| Trading Metrics calculated at close of trading on 17-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,342.75 |
1,371.00 |
28.25 |
2.1% |
1,372.50 |
| High |
1,371.50 |
1,374.50 |
3.00 |
0.2% |
1,389.00 |
| Low |
1,337.25 |
1,358.50 |
21.25 |
1.6% |
1,331.75 |
| Close |
1,371.00 |
1,372.25 |
1.25 |
0.1% |
1,335.50 |
| Range |
34.25 |
16.00 |
-18.25 |
-53.3% |
57.25 |
| ATR |
27.12 |
26.33 |
-0.79 |
-2.9% |
0.00 |
| Volume |
1,753,265 |
2,089,593 |
336,328 |
19.2% |
8,431,225 |
|
| Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,416.50 |
1,410.25 |
1,381.00 |
|
| R3 |
1,400.50 |
1,394.25 |
1,376.75 |
|
| R2 |
1,384.50 |
1,384.50 |
1,375.25 |
|
| R1 |
1,378.25 |
1,378.25 |
1,373.75 |
1,381.50 |
| PP |
1,368.50 |
1,368.50 |
1,368.50 |
1,370.00 |
| S1 |
1,362.25 |
1,362.25 |
1,370.75 |
1,365.50 |
| S2 |
1,352.50 |
1,352.50 |
1,369.25 |
|
| S3 |
1,336.50 |
1,346.25 |
1,367.75 |
|
| S4 |
1,320.50 |
1,330.25 |
1,363.50 |
|
|
| 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 |
1,374.50 |
1,325.00 |
49.50 |
3.6% |
22.50 |
1.6% |
95% |
True |
False |
1,822,892 |
| 10 |
1,389.00 |
1,325.00 |
64.00 |
4.7% |
21.00 |
1.5% |
74% |
False |
False |
1,735,494 |
| 20 |
1,389.00 |
1,286.50 |
102.50 |
7.5% |
24.50 |
1.8% |
84% |
False |
False |
1,843,647 |
| 40 |
1,392.50 |
1,253.00 |
139.50 |
10.2% |
29.50 |
2.1% |
85% |
False |
False |
1,282,269 |
| 60 |
1,402.50 |
1,253.00 |
149.50 |
10.9% |
29.50 |
2.1% |
80% |
False |
False |
857,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,442.50 |
|
2.618 |
1,416.50 |
|
1.618 |
1,400.50 |
|
1.000 |
1,390.50 |
|
0.618 |
1,384.50 |
|
HIGH |
1,374.50 |
|
0.618 |
1,368.50 |
|
0.500 |
1,366.50 |
|
0.382 |
1,364.50 |
|
LOW |
1,358.50 |
|
0.618 |
1,348.50 |
|
1.000 |
1,342.50 |
|
1.618 |
1,332.50 |
|
2.618 |
1,316.50 |
|
4.250 |
1,290.50 |
|
|
| Fisher Pivots for day following 17-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,370.25 |
1,364.75 |
| PP |
1,368.50 |
1,357.25 |
| S1 |
1,366.50 |
1,349.75 |
|