| Trading Metrics calculated at close of trading on 07-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,838.0 |
6,853.0 |
15.0 |
0.2% |
6,586.0 |
| High |
6,878.0 |
6,909.5 |
31.5 |
0.5% |
6,878.0 |
| Low |
6,755.5 |
6,850.5 |
95.0 |
1.4% |
6,495.0 |
| Close |
6,828.5 |
6,882.5 |
54.0 |
0.8% |
6,828.5 |
| Range |
122.5 |
59.0 |
-63.5 |
-51.8% |
383.0 |
| ATR |
170.5 |
164.1 |
-6.4 |
-3.7% |
0.0 |
| Volume |
142,274 |
108,569 |
-33,705 |
-23.7% |
815,615 |
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,057.8 |
7,029.2 |
6,915.0 |
|
| R3 |
6,998.8 |
6,970.2 |
6,898.7 |
|
| R2 |
6,939.8 |
6,939.8 |
6,893.3 |
|
| R1 |
6,911.2 |
6,911.2 |
6,887.9 |
6,925.5 |
| PP |
6,880.8 |
6,880.8 |
6,880.8 |
6,888.0 |
| S1 |
6,852.2 |
6,852.2 |
6,877.1 |
6,866.5 |
| S2 |
6,821.8 |
6,821.8 |
6,871.7 |
|
| S3 |
6,762.8 |
6,793.2 |
6,866.3 |
|
| S4 |
6,703.8 |
6,734.2 |
6,850.1 |
|
|
| 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 |
6,909.5 |
6,555.5 |
354.0 |
5.1% |
136.5 |
2.0% |
92% |
True |
False |
153,149 |
| 10 |
6,909.5 |
6,495.0 |
414.5 |
6.0% |
125.6 |
1.8% |
93% |
True |
False |
147,058 |
| 20 |
6,909.5 |
6,174.0 |
735.5 |
10.7% |
144.1 |
2.1% |
96% |
True |
False |
136,091 |
| 40 |
7,183.5 |
6,174.0 |
1,009.5 |
14.7% |
146.7 |
2.1% |
70% |
False |
False |
68,690 |
| 60 |
7,904.0 |
6,174.0 |
1,730.0 |
25.1% |
172.3 |
2.5% |
41% |
False |
False |
46,087 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
30.9% |
159.6 |
2.3% |
33% |
False |
False |
35,267 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
30.9% |
146.3 |
2.1% |
33% |
False |
False |
28,329 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
30.9% |
132.3 |
1.9% |
33% |
False |
False |
23,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,160.3 |
|
2.618 |
7,064.0 |
|
1.618 |
7,005.0 |
|
1.000 |
6,968.5 |
|
0.618 |
6,946.0 |
|
HIGH |
6,909.5 |
|
0.618 |
6,887.0 |
|
0.500 |
6,880.0 |
|
0.382 |
6,873.0 |
|
LOW |
6,850.5 |
|
0.618 |
6,814.0 |
|
1.000 |
6,791.5 |
|
1.618 |
6,755.0 |
|
2.618 |
6,696.0 |
|
4.250 |
6,599.8 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,881.7 |
6,865.8 |
| PP |
6,880.8 |
6,849.2 |
| S1 |
6,880.0 |
6,832.5 |
|