| Trading Metrics calculated at close of trading on 30-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,397.25 |
1,388.00 |
-9.25 |
-0.7% |
1,389.00 |
| High |
1,399.00 |
1,407.00 |
8.00 |
0.6% |
1,400.75 |
| Low |
1,387.00 |
1,383.50 |
-3.50 |
-0.3% |
1,368.00 |
| Close |
1,391.25 |
1,386.00 |
-5.25 |
-0.4% |
1,397.00 |
| Range |
12.00 |
23.50 |
11.50 |
95.8% |
32.75 |
| ATR |
22.89 |
22.93 |
0.04 |
0.2% |
0.00 |
| Volume |
1,155,730 |
1,448,179 |
292,449 |
25.3% |
8,981,081 |
|
| Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,462.75 |
1,447.75 |
1,399.00 |
|
| R3 |
1,439.25 |
1,424.25 |
1,392.50 |
|
| R2 |
1,415.75 |
1,415.75 |
1,390.25 |
|
| R1 |
1,400.75 |
1,400.75 |
1,388.25 |
1,396.50 |
| PP |
1,392.25 |
1,392.25 |
1,392.25 |
1,390.00 |
| S1 |
1,377.25 |
1,377.25 |
1,383.75 |
1,373.00 |
| S2 |
1,368.75 |
1,368.75 |
1,381.75 |
|
| S3 |
1,345.25 |
1,353.75 |
1,379.50 |
|
| S4 |
1,321.75 |
1,330.25 |
1,373.00 |
|
|
| 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 |
1,407.00 |
1,368.00 |
39.00 |
2.8% |
19.75 |
1.4% |
46% |
True |
False |
1,630,504 |
| 10 |
1,407.00 |
1,358.50 |
48.50 |
3.5% |
19.25 |
1.4% |
57% |
True |
False |
1,703,055 |
| 20 |
1,407.00 |
1,325.00 |
82.00 |
5.9% |
20.25 |
1.5% |
74% |
True |
False |
1,706,903 |
| 40 |
1,407.00 |
1,253.00 |
154.00 |
11.1% |
28.50 |
2.0% |
86% |
True |
False |
1,652,398 |
| 60 |
1,407.00 |
1,253.00 |
154.00 |
11.1% |
27.25 |
2.0% |
86% |
True |
False |
1,104,851 |
| 80 |
1,444.75 |
1,253.00 |
191.75 |
13.8% |
30.25 |
2.2% |
69% |
False |
False |
830,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,507.00 |
|
2.618 |
1,468.50 |
|
1.618 |
1,445.00 |
|
1.000 |
1,430.50 |
|
0.618 |
1,421.50 |
|
HIGH |
1,407.00 |
|
0.618 |
1,398.00 |
|
0.500 |
1,395.25 |
|
0.382 |
1,392.50 |
|
LOW |
1,383.50 |
|
0.618 |
1,369.00 |
|
1.000 |
1,360.00 |
|
1.618 |
1,345.50 |
|
2.618 |
1,322.00 |
|
4.250 |
1,283.50 |
|
|
| Fisher Pivots for day following 30-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,395.25 |
1,395.25 |
| PP |
1,392.25 |
1,392.25 |
| S1 |
1,389.00 |
1,389.00 |
|