
10.2% |
29.75 |
2.2% |
85% |
False |
False |
1,230,111 |
| 60 |
1,402.50 |
1,253.00 |
149.50 |
10.9% |
30.50 |
2.2% |
79% |
False |
False |
822,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,517.00 |
|
2.618 |
1,461.25 |
|
1.618 |
1,427.00 |
|
1.000 |
1,405.75 |
|
0.618 |
1,392.75 |
|
HIGH |
1,371.50 |
|
0.618 |
1,358.50 |
|
0.500 |
1,354.50 |
|
0.382 |
1,350.25 |
|
LOW |
1,337.25 |
|
0.618 |
1,316.00 |
|
1.000 |
1,303.00 |
|
1.618 |
1,281.75 |
|
2.618 |
1,247.50 |
|
4.250 |
1,191.75 |
|
|
| Fisher Pivots for day following 16-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,365.50 |
1,363.50 |
| PP |
1,360.00 |
1,355.75 |
| S1 |
1,354.50 |
1,348.25 |
|