| Trading Metrics calculated at close of trading on 25-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,815.5 |
6,909.0 |
93.5 |
1.4% |
6,891.0 |
| High |
6,921.0 |
6,995.5 |
74.5 |
1.1% |
6,995.5 |
| Low |
6,763.5 |
6,894.0 |
130.5 |
1.9% |
6,706.5 |
| Close |
6,871.5 |
6,936.5 |
65.0 |
0.9% |
6,936.5 |
| Range |
157.5 |
101.5 |
-56.0 |
-35.6% |
289.0 |
| ATR |
147.6 |
145.9 |
-1.7 |
-1.1% |
0.0 |
| Volume |
196,258 |
144,726 |
-51,532 |
-26.3% |
796,849 |
|
| Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,246.5 |
7,193.0 |
6,992.3 |
|
| R3 |
7,145.0 |
7,091.5 |
6,964.4 |
|
| R2 |
7,043.5 |
7,043.5 |
6,955.1 |
|
| R1 |
6,990.0 |
6,990.0 |
6,945.8 |
7,016.8 |
| PP |
6,942.0 |
6,942.0 |
6,942.0 |
6,955.4 |
| S1 |
6,888.5 |
6,888.5 |
6,927.2 |
6,915.3 |
| S2 |
6,840.5 |
6,840.5 |
6,917.9 |
|
| S3 |
6,739.0 |
6,787.0 |
6,908.6 |
|
| S4 |
6,637.5 |
6,685.5 |
6,880.7 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,746.5 |
7,630.5 |
7,095.5 |
|
| R3 |
7,457.5 |
7,341.5 |
7,016.0 |
|
| R2 |
7,168.5 |
7,168.5 |
6,989.5 |
|
| R1 |
7,052.5 |
7,052.5 |
6,963.0 |
7,110.5 |
| PP |
6,879.5 |
6,879.5 |
6,879.5 |
6,908.5 |
| S1 |
6,763.5 |
6,763.5 |
6,910.0 |
6,821.5 |
| S2 |
6,590.5 |
6,590.5 |
6,883.5 |
|
| S3 |
6,301.5 |
6,474.5 |
6,857.0 |
|
| S4 |
6,012.5 |
6,185.5 |
6,777.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,995.5 |
6,706.5 |
289.0 |
4.2% |
133.9 |
1.9% |
80% |
True |
False |
159,369 |
| 10 |
6,995.5 |
6,572.5 |
423.0 |
6.1% |
123.1 |
1.8% |
86% |
True |
False |
154,741 |
| 20 |
6,995.5 |
6,495.0 |
500.5 |
7.2% |
129.5 |
1.9% |
88% |
True |
False |
154,421 |
| 40 |
7,085.5 |
6,174.0 |
911.5 |
13.1% |
139.1 |
2.0% |
84% |
False |
False |
122,288 |
| 60 |
7,183.5 |
6,174.0 |
1,009.5 |
14.6% |
145.3 |
2.1% |
76% |
False |
False |
81,989 |
| 80 |
8,130.0 |
6,174.0 |
1,956.0 |
28.2% |
160.4 |
2.3% |
39% |
False |
False |
61,677 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
30.6% |
149.3 |
2.2% |
36% |
False |
False |
49,888 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
30.6% |
140.3 |
2.0% |
36% |
False |
False |
41,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,426.9 |
|
2.618 |
7,261.2 |
|
1.618 |
7,159.7 |
|
1.000 |
7,097.0 |
|
0.618 |
7,058.2 |
|
HIGH |
6,995.5 |
|
0.618 |
6,956.7 |
|
0.500 |
6,944.8 |
|
0.382 |
6,932.8 |
|
LOW |
6,894.0 |
|
0.618 |
6,831.3 |
|
1.000 |
6,792.5 |
|
1.618 |
6,729.8 |
|
2.618 |
6,628.3 |
|
4.250 |
6,462.6 |
|
|
| Fisher Pivots for day following 25-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,944.8 |
6,908.0 |
| PP |
6,942.0 |
6,879.5 |
| S1 |
6,939.3 |
6,851.0 |
|