| Trading Metrics calculated at close of trading on 28-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,909.0 |
6,973.5 |
64.5 |
0.9% |
6,891.0 |
| High |
6,995.5 |
7,015.0 |
19.5 |
0.3% |
6,995.5 |
| Low |
6,894.0 |
6,955.0 |
61.0 |
0.9% |
6,706.5 |
| Close |
6,936.5 |
6,976.5 |
40.0 |
0.6% |
6,936.5 |
| Range |
101.5 |
60.0 |
-41.5 |
-40.9% |
289.0 |
| ATR |
145.9 |
141.1 |
-4.8 |
-3.3% |
0.0 |
| Volume |
144,726 |
106,169 |
-38,557 |
-26.6% |
796,849 |
|
| Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,162.2 |
7,129.3 |
7,009.5 |
|
| R3 |
7,102.2 |
7,069.3 |
6,993.0 |
|
| R2 |
7,042.2 |
7,042.2 |
6,987.5 |
|
| R1 |
7,009.3 |
7,009.3 |
6,982.0 |
7,025.8 |
| PP |
6,982.2 |
6,982.2 |
6,982.2 |
6,990.4 |
| S1 |
6,949.3 |
6,949.3 |
6,971.0 |
6,965.8 |
| S2 |
6,922.2 |
6,922.2 |
6,965.5 |
|
| S3 |
6,862.2 |
6,889.3 |
6,960.0 |
|
| S4 |
6,802.2 |
6,829.3 |
6,943.5 |
|
|
| 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 |
7,015.0 |
6,706.5 |
308.5 |
4.4% |
125.6 |
1.8% |
88% |
True |
False |
158,339 |
| 10 |
7,015.0 |
6,579.5 |
435.5 |
6.2% |
121.5 |
1.7% |
91% |
True |
False |
152,325 |
| 20 |
7,015.0 |
6,555.5 |
459.5 |
6.6% |
125.2 |
1.8% |
92% |
True |
False |
151,808 |
| 40 |
7,015.0 |
6,174.0 |
841.0 |
12.1% |
137.1 |
2.0% |
95% |
True |
False |
124,932 |
| 60 |
7,183.5 |
6,174.0 |
1,009.5 |
14.5% |
142.1 |
2.0% |
79% |
False |
False |
83,743 |
| 80 |
8,079.5 |
6,174.0 |
1,905.5 |
27.3% |
159.7 |
2.3% |
42% |
False |
False |
62,997 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
30.5% |
149.5 |
2.1% |
38% |
False |
False |
50,947 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
30.5% |
139.8 |
2.0% |
38% |
False |
False |
42,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,270.0 |
|
2.618 |
7,172.1 |
|
1.618 |
7,112.1 |
|
1.000 |
7,075.0 |
|
0.618 |
7,052.1 |
|
HIGH |
7,015.0 |
|
0.618 |
6,992.1 |
|
0.500 |
6,985.0 |
|
0.382 |
6,977.9 |
|
LOW |
6,955.0 |
|
0.618 |
6,917.9 |
|
1.000 |
6,895.0 |
|
1.618 |
6,857.9 |
|
2.618 |
6,797.9 |
|
4.250 |
6,700.0 |
|
|
| Fisher Pivots for day following 28-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,985.0 |
6,947.4 |
| PP |
6,982.2 |
6,918.3 |
| S1 |
6,979.3 |
6,889.3 |
|