| Trading Metrics calculated at close of trading on 23-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,842.5 |
6,770.0 |
-72.5 |
-1.1% |
6,615.5 |
| High |
6,871.5 |
6,870.0 |
-1.5 |
0.0% |
6,917.5 |
| Low |
6,726.0 |
6,706.5 |
-19.5 |
-0.3% |
6,572.5 |
| Close |
6,776.5 |
6,851.5 |
75.0 |
1.1% |
6,901.5 |
| Range |
145.5 |
163.5 |
18.0 |
12.4% |
345.0 |
| ATR |
145.6 |
146.9 |
1.3 |
0.9% |
0.0 |
| Volume |
158,783 |
185,763 |
26,980 |
17.0% |
750,561 |
|
| Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,299.8 |
7,239.2 |
6,941.4 |
|
| R3 |
7,136.3 |
7,075.7 |
6,896.5 |
|
| R2 |
6,972.8 |
6,972.8 |
6,881.5 |
|
| R1 |
6,912.2 |
6,912.2 |
6,866.5 |
6,942.5 |
| PP |
6,809.3 |
6,809.3 |
6,809.3 |
6,824.5 |
| S1 |
6,748.7 |
6,748.7 |
6,836.5 |
6,779.0 |
| S2 |
6,645.8 |
6,645.8 |
6,821.5 |
|
| S3 |
6,482.3 |
6,585.2 |
6,806.5 |
|
| S4 |
6,318.8 |
6,421.7 |
6,761.6 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,832.2 |
7,711.8 |
7,091.3 |
|
| R3 |
7,487.2 |
7,366.8 |
6,996.4 |
|
| R2 |
7,142.2 |
7,142.2 |
6,964.8 |
|
| R1 |
7,021.8 |
7,021.8 |
6,933.1 |
7,082.0 |
| PP |
6,797.2 |
6,797.2 |
6,797.2 |
6,827.3 |
| S1 |
6,676.8 |
6,676.8 |
6,869.9 |
6,737.0 |
| S2 |
6,452.2 |
6,452.2 |
6,838.3 |
|
| S3 |
6,107.2 |
6,331.8 |
6,806.6 |
|
| S4 |
5,762.2 |
5,986.8 |
6,711.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,917.5 |
6,706.5 |
211.0 |
3.1% |
128.7 |
1.9% |
69% |
False |
True |
151,170 |
| 10 |
6,917.5 |
6,572.5 |
345.0 |
5.0% |
131.6 |
1.9% |
81% |
False |
False |
157,081 |
| 20 |
6,917.5 |
6,495.0 |
422.5 |
6.2% |
129.7 |
1.9% |
84% |
False |
False |
151,068 |
| 40 |
7,124.0 |
6,174.0 |
950.0 |
13.9% |
138.7 |
2.0% |
71% |
False |
False |
113,794 |
| 60 |
7,183.5 |
6,174.0 |
1,009.5 |
14.7% |
145.0 |
2.1% |
67% |
False |
False |
76,324 |
| 80 |
8,258.0 |
6,174.0 |
2,084.0 |
30.4% |
160.3 |
2.3% |
33% |
False |
False |
57,427 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
31.0% |
149.9 |
2.2% |
32% |
False |
False |
46,491 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
31.0% |
138.8 |
2.0% |
32% |
False |
False |
38,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,564.9 |
|
2.618 |
7,298.0 |
|
1.618 |
7,134.5 |
|
1.000 |
7,033.5 |
|
0.618 |
6,971.0 |
|
HIGH |
6,870.0 |
|
0.618 |
6,807.5 |
|
0.500 |
6,788.3 |
|
0.382 |
6,769.0 |
|
LOW |
6,706.5 |
|
0.618 |
6,605.5 |
|
1.000 |
6,543.0 |
|
1.618 |
6,442.0 |
|
2.618 |
6,278.5 |
|
4.250 |
6,011.6 |
|
|
| Fisher Pivots for day following 23-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,830.4 |
6,836.0 |
| PP |
6,809.3 |
6,820.5 |
| S1 |
6,788.3 |
6,805.0 |
|