| Trading Metrics calculated at close of trading on 23-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,387.25 |
1,380.50 |
-6.75 |
-0.5% |
1,335.25 |
| High |
1,390.75 |
1,389.75 |
-1.00 |
-0.1% |
1,398.25 |
| Low |
1,370.75 |
1,372.75 |
2.00 |
0.1% |
1,325.00 |
| Close |
1,380.75 |
1,378.50 |
-2.25 |
-0.2% |
1,388.00 |
| Range |
20.00 |
17.00 |
-3.00 |
-15.0% |
73.25 |
| ATR |
25.13 |
24.55 |
-0.58 |
-2.3% |
0.00 |
| Volume |
1,257,968 |
1,754,531 |
496,563 |
39.5% |
9,114,882 |
|
| Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,431.25 |
1,422.00 |
1,387.75 |
|
| R3 |
1,414.25 |
1,405.00 |
1,383.25 |
|
| R2 |
1,397.25 |
1,397.25 |
1,381.50 |
|
| R1 |
1,388.00 |
1,388.00 |
1,380.00 |
1,384.00 |
| PP |
1,380.25 |
1,380.25 |
1,380.25 |
1,378.50 |
| S1 |
1,371.00 |
1,371.00 |
1,377.00 |
1,367.00 |
| S2 |
1,363.25 |
1,363.25 |
1,375.50 |
|
| S3 |
1,346.25 |
1,354.00 |
1,373.75 |
|
| S4 |
1,329.25 |
1,337.00 |
1,369.25 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,590.25 |
1,562.25 |
1,428.25 |
|
| R3 |
1,517.00 |
1,489.00 |
1,408.25 |
|
| R2 |
1,443.75 |
1,443.75 |
1,401.50 |
|
| R1 |
1,415.75 |
1,415.75 |
1,394.75 |
1,429.75 |
| PP |
1,370.50 |
1,370.50 |
1,370.50 |
1,377.50 |
| S1 |
1,342.50 |
1,342.50 |
1,381.25 |
1,356.50 |
| S2 |
1,297.25 |
1,297.25 |
1,374.50 |
|
| S3 |
1,224.00 |
1,269.25 |
1,367.75 |
|
| S4 |
1,150.75 |
1,196.00 |
1,347.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,398.25 |
1,358.50 |
39.75 |
2.9% |
19.00 |
1.4% |
50% |
False |
False |
1,775,607 |
| 10 |
1,398.25 |
1,325.00 |
73.25 |
5.3% |
21.00 |
1.5% |
73% |
False |
False |
1,773,634 |
| 20 |
1,398.25 |
1,309.50 |
88.75 |
6.4% |
22.50 |
1.6% |
78% |
False |
False |
1,754,197 |
| 40 |
1,398.25 |
1,253.00 |
145.25 |
10.5% |
29.00 |
2.1% |
86% |
False |
False |
1,451,007 |
| 60 |
1,402.50 |
1,253.00 |
149.50 |
10.8% |
28.75 |
2.1% |
84% |
False |
False |
969,620 |
| 80 |
1,497.25 |
1,253.00 |
244.25 |
17.7% |
30.75 |
2.2% |
51% |
False |
False |
728,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,462.00 |
|
2.618 |
1,434.25 |
|
1.618 |
1,417.25 |
|
1.000 |
1,406.75 |
|
0.618 |
1,400.25 |
|
HIGH |
1,389.75 |
|
0.618 |
1,383.25 |
|
0.500 |
1,381.25 |
|
0.382 |
1,379.25 |
|
LOW |
1,372.75 |
|
0.618 |
1,362.25 |
|
1.000 |
1,355.75 |
|
1.618 |
1,345.25 |
|
2.618 |
1,328.25 |
|
4.250 |
1,300.50 |
|
|
| Fisher Pivots for day following 23-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,381.25 |
1,382.50 |
| PP |
1,380.25 |
1,381.00 |
| S1 |
1,379.50 |
1,379.75 |
|