| Trading Metrics calculated at close of trading on 28-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,386.50 |
1,398.75 |
12.25 |
0.9% |
1,389.00 |
| High |
1,400.75 |
1,404.75 |
4.00 |
0.3% |
1,400.75 |
| Low |
1,380.50 |
1,393.50 |
13.00 |
0.9% |
1,368.00 |
| Close |
1,397.00 |
1,397.50 |
0.50 |
0.0% |
1,397.00 |
| Range |
20.25 |
11.25 |
-9.00 |
-44.4% |
32.75 |
| ATR |
24.68 |
23.72 |
-0.96 |
-3.9% |
0.00 |
| Volume |
2,146,239 |
1,567,802 |
-578,437 |
-27.0% |
8,981,081 |
|
| Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,432.25 |
1,426.25 |
1,403.75 |
|
| R3 |
1,421.00 |
1,415.00 |
1,400.50 |
|
| R2 |
1,409.75 |
1,409.75 |
1,399.50 |
|
| R1 |
1,403.75 |
1,403.75 |
1,398.50 |
1,401.00 |
| PP |
1,398.50 |
1,398.50 |
1,398.50 |
1,397.25 |
| S1 |
1,392.50 |
1,392.50 |
1,396.50 |
1,390.00 |
| S2 |
1,387.25 |
1,387.25 |
1,395.50 |
|
| S3 |
1,376.00 |
1,381.25 |
1,394.50 |
|
| S4 |
1,364.75 |
1,370.00 |
1,391.25 |
|
|
| 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 |
1,404.75 |
1,368.00 |
36.75 |
2.6% |
20.00 |
1.4% |
80% |
True |
False |
1,712,222 |
| 10 |
1,404.75 |
1,325.00 |
79.75 |
5.7% |
20.50 |
1.5% |
91% |
True |
False |
1,763,901 |
| 20 |
1,404.75 |
1,315.75 |
89.00 |
6.4% |
22.25 |
1.6% |
92% |
True |
False |
1,774,105 |
| 40 |
1,404.75 |
1,253.00 |
151.75 |
10.9% |
28.50 |
2.0% |
95% |
True |
False |
1,588,580 |
| 60 |
1,404.75 |
1,253.00 |
151.75 |
10.9% |
27.75 |
2.0% |
95% |
True |
False |
1,061,770 |
| 80 |
1,471.00 |
1,253.00 |
218.00 |
15.6% |
30.75 |
2.2% |
66% |
False |
False |
797,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,452.50 |
|
2.618 |
1,434.25 |
|
1.618 |
1,423.00 |
|
1.000 |
1,416.00 |
|
0.618 |
1,411.75 |
|
HIGH |
1,404.75 |
|
0.618 |
1,400.50 |
|
0.500 |
1,399.00 |
|
0.382 |
1,397.75 |
|
LOW |
1,393.50 |
|
0.618 |
1,386.50 |
|
1.000 |
1,382.25 |
|
1.618 |
1,375.25 |
|
2.618 |
1,364.00 |
|
4.250 |
1,345.75 |
|
|
| Fisher Pivots for day following 28-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,399.00 |
1,393.75 |
| PP |
1,398.50 |
1,390.00 |
| S1 |
1,398.00 |
1,386.50 |
|