| Trading Metrics calculated at close of trading on 11-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,764.5 |
6,818.0 |
53.5 |
0.8% |
6,853.0 |
| High |
6,788.0 |
6,830.0 |
42.0 |
0.6% |
6,909.5 |
| Low |
6,666.5 |
6,607.0 |
-59.5 |
-0.9% |
6,607.0 |
| Close |
6,763.0 |
6,661.5 |
-101.5 |
-1.5% |
6,661.5 |
| Range |
121.5 |
223.0 |
101.5 |
83.5% |
302.5 |
| ATR |
154.1 |
159.0 |
4.9 |
3.2% |
0.0 |
| Volume |
180,940 |
183,449 |
2,509 |
1.4% |
725,407 |
|
| Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,368.5 |
7,238.0 |
6,784.2 |
|
| R3 |
7,145.5 |
7,015.0 |
6,722.8 |
|
| R2 |
6,922.5 |
6,922.5 |
6,702.4 |
|
| R1 |
6,792.0 |
6,792.0 |
6,681.9 |
6,745.8 |
| PP |
6,699.5 |
6,699.5 |
6,699.5 |
6,676.4 |
| S1 |
6,569.0 |
6,569.0 |
6,641.1 |
6,522.8 |
| S2 |
6,476.5 |
6,476.5 |
6,620.6 |
|
| S3 |
6,253.5 |
6,346.0 |
6,600.2 |
|
| S4 |
6,030.5 |
6,123.0 |
6,538.9 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,633.5 |
7,450.0 |
6,827.9 |
|
| R3 |
7,331.0 |
7,147.5 |
6,744.7 |
|
| R2 |
7,028.5 |
7,028.5 |
6,717.0 |
|
| R1 |
6,845.0 |
6,845.0 |
6,689.2 |
6,785.5 |
| PP |
6,726.0 |
6,726.0 |
6,726.0 |
6,696.3 |
| S1 |
6,542.5 |
6,542.5 |
6,633.8 |
6,483.0 |
| S2 |
6,423.5 |
6,423.5 |
6,606.0 |
|
| S3 |
6,121.0 |
6,240.0 |
6,578.3 |
|
| S4 |
5,818.5 |
5,937.5 |
6,495.1 |
|
|
| 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 |
6,607.0 |
302.5 |
4.5% |
117.9 |
1.8% |
18% |
False |
True |
145,081 |
| 10 |
6,909.5 |
6,495.0 |
414.5 |
6.2% |
136.0 |
2.0% |
40% |
False |
False |
154,102 |
| 20 |
6,909.5 |
6,174.0 |
735.5 |
11.0% |
141.1 |
2.1% |
66% |
False |
False |
133,773 |
| 40 |
7,183.5 |
6,174.0 |
1,009.5 |
15.2% |
144.0 |
2.2% |
48% |
False |
False |
83,895 |
| 60 |
7,685.0 |
6,174.0 |
1,511.0 |
22.7% |
174.2 |
2.6% |
32% |
False |
False |
56,329 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
31.9% |
159.6 |
2.4% |
23% |
False |
False |
42,852 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
31.9% |
148.7 |
2.2% |
23% |
False |
False |
34,477 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
31.9% |
134.9 |
2.0% |
23% |
False |
False |
28,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,777.8 |
|
2.618 |
7,413.8 |
|
1.618 |
7,190.8 |
|
1.000 |
7,053.0 |
|
0.618 |
6,967.8 |
|
HIGH |
6,830.0 |
|
0.618 |
6,744.8 |
|
0.500 |
6,718.5 |
|
0.382 |
6,692.2 |
|
LOW |
6,607.0 |
|
0.618 |
6,469.2 |
|
1.000 |
6,384.0 |
|
1.618 |
6,246.2 |
|
2.618 |
6,023.2 |
|
4.250 |
5,659.3 |
|
|
| Fisher Pivots for day following 11-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,718.5 |
6,729.0 |
| PP |
6,699.5 |
6,706.5 |
| S1 |
6,680.5 |
6,684.0 |
|