| Trading Metrics calculated at close of trading on 25-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,379.75 |
1,386.50 |
6.75 |
0.5% |
1,389.00 |
| High |
1,399.25 |
1,400.75 |
1.50 |
0.1% |
1,400.75 |
| Low |
1,368.00 |
1,380.50 |
12.50 |
0.9% |
1,368.00 |
| Close |
1,386.00 |
1,397.00 |
11.00 |
0.8% |
1,397.00 |
| Range |
31.25 |
20.25 |
-11.00 |
-35.2% |
32.75 |
| ATR |
25.03 |
24.68 |
-0.34 |
-1.4% |
0.00 |
| Volume |
1,834,571 |
2,146,239 |
311,668 |
17.0% |
8,981,081 |
|
| Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,453.50 |
1,445.50 |
1,408.25 |
|
| R3 |
1,433.25 |
1,425.25 |
1,402.50 |
|
| R2 |
1,413.00 |
1,413.00 |
1,400.75 |
|
| R1 |
1,405.00 |
1,405.00 |
1,398.75 |
1,409.00 |
| PP |
1,392.75 |
1,392.75 |
1,392.75 |
1,394.75 |
| S1 |
1,384.75 |
1,384.75 |
1,395.25 |
1,388.75 |
| S2 |
1,372.50 |
1,372.50 |
1,393.25 |
|
| S3 |
1,352.25 |
1,364.50 |
1,391.50 |
|
| S4 |
1,332.00 |
1,344.25 |
1,385.75 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,486.75 |
1,474.75 |
1,415.00 |
|
| R3 |
1,454.00 |
1,442.00 |
1,406.00 |
|
| R2 |
1,421.25 |
1,421.25 |
1,403.00 |
|
| R1 |
1,409.25 |
1,409.25 |
1,400.00 |
1,415.25 |
| PP |
1,388.50 |
1,388.50 |
1,388.50 |
1,391.50 |
| S1 |
1,376.50 |
1,376.50 |
1,394.00 |
1,382.50 |
| S2 |
1,355.75 |
1,355.75 |
1,391.00 |
|
| S3 |
1,323.00 |
1,343.75 |
1,388.00 |
|
| S4 |
1,290.25 |
1,311.00 |
1,379.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,400.75 |
1,368.00 |
32.75 |
2.3% |
20.25 |
1.5% |
89% |
True |
False |
1,796,216 |
| 10 |
1,400.75 |
1,325.00 |
75.75 |
5.4% |
20.50 |
1.5% |
95% |
True |
False |
1,809,596 |
| 20 |
1,400.75 |
1,309.50 |
91.25 |
6.5% |
22.75 |
1.6% |
96% |
True |
False |
1,772,028 |
| 40 |
1,400.75 |
1,253.00 |
147.75 |
10.6% |
29.50 |
2.1% |
97% |
True |
False |
1,549,794 |
| 60 |
1,402.50 |
1,253.00 |
149.50 |
10.7% |
28.00 |
2.0% |
96% |
False |
False |
1,035,758 |
| 80 |
1,472.75 |
1,253.00 |
219.75 |
15.7% |
30.75 |
2.2% |
66% |
False |
False |
778,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,486.75 |
|
2.618 |
1,453.75 |
|
1.618 |
1,433.50 |
|
1.000 |
1,421.00 |
|
0.618 |
1,413.25 |
|
HIGH |
1,400.75 |
|
0.618 |
1,393.00 |
|
0.500 |
1,390.50 |
|
0.382 |
1,388.25 |
|
LOW |
1,380.50 |
|
0.618 |
1,368.00 |
|
1.000 |
1,360.25 |
|
1.618 |
1,347.75 |
|
2.618 |
1,327.50 |
|
4.250 |
1,294.50 |
|
|
| Fisher Pivots for day following 25-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,395.00 |
1,392.75 |
| PP |
1,392.75 |
1,388.50 |
| S1 |
1,390.50 |
1,384.50 |
|