| Trading Metrics calculated at close of trading on 02-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2008 |
02-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,600.0 |
6,853.0 |
253.0 |
3.8% |
6,602.0 |
| High |
6,866.0 |
6,877.5 |
11.5 |
0.2% |
6,687.0 |
| Low |
6,555.5 |
6,794.5 |
239.0 |
3.6% |
6,531.0 |
| Close |
6,790.0 |
6,843.5 |
53.5 |
0.8% |
6,627.5 |
| Range |
310.5 |
83.0 |
-227.5 |
-73.3% |
156.0 |
| ATR |
186.4 |
179.3 |
-7.1 |
-3.8% |
0.0 |
| Volume |
199,699 |
157,437 |
-42,262 |
-21.2% |
546,400 |
|
| Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,087.5 |
7,048.5 |
6,889.2 |
|
| R3 |
7,004.5 |
6,965.5 |
6,866.3 |
|
| R2 |
6,921.5 |
6,921.5 |
6,858.7 |
|
| R1 |
6,882.5 |
6,882.5 |
6,851.1 |
6,860.5 |
| PP |
6,838.5 |
6,838.5 |
6,838.5 |
6,827.5 |
| S1 |
6,799.5 |
6,799.5 |
6,835.9 |
6,777.5 |
| S2 |
6,755.5 |
6,755.5 |
6,828.3 |
|
| S3 |
6,672.5 |
6,716.5 |
6,820.7 |
|
| S4 |
6,589.5 |
6,633.5 |
6,797.9 |
|
|
| 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 |
6,877.5 |
6,495.0 |
382.5 |
5.6% |
160.5 |
2.3% |
91% |
True |
False |
157,900 |
| 10 |
6,877.5 |
6,174.0 |
703.5 |
10.3% |
138.2 |
2.0% |
95% |
True |
False |
140,831 |
| 20 |
6,877.5 |
6,174.0 |
703.5 |
10.3% |
152.0 |
2.2% |
95% |
True |
False |
115,836 |
| 40 |
7,183.5 |
6,174.0 |
1,009.5 |
14.8% |
154.8 |
2.3% |
66% |
False |
False |
58,595 |
| 60 |
8,079.5 |
6,174.0 |
1,905.5 |
27.8% |
174.0 |
2.5% |
35% |
False |
False |
39,318 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
31.1% |
159.0 |
2.3% |
31% |
False |
False |
30,191 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
31.1% |
145.6 |
2.1% |
31% |
False |
False |
24,251 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
31.1% |
130.6 |
1.9% |
31% |
False |
False |
20,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,230.3 |
|
2.618 |
7,094.8 |
|
1.618 |
7,011.8 |
|
1.000 |
6,960.5 |
|
0.618 |
6,928.8 |
|
HIGH |
6,877.5 |
|
0.618 |
6,845.8 |
|
0.500 |
6,836.0 |
|
0.382 |
6,826.2 |
|
LOW |
6,794.5 |
|
0.618 |
6,743.2 |
|
1.000 |
6,711.5 |
|
1.618 |
6,660.2 |
|
2.618 |
6,577.2 |
|
4.250 |
6,441.8 |
|
|
| Fisher Pivots for day following 02-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,841.0 |
6,791.1 |
| PP |
6,838.5 |
6,738.7 |
| S1 |
6,836.0 |
6,686.3 |
|