| Trading Metrics calculated at close of trading on 29-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,973.5 |
6,981.0 |
7.5 |
0.1% |
6,891.0 |
| High |
7,015.0 |
6,981.0 |
-34.0 |
-0.5% |
6,995.5 |
| Low |
6,955.0 |
6,902.5 |
-52.5 |
-0.8% |
6,706.5 |
| Close |
6,976.5 |
6,925.5 |
-51.0 |
-0.7% |
6,936.5 |
| Range |
60.0 |
78.5 |
18.5 |
30.8% |
289.0 |
| ATR |
141.1 |
136.6 |
-4.5 |
-3.2% |
0.0 |
| Volume |
106,169 |
115,330 |
9,161 |
8.6% |
796,849 |
|
| Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,171.8 |
7,127.2 |
6,968.7 |
|
| R3 |
7,093.3 |
7,048.7 |
6,947.1 |
|
| R2 |
7,014.8 |
7,014.8 |
6,939.9 |
|
| R1 |
6,970.2 |
6,970.2 |
6,932.7 |
6,953.3 |
| PP |
6,936.3 |
6,936.3 |
6,936.3 |
6,927.9 |
| S1 |
6,891.7 |
6,891.7 |
6,918.3 |
6,874.8 |
| S2 |
6,857.8 |
6,857.8 |
6,911.1 |
|
| S3 |
6,779.3 |
6,813.2 |
6,903.9 |
|
| S4 |
6,700.8 |
6,734.7 |
6,882.3 |
|
|
| 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 |
4.5% |
112.2 |
1.6% |
71% |
False |
False |
149,649 |
| 10 |
7,015.0 |
6,655.0 |
360.0 |
5.2% |
118.8 |
1.7% |
75% |
False |
False |
148,231 |
| 20 |
7,015.0 |
6,572.5 |
442.5 |
6.4% |
113.6 |
1.6% |
80% |
False |
False |
147,589 |
| 40 |
7,015.0 |
6,174.0 |
841.0 |
12.1% |
134.3 |
1.9% |
89% |
False |
False |
127,791 |
| 60 |
7,183.5 |
6,174.0 |
1,009.5 |
14.6% |
141.3 |
2.0% |
74% |
False |
False |
85,653 |
| 80 |
8,079.5 |
6,174.0 |
1,905.5 |
27.5% |
158.8 |
2.3% |
39% |
False |
False |
64,432 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
30.7% |
149.6 |
2.2% |
35% |
False |
False |
52,100 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
30.7% |
140.0 |
2.0% |
35% |
False |
False |
43,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,314.6 |
|
2.618 |
7,186.5 |
|
1.618 |
7,108.0 |
|
1.000 |
7,059.5 |
|
0.618 |
7,029.5 |
|
HIGH |
6,981.0 |
|
0.618 |
6,951.0 |
|
0.500 |
6,941.8 |
|
0.382 |
6,932.5 |
|
LOW |
6,902.5 |
|
0.618 |
6,854.0 |
|
1.000 |
6,824.0 |
|
1.618 |
6,775.5 |
|
2.618 |
6,697.0 |
|
4.250 |
6,568.9 |
|
|
| Fisher Pivots for day following 29-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,941.8 |
6,954.5 |
| PP |
6,936.3 |
6,944.8 |
| S1 |
6,930.9 |
6,935.2 |
|