| Trading Metrics calculated at close of trading on 10-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,808.5 |
6,764.5 |
-44.0 |
-0.6% |
6,586.0 |
| High |
6,851.0 |
6,788.0 |
-63.0 |
-0.9% |
6,878.0 |
| Low |
6,728.5 |
6,666.5 |
-62.0 |
-0.9% |
6,495.0 |
| Close |
6,779.5 |
6,763.0 |
-16.5 |
-0.2% |
6,828.5 |
| Range |
122.5 |
121.5 |
-1.0 |
-0.8% |
383.0 |
| ATR |
156.6 |
154.1 |
-2.5 |
-1.6% |
0.0 |
| Volume |
132,943 |
180,940 |
47,997 |
36.1% |
815,615 |
|
| Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,103.7 |
7,054.8 |
6,829.8 |
|
| R3 |
6,982.2 |
6,933.3 |
6,796.4 |
|
| R2 |
6,860.7 |
6,860.7 |
6,785.3 |
|
| R1 |
6,811.8 |
6,811.8 |
6,774.1 |
6,775.5 |
| PP |
6,739.2 |
6,739.2 |
6,739.2 |
6,721.0 |
| S1 |
6,690.3 |
6,690.3 |
6,751.9 |
6,654.0 |
| S2 |
6,617.7 |
6,617.7 |
6,740.7 |
|
| S3 |
6,496.2 |
6,568.8 |
6,729.6 |
|
| S4 |
6,374.7 |
6,447.3 |
6,696.2 |
|
|
| 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 |
6,666.5 |
243.0 |
3.6% |
97.8 |
1.4% |
40% |
False |
True |
136,846 |
| 10 |
6,909.5 |
6,495.0 |
414.5 |
6.1% |
125.3 |
1.9% |
65% |
False |
False |
147,203 |
| 20 |
6,909.5 |
6,174.0 |
735.5 |
10.9% |
136.7 |
2.0% |
80% |
False |
False |
134,991 |
| 40 |
7,183.5 |
6,174.0 |
1,009.5 |
14.9% |
142.3 |
2.1% |
58% |
False |
False |
79,362 |
| 60 |
7,690.5 |
6,174.0 |
1,516.5 |
22.4% |
172.2 |
2.5% |
39% |
False |
False |
53,289 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
31.4% |
159.1 |
2.4% |
28% |
False |
False |
40,612 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
31.4% |
147.2 |
2.2% |
28% |
False |
False |
32,653 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
31.4% |
133.5 |
2.0% |
28% |
False |
False |
27,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,304.4 |
|
2.618 |
7,106.1 |
|
1.618 |
6,984.6 |
|
1.000 |
6,909.5 |
|
0.618 |
6,863.1 |
|
HIGH |
6,788.0 |
|
0.618 |
6,741.6 |
|
0.500 |
6,727.3 |
|
0.382 |
6,712.9 |
|
LOW |
6,666.5 |
|
0.618 |
6,591.4 |
|
1.000 |
6,545.0 |
|
1.618 |
6,469.9 |
|
2.618 |
6,348.4 |
|
4.250 |
6,150.1 |
|
|
| Fisher Pivots for day following 10-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,751.1 |
6,761.6 |
| PP |
6,739.2 |
6,760.2 |
| S1 |
6,727.3 |
6,758.8 |
|