| Trading Metrics calculated at close of trading on 01-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2008 |
01-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,586.0 |
6,600.0 |
14.0 |
0.2% |
6,602.0 |
| High |
6,642.0 |
6,866.0 |
224.0 |
3.4% |
6,687.0 |
| Low |
6,495.0 |
6,555.5 |
60.5 |
0.9% |
6,531.0 |
| Close |
6,595.5 |
6,790.0 |
194.5 |
2.9% |
6,627.5 |
| Range |
147.0 |
310.5 |
163.5 |
111.2% |
156.0 |
| ATR |
176.8 |
186.4 |
9.5 |
5.4% |
0.0 |
| Volume |
158,438 |
199,699 |
41,261 |
26.0% |
546,400 |
|
| Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,668.7 |
7,539.8 |
6,960.8 |
|
| R3 |
7,358.2 |
7,229.3 |
6,875.4 |
|
| R2 |
7,047.7 |
7,047.7 |
6,846.9 |
|
| R1 |
6,918.8 |
6,918.8 |
6,818.5 |
6,983.3 |
| PP |
6,737.2 |
6,737.2 |
6,737.2 |
6,769.4 |
| S1 |
6,608.3 |
6,608.3 |
6,761.5 |
6,672.8 |
| S2 |
6,426.7 |
6,426.7 |
6,733.1 |
|
| S3 |
6,116.2 |
6,297.8 |
6,704.6 |
|
| S4 |
5,805.7 |
5,987.3 |
6,619.2 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,083.2 |
7,011.3 |
6,713.3 |
|
| R3 |
6,927.2 |
6,855.3 |
6,670.4 |
|
| R2 |
6,771.2 |
6,771.2 |
6,656.1 |
|
| R1 |
6,699.3 |
6,699.3 |
6,641.8 |
6,735.3 |
| PP |
6,615.2 |
6,615.2 |
6,615.2 |
6,633.1 |
| S1 |
6,543.3 |
6,543.3 |
6,613.2 |
6,579.3 |
| S2 |
6,459.2 |
6,459.2 |
6,598.9 |
|
| S3 |
6,303.2 |
6,387.3 |
6,584.6 |
|
| S4 |
6,147.2 |
6,231.3 |
6,541.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,866.0 |
6,495.0 |
371.0 |
5.5% |
160.2 |
2.4% |
80% |
True |
False |
152,252 |
| 10 |
6,866.0 |
6,174.0 |
692.0 |
10.2% |
157.3 |
2.3% |
89% |
True |
False |
125,087 |
| 20 |
6,866.0 |
6,174.0 |
692.0 |
10.2% |
155.0 |
2.3% |
89% |
True |
False |
107,992 |
| 40 |
7,183.5 |
6,174.0 |
1,009.5 |
14.9% |
155.2 |
2.3% |
61% |
False |
False |
54,685 |
| 60 |
8,079.5 |
6,174.0 |
1,905.5 |
28.1% |
173.9 |
2.6% |
32% |
False |
False |
36,713 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
31.3% |
158.6 |
2.3% |
29% |
False |
False |
28,228 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
31.3% |
145.3 |
2.1% |
29% |
False |
False |
22,678 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
31.3% |
130.0 |
1.9% |
29% |
False |
False |
18,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,185.6 |
|
2.618 |
7,678.9 |
|
1.618 |
7,368.4 |
|
1.000 |
7,176.5 |
|
0.618 |
7,057.9 |
|
HIGH |
6,866.0 |
|
0.618 |
6,747.4 |
|
0.500 |
6,710.8 |
|
0.382 |
6,674.1 |
|
LOW |
6,555.5 |
|
0.618 |
6,363.6 |
|
1.000 |
6,245.0 |
|
1.618 |
6,053.1 |
|
2.618 |
5,742.6 |
|
4.250 |
5,235.9 |
|
|
| Fisher Pivots for day following 01-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,763.6 |
6,753.5 |
| PP |
6,737.2 |
6,717.0 |
| S1 |
6,710.8 |
6,680.5 |
|