| Trading Metrics calculated at close of trading on 17-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,702.0 |
6,793.5 |
91.5 |
1.4% |
6,853.0 |
| High |
6,802.0 |
6,799.5 |
-2.5 |
0.0% |
6,909.5 |
| Low |
6,655.0 |
6,719.0 |
64.0 |
1.0% |
6,607.0 |
| Close |
6,756.5 |
6,739.5 |
-17.0 |
-0.3% |
6,661.5 |
| Range |
147.0 |
80.5 |
-66.5 |
-45.2% |
302.5 |
| ATR |
151.8 |
146.7 |
-5.1 |
-3.4% |
0.0 |
| Volume |
163,982 |
148,230 |
-15,752 |
-9.6% |
725,407 |
|
| Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,994.2 |
6,947.3 |
6,783.8 |
|
| R3 |
6,913.7 |
6,866.8 |
6,761.6 |
|
| R2 |
6,833.2 |
6,833.2 |
6,754.3 |
|
| R1 |
6,786.3 |
6,786.3 |
6,746.9 |
6,769.5 |
| PP |
6,752.7 |
6,752.7 |
6,752.7 |
6,744.3 |
| S1 |
6,705.8 |
6,705.8 |
6,732.1 |
6,689.0 |
| S2 |
6,672.2 |
6,672.2 |
6,724.7 |
|
| S3 |
6,591.7 |
6,625.3 |
6,717.4 |
|
| S4 |
6,511.2 |
6,544.8 |
6,695.2 |
|
|
| 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% |
126.3 |
1.9% |
65% |
False |
False |
156,450 |
| 10 |
6,909.5 |
6,572.5 |
337.0 |
5.0% |
112.1 |
1.7% |
50% |
False |
False |
146,648 |
| 20 |
6,909.5 |
6,280.5 |
629.0 |
9.3% |
123.3 |
1.8% |
73% |
False |
False |
151,628 |
| 40 |
7,124.0 |
6,174.0 |
950.0 |
14.1% |
138.0 |
2.0% |
60% |
False |
False |
98,704 |
| 60 |
7,183.5 |
6,174.0 |
1,009.5 |
15.0% |
157.5 |
2.3% |
56% |
False |
False |
66,252 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
31.5% |
158.6 |
2.4% |
27% |
False |
False |
50,102 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
31.5% |
148.4 |
2.2% |
27% |
False |
False |
40,434 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
31.5% |
136.1 |
2.0% |
27% |
False |
False |
33,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,141.6 |
|
2.618 |
7,010.2 |
|
1.618 |
6,929.7 |
|
1.000 |
6,880.0 |
|
0.618 |
6,849.2 |
|
HIGH |
6,799.5 |
|
0.618 |
6,768.7 |
|
0.500 |
6,759.3 |
|
0.382 |
6,749.8 |
|
LOW |
6,719.0 |
|
0.618 |
6,669.3 |
|
1.000 |
6,638.5 |
|
1.618 |
6,588.8 |
|
2.618 |
6,508.3 |
|
4.250 |
6,376.9 |
|
|
| Fisher Pivots for day following 17-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,759.3 |
6,723.3 |
| PP |
6,752.7 |
6,707.0 |
| S1 |
6,746.1 |
6,690.8 |
|