| Trading Metrics calculated at close of trading on 03-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,853.0 |
6,861.5 |
8.5 |
0.1% |
6,602.0 |
| High |
6,877.5 |
6,869.5 |
-8.0 |
-0.1% |
6,687.0 |
| Low |
6,794.5 |
6,762.0 |
-32.5 |
-0.5% |
6,531.0 |
| Close |
6,843.5 |
6,805.5 |
-38.0 |
-0.6% |
6,627.5 |
| Range |
83.0 |
107.5 |
24.5 |
29.5% |
156.0 |
| ATR |
179.3 |
174.2 |
-5.1 |
-2.9% |
0.0 |
| Volume |
157,437 |
157,767 |
330 |
0.2% |
546,400 |
|
| Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,134.8 |
7,077.7 |
6,864.6 |
|
| R3 |
7,027.3 |
6,970.2 |
6,835.1 |
|
| R2 |
6,919.8 |
6,919.8 |
6,825.2 |
|
| R1 |
6,862.7 |
6,862.7 |
6,815.4 |
6,837.5 |
| PP |
6,812.3 |
6,812.3 |
6,812.3 |
6,799.8 |
| S1 |
6,755.2 |
6,755.2 |
6,795.6 |
6,730.0 |
| S2 |
6,704.8 |
6,704.8 |
6,785.8 |
|
| S3 |
6,597.3 |
6,647.7 |
6,775.9 |
|
| S4 |
6,489.8 |
6,540.2 |
6,746.4 |
|
|
| 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% |
152.8 |
2.2% |
81% |
False |
False |
157,560 |
| 10 |
6,877.5 |
6,280.5 |
597.0 |
8.8% |
134.6 |
2.0% |
88% |
False |
False |
156,607 |
| 20 |
6,877.5 |
6,174.0 |
703.5 |
10.3% |
147.5 |
2.2% |
90% |
False |
False |
123,683 |
| 40 |
7,183.5 |
6,174.0 |
1,009.5 |
14.8% |
150.5 |
2.2% |
63% |
False |
False |
62,529 |
| 60 |
7,988.5 |
6,174.0 |
1,814.5 |
26.7% |
172.9 |
2.5% |
35% |
False |
False |
41,917 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
31.2% |
159.9 |
2.3% |
30% |
False |
False |
32,151 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
31.2% |
146.5 |
2.2% |
30% |
False |
False |
25,827 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
31.2% |
131.2 |
1.9% |
30% |
False |
False |
21,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,326.4 |
|
2.618 |
7,150.9 |
|
1.618 |
7,043.4 |
|
1.000 |
6,977.0 |
|
0.618 |
6,935.9 |
|
HIGH |
6,869.5 |
|
0.618 |
6,828.4 |
|
0.500 |
6,815.8 |
|
0.382 |
6,803.1 |
|
LOW |
6,762.0 |
|
0.618 |
6,695.6 |
|
1.000 |
6,654.5 |
|
1.618 |
6,588.1 |
|
2.618 |
6,480.6 |
|
4.250 |
6,305.1 |
|
|
| Fisher Pivots for day following 03-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,815.8 |
6,775.8 |
| PP |
6,812.3 |
6,746.2 |
| S1 |
6,808.9 |
6,716.5 |
|