| Trading Metrics calculated at close of trading on 08-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2008 |
08-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,853.0 |
6,836.0 |
-17.0 |
-0.2% |
6,586.0 |
| High |
6,909.5 |
6,850.0 |
-59.5 |
-0.9% |
6,878.0 |
| Low |
6,850.5 |
6,786.5 |
-64.0 |
-0.9% |
6,495.0 |
| Close |
6,882.5 |
6,825.0 |
-57.5 |
-0.8% |
6,828.5 |
| Range |
59.0 |
63.5 |
4.5 |
7.6% |
383.0 |
| ATR |
164.1 |
159.2 |
-4.9 |
-3.0% |
0.0 |
| Volume |
108,569 |
119,506 |
10,937 |
10.1% |
815,615 |
|
| Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,011.0 |
6,981.5 |
6,859.9 |
|
| R3 |
6,947.5 |
6,918.0 |
6,842.5 |
|
| R2 |
6,884.0 |
6,884.0 |
6,836.6 |
|
| R1 |
6,854.5 |
6,854.5 |
6,830.8 |
6,837.5 |
| PP |
6,820.5 |
6,820.5 |
6,820.5 |
6,812.0 |
| S1 |
6,791.0 |
6,791.0 |
6,819.2 |
6,774.0 |
| S2 |
6,757.0 |
6,757.0 |
6,813.4 |
|
| S3 |
6,693.5 |
6,727.5 |
6,807.5 |
|
| S4 |
6,630.0 |
6,664.0 |
6,790.1 |
|
|
| 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 |
6,755.5 |
154.0 |
2.3% |
87.1 |
1.3% |
45% |
False |
False |
137,110 |
| 10 |
6,909.5 |
6,495.0 |
414.5 |
6.1% |
123.7 |
1.8% |
80% |
False |
False |
144,681 |
| 20 |
6,909.5 |
6,174.0 |
735.5 |
10.8% |
142.0 |
2.1% |
89% |
False |
False |
141,955 |
| 40 |
7,183.5 |
6,174.0 |
1,009.5 |
14.8% |
144.6 |
2.1% |
64% |
False |
False |
71,607 |
| 60 |
7,904.0 |
6,174.0 |
1,730.0 |
25.3% |
172.1 |
2.5% |
38% |
False |
False |
48,073 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
31.2% |
159.8 |
2.3% |
31% |
False |
False |
36,755 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
31.2% |
145.8 |
2.1% |
31% |
False |
False |
29,524 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
31.2% |
132.4 |
1.9% |
31% |
False |
False |
24,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,119.9 |
|
2.618 |
7,016.2 |
|
1.618 |
6,952.7 |
|
1.000 |
6,913.5 |
|
0.618 |
6,889.2 |
|
HIGH |
6,850.0 |
|
0.618 |
6,825.7 |
|
0.500 |
6,818.3 |
|
0.382 |
6,810.8 |
|
LOW |
6,786.5 |
|
0.618 |
6,747.3 |
|
1.000 |
6,723.0 |
|
1.618 |
6,683.8 |
|
2.618 |
6,620.3 |
|
4.250 |
6,516.6 |
|
|
| Fisher Pivots for day following 08-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,822.8 |
6,832.5 |
| PP |
6,820.5 |
6,830.0 |
| S1 |
6,818.3 |
6,827.5 |
|