| Trading Metrics calculated at close of trading on 16-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,651.0 |
6,702.0 |
51.0 |
0.8% |
6,853.0 |
| High |
6,685.0 |
6,802.0 |
117.0 |
1.8% |
6,909.5 |
| Low |
6,579.5 |
6,655.0 |
75.5 |
1.1% |
6,607.0 |
| Close |
6,633.5 |
6,756.5 |
123.0 |
1.9% |
6,661.5 |
| Range |
105.5 |
147.0 |
41.5 |
39.3% |
302.5 |
| ATR |
150.6 |
151.8 |
1.3 |
0.9% |
0.0 |
| Volume |
156,269 |
163,982 |
7,713 |
4.9% |
725,407 |
|
| Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,178.8 |
7,114.7 |
6,837.4 |
|
| R3 |
7,031.8 |
6,967.7 |
6,796.9 |
|
| R2 |
6,884.8 |
6,884.8 |
6,783.5 |
|
| R1 |
6,820.7 |
6,820.7 |
6,770.0 |
6,852.8 |
| PP |
6,737.8 |
6,737.8 |
6,737.8 |
6,753.9 |
| S1 |
6,673.7 |
6,673.7 |
6,743.0 |
6,705.8 |
| S2 |
6,590.8 |
6,590.8 |
6,729.6 |
|
| S3 |
6,443.8 |
6,526.7 |
6,716.1 |
|
| S4 |
6,296.8 |
6,379.7 |
6,675.7 |
|
|
| 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 |
6,830.0 |
6,572.5 |
257.5 |
3.8% |
134.5 |
2.0% |
71% |
False |
False |
162,992 |
| 10 |
6,909.5 |
6,572.5 |
337.0 |
5.0% |
114.8 |
1.7% |
55% |
False |
False |
147,602 |
| 20 |
6,909.5 |
6,174.0 |
735.5 |
10.9% |
126.5 |
1.9% |
79% |
False |
False |
144,216 |
| 40 |
7,183.5 |
6,174.0 |
1,009.5 |
14.9% |
140.8 |
2.1% |
58% |
False |
False |
95,067 |
| 60 |
7,183.5 |
6,174.0 |
1,009.5 |
14.9% |
163.6 |
2.4% |
58% |
False |
False |
63,791 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
31.5% |
159.5 |
2.4% |
27% |
False |
False |
48,326 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
31.5% |
148.4 |
2.2% |
27% |
False |
False |
38,958 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
31.5% |
135.8 |
2.0% |
27% |
False |
False |
32,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,426.8 |
|
2.618 |
7,186.8 |
|
1.618 |
7,039.8 |
|
1.000 |
6,949.0 |
|
0.618 |
6,892.8 |
|
HIGH |
6,802.0 |
|
0.618 |
6,745.8 |
|
0.500 |
6,728.5 |
|
0.382 |
6,711.2 |
|
LOW |
6,655.0 |
|
0.618 |
6,564.2 |
|
1.000 |
6,508.0 |
|
1.618 |
6,417.2 |
|
2.618 |
6,270.2 |
|
4.250 |
6,030.3 |
|
|
| Fisher Pivots for day following 16-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,747.2 |
6,733.4 |
| PP |
6,737.8 |
6,710.3 |
| S1 |
6,728.5 |
6,687.3 |
|