| Trading Metrics calculated at close of trading on 14-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,818.0 |
6,615.5 |
-202.5 |
-3.0% |
6,853.0 |
| High |
6,830.0 |
6,648.0 |
-182.0 |
-2.7% |
6,909.5 |
| Low |
6,607.0 |
6,572.5 |
-34.5 |
-0.5% |
6,607.0 |
| Close |
6,661.5 |
6,611.0 |
-50.5 |
-0.8% |
6,661.5 |
| Range |
223.0 |
75.5 |
-147.5 |
-66.1% |
302.5 |
| ATR |
159.0 |
154.0 |
-5.0 |
-3.1% |
0.0 |
| Volume |
183,449 |
130,324 |
-53,125 |
-29.0% |
725,407 |
|
| Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,837.0 |
6,799.5 |
6,652.5 |
|
| R3 |
6,761.5 |
6,724.0 |
6,631.8 |
|
| R2 |
6,686.0 |
6,686.0 |
6,624.8 |
|
| R1 |
6,648.5 |
6,648.5 |
6,617.9 |
6,629.5 |
| PP |
6,610.5 |
6,610.5 |
6,610.5 |
6,601.0 |
| S1 |
6,573.0 |
6,573.0 |
6,604.1 |
6,554.0 |
| S2 |
6,535.0 |
6,535.0 |
6,597.2 |
|
| S3 |
6,459.5 |
6,497.5 |
6,590.2 |
|
| S4 |
6,384.0 |
6,422.0 |
6,569.5 |
|
|
| 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 |
6,851.0 |
6,572.5 |
278.5 |
4.2% |
121.2 |
1.8% |
14% |
False |
True |
149,432 |
| 10 |
6,909.5 |
6,555.5 |
354.0 |
5.4% |
128.9 |
1.9% |
16% |
False |
False |
151,290 |
| 20 |
6,909.5 |
6,174.0 |
735.5 |
11.1% |
136.2 |
2.1% |
59% |
False |
False |
128,204 |
| 40 |
7,183.5 |
6,174.0 |
1,009.5 |
15.3% |
142.5 |
2.2% |
43% |
False |
False |
87,141 |
| 60 |
7,636.0 |
6,174.0 |
1,462.0 |
22.1% |
171.6 |
2.6% |
30% |
False |
False |
58,485 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
32.2% |
159.1 |
2.4% |
21% |
False |
False |
44,417 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
32.2% |
147.9 |
2.2% |
21% |
False |
False |
35,776 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
32.2% |
134.7 |
2.0% |
21% |
False |
False |
29,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,968.9 |
|
2.618 |
6,845.7 |
|
1.618 |
6,770.2 |
|
1.000 |
6,723.5 |
|
0.618 |
6,694.7 |
|
HIGH |
6,648.0 |
|
0.618 |
6,619.2 |
|
0.500 |
6,610.3 |
|
0.382 |
6,601.3 |
|
LOW |
6,572.5 |
|
0.618 |
6,525.8 |
|
1.000 |
6,497.0 |
|
1.618 |
6,450.3 |
|
2.618 |
6,374.8 |
|
4.250 |
6,251.6 |
|
|
| Fisher Pivots for day following 14-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,610.8 |
6,701.3 |
| PP |
6,610.5 |
6,671.2 |
| S1 |
6,610.3 |
6,641.1 |
|