| Trading Metrics calculated at close of trading on 09-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2008 |
09-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,836.0 |
6,808.5 |
-27.5 |
-0.4% |
6,586.0 |
| High |
6,850.0 |
6,851.0 |
1.0 |
0.0% |
6,878.0 |
| Low |
6,786.5 |
6,728.5 |
-58.0 |
-0.9% |
6,495.0 |
| Close |
6,825.0 |
6,779.5 |
-45.5 |
-0.7% |
6,828.5 |
| Range |
63.5 |
122.5 |
59.0 |
92.9% |
383.0 |
| ATR |
159.2 |
156.6 |
-2.6 |
-1.6% |
0.0 |
| Volume |
119,506 |
132,943 |
13,437 |
11.2% |
815,615 |
|
| Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,153.8 |
7,089.2 |
6,846.9 |
|
| R3 |
7,031.3 |
6,966.7 |
6,813.2 |
|
| R2 |
6,908.8 |
6,908.8 |
6,802.0 |
|
| R1 |
6,844.2 |
6,844.2 |
6,790.7 |
6,815.3 |
| PP |
6,786.3 |
6,786.3 |
6,786.3 |
6,771.9 |
| S1 |
6,721.7 |
6,721.7 |
6,768.3 |
6,692.8 |
| S2 |
6,663.8 |
6,663.8 |
6,757.0 |
|
| S3 |
6,541.3 |
6,599.2 |
6,745.8 |
|
| S4 |
6,418.8 |
6,476.7 |
6,712.1 |
|
|
| 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 |
6,728.5 |
181.0 |
2.7% |
95.0 |
1.4% |
28% |
False |
True |
132,211 |
| 10 |
6,909.5 |
6,495.0 |
414.5 |
6.1% |
127.8 |
1.9% |
69% |
False |
False |
145,056 |
| 20 |
6,909.5 |
6,174.0 |
735.5 |
10.8% |
141.0 |
2.1% |
82% |
False |
False |
138,525 |
| 40 |
7,183.5 |
6,174.0 |
1,009.5 |
14.9% |
144.7 |
2.1% |
60% |
False |
False |
74,874 |
| 60 |
7,866.0 |
6,174.0 |
1,692.0 |
25.0% |
172.9 |
2.6% |
36% |
False |
False |
50,280 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
31.4% |
160.1 |
2.4% |
28% |
False |
False |
38,380 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
31.4% |
146.9 |
2.2% |
28% |
False |
False |
30,852 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
31.4% |
132.8 |
2.0% |
28% |
False |
False |
25,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,371.6 |
|
2.618 |
7,171.7 |
|
1.618 |
7,049.2 |
|
1.000 |
6,973.5 |
|
0.618 |
6,926.7 |
|
HIGH |
6,851.0 |
|
0.618 |
6,804.2 |
|
0.500 |
6,789.8 |
|
0.382 |
6,775.3 |
|
LOW |
6,728.5 |
|
0.618 |
6,652.8 |
|
1.000 |
6,606.0 |
|
1.618 |
6,530.3 |
|
2.618 |
6,407.8 |
|
4.250 |
6,207.9 |
|
|
| Fisher Pivots for day following 09-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,789.8 |
6,819.0 |
| PP |
6,786.3 |
6,805.8 |
| S1 |
6,782.9 |
6,792.7 |
|