| Trading Metrics calculated at close of trading on 04-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2008 |
04-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,861.5 |
6,838.0 |
-23.5 |
-0.3% |
6,586.0 |
| High |
6,869.5 |
6,878.0 |
8.5 |
0.1% |
6,878.0 |
| Low |
6,762.0 |
6,755.5 |
-6.5 |
-0.1% |
6,495.0 |
| Close |
6,805.5 |
6,828.5 |
23.0 |
0.3% |
6,828.5 |
| Range |
107.5 |
122.5 |
15.0 |
14.0% |
383.0 |
| ATR |
174.2 |
170.5 |
-3.7 |
-2.1% |
0.0 |
| Volume |
157,767 |
142,274 |
-15,493 |
-9.8% |
815,615 |
|
| Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,188.2 |
7,130.8 |
6,895.9 |
|
| R3 |
7,065.7 |
7,008.3 |
6,862.2 |
|
| R2 |
6,943.2 |
6,943.2 |
6,851.0 |
|
| R1 |
6,885.8 |
6,885.8 |
6,839.7 |
6,853.3 |
| PP |
6,820.7 |
6,820.7 |
6,820.7 |
6,804.4 |
| S1 |
6,763.3 |
6,763.3 |
6,817.3 |
6,730.8 |
| S2 |
6,698.2 |
6,698.2 |
6,806.0 |
|
| S3 |
6,575.7 |
6,640.8 |
6,794.8 |
|
| S4 |
6,453.2 |
6,518.3 |
6,761.1 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,882.8 |
7,738.7 |
7,039.2 |
|
| R3 |
7,499.8 |
7,355.7 |
6,933.8 |
|
| R2 |
7,116.8 |
7,116.8 |
6,898.7 |
|
| R1 |
6,972.7 |
6,972.7 |
6,863.6 |
7,044.8 |
| PP |
6,733.8 |
6,733.8 |
6,733.8 |
6,769.9 |
| S1 |
6,589.7 |
6,589.7 |
6,793.4 |
6,661.8 |
| S2 |
6,350.8 |
6,350.8 |
6,758.3 |
|
| S3 |
5,967.8 |
6,206.7 |
6,723.2 |
|
| S4 |
5,584.8 |
5,823.7 |
6,617.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,878.0 |
6,495.0 |
383.0 |
5.6% |
154.1 |
2.3% |
87% |
True |
False |
163,123 |
| 10 |
6,878.0 |
6,301.5 |
576.5 |
8.4% |
127.3 |
1.9% |
91% |
True |
False |
140,694 |
| 20 |
6,878.0 |
6,174.0 |
704.0 |
10.3% |
148.3 |
2.2% |
93% |
True |
False |
130,751 |
| 40 |
7,183.5 |
6,174.0 |
1,009.5 |
14.8% |
149.5 |
2.2% |
65% |
False |
False |
66,065 |
| 60 |
7,981.0 |
6,174.0 |
1,807.0 |
26.5% |
173.5 |
2.5% |
36% |
False |
False |
44,285 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
31.1% |
160.1 |
2.3% |
31% |
False |
False |
33,918 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
31.1% |
146.8 |
2.2% |
31% |
False |
False |
27,249 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
31.1% |
132.0 |
1.9% |
31% |
False |
False |
22,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,398.6 |
|
2.618 |
7,198.7 |
|
1.618 |
7,076.2 |
|
1.000 |
7,000.5 |
|
0.618 |
6,953.7 |
|
HIGH |
6,878.0 |
|
0.618 |
6,831.2 |
|
0.500 |
6,816.8 |
|
0.382 |
6,802.3 |
|
LOW |
6,755.5 |
|
0.618 |
6,679.8 |
|
1.000 |
6,633.0 |
|
1.618 |
6,557.3 |
|
2.618 |
6,434.8 |
|
4.250 |
6,234.9 |
|
|
| Fisher Pivots for day following 04-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,824.6 |
6,824.6 |
| PP |
6,820.7 |
6,820.7 |
| S1 |
6,816.8 |
6,816.8 |
|