| Trading Metrics calculated at close of trading on 24-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,770.0 |
6,815.5 |
45.5 |
0.7% |
6,615.5 |
| High |
6,870.0 |
6,921.0 |
51.0 |
0.7% |
6,917.5 |
| Low |
6,706.5 |
6,763.5 |
57.0 |
0.8% |
6,572.5 |
| Close |
6,851.5 |
6,871.5 |
20.0 |
0.3% |
6,901.5 |
| Range |
163.5 |
157.5 |
-6.0 |
-3.7% |
345.0 |
| ATR |
146.9 |
147.6 |
0.8 |
0.5% |
0.0 |
| Volume |
185,763 |
196,258 |
10,495 |
5.6% |
750,561 |
|
| Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,324.5 |
7,255.5 |
6,958.1 |
|
| R3 |
7,167.0 |
7,098.0 |
6,914.8 |
|
| R2 |
7,009.5 |
7,009.5 |
6,900.4 |
|
| R1 |
6,940.5 |
6,940.5 |
6,885.9 |
6,975.0 |
| PP |
6,852.0 |
6,852.0 |
6,852.0 |
6,869.3 |
| S1 |
6,783.0 |
6,783.0 |
6,857.1 |
6,817.5 |
| S2 |
6,694.5 |
6,694.5 |
6,842.6 |
|
| S3 |
6,537.0 |
6,625.5 |
6,828.2 |
|
| S4 |
6,379.5 |
6,468.0 |
6,784.9 |
|
|
| 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 |
6,921.0 |
6,706.5 |
214.5 |
3.1% |
144.1 |
2.1% |
77% |
True |
False |
160,775 |
| 10 |
6,921.0 |
6,572.5 |
348.5 |
5.1% |
135.2 |
2.0% |
86% |
True |
False |
158,613 |
| 20 |
6,921.0 |
6,495.0 |
426.0 |
6.2% |
130.3 |
1.9% |
88% |
True |
False |
152,908 |
| 40 |
7,112.0 |
6,174.0 |
938.0 |
13.7% |
139.9 |
2.0% |
74% |
False |
False |
118,687 |
| 60 |
7,183.5 |
6,174.0 |
1,009.5 |
14.7% |
146.1 |
2.1% |
69% |
False |
False |
79,585 |
| 80 |
8,258.0 |
6,174.0 |
2,084.0 |
30.3% |
161.4 |
2.3% |
33% |
False |
False |
59,874 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
30.9% |
150.5 |
2.2% |
33% |
False |
False |
48,447 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
30.9% |
139.8 |
2.0% |
33% |
False |
False |
40,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,590.4 |
|
2.618 |
7,333.3 |
|
1.618 |
7,175.8 |
|
1.000 |
7,078.5 |
|
0.618 |
7,018.3 |
|
HIGH |
6,921.0 |
|
0.618 |
6,860.8 |
|
0.500 |
6,842.3 |
|
0.382 |
6,823.7 |
|
LOW |
6,763.5 |
|
0.618 |
6,666.2 |
|
1.000 |
6,606.0 |
|
1.618 |
6,508.7 |
|
2.618 |
6,351.2 |
|
4.250 |
6,094.1 |
|
|
| Fisher Pivots for day following 24-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,861.8 |
6,852.3 |
| PP |
6,852.0 |
6,833.0 |
| S1 |
6,842.3 |
6,813.8 |
|