| Trading Metrics calculated at close of trading on 15-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,615.5 |
6,651.0 |
35.5 |
0.5% |
6,853.0 |
| High |
6,648.0 |
6,685.0 |
37.0 |
0.6% |
6,909.5 |
| Low |
6,572.5 |
6,579.5 |
7.0 |
0.1% |
6,607.0 |
| Close |
6,611.0 |
6,633.5 |
22.5 |
0.3% |
6,661.5 |
| Range |
75.5 |
105.5 |
30.0 |
39.7% |
302.5 |
| ATR |
154.0 |
150.6 |
-3.5 |
-2.3% |
0.0 |
| Volume |
130,324 |
156,269 |
25,945 |
19.9% |
725,407 |
|
| Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,949.2 |
6,896.8 |
6,691.5 |
|
| R3 |
6,843.7 |
6,791.3 |
6,662.5 |
|
| R2 |
6,738.2 |
6,738.2 |
6,652.8 |
|
| R1 |
6,685.8 |
6,685.8 |
6,643.2 |
6,659.3 |
| PP |
6,632.7 |
6,632.7 |
6,632.7 |
6,619.4 |
| S1 |
6,580.3 |
6,580.3 |
6,623.8 |
6,553.8 |
| S2 |
6,527.2 |
6,527.2 |
6,614.2 |
|
| S3 |
6,421.7 |
6,474.8 |
6,604.5 |
|
| S4 |
6,316.2 |
6,369.3 |
6,575.5 |
|
|
| 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% |
129.6 |
2.0% |
22% |
False |
False |
156,785 |
| 10 |
6,909.5 |
6,572.5 |
337.0 |
5.1% |
108.4 |
1.6% |
18% |
False |
False |
146,947 |
| 20 |
6,909.5 |
6,174.0 |
735.5 |
11.1% |
132.8 |
2.0% |
62% |
False |
False |
136,017 |
| 40 |
7,183.5 |
6,174.0 |
1,009.5 |
15.2% |
139.9 |
2.1% |
46% |
False |
False |
91,008 |
| 60 |
7,397.5 |
6,174.0 |
1,223.5 |
18.4% |
169.8 |
2.6% |
38% |
False |
False |
61,075 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
32.0% |
159.0 |
2.4% |
22% |
False |
False |
46,338 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
32.0% |
148.2 |
2.2% |
22% |
False |
False |
37,334 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
32.0% |
135.1 |
2.0% |
22% |
False |
False |
31,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,133.4 |
|
2.618 |
6,961.2 |
|
1.618 |
6,855.7 |
|
1.000 |
6,790.5 |
|
0.618 |
6,750.2 |
|
HIGH |
6,685.0 |
|
0.618 |
6,644.7 |
|
0.500 |
6,632.3 |
|
0.382 |
6,619.8 |
|
LOW |
6,579.5 |
|
0.618 |
6,514.3 |
|
1.000 |
6,474.0 |
|
1.618 |
6,408.8 |
|
2.618 |
6,303.3 |
|
4.250 |
6,131.1 |
|
|
| Fisher Pivots for day following 15-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,633.1 |
6,701.3 |
| PP |
6,632.7 |
6,678.7 |
| S1 |
6,632.3 |
6,656.1 |
|