| Trading Metrics calculated at close of trading on 07-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
5,929.0 |
5,990.0 |
61.0 |
1.0% |
5,674.0 |
| High |
5,977.0 |
6,048.0 |
71.0 |
1.2% |
5,977.0 |
| Low |
5,905.0 |
5,979.5 |
74.5 |
1.3% |
5,597.5 |
| Close |
5,952.5 |
6,019.0 |
66.5 |
1.1% |
5,952.5 |
| Range |
72.0 |
68.5 |
-3.5 |
-4.9% |
379.5 |
| ATR |
122.4 |
120.4 |
-1.9 |
-1.6% |
0.0 |
| Volume |
93,681 |
88,420 |
-5,261 |
-5.6% |
564,988 |
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,221.0 |
6,188.5 |
6,056.5 |
|
| R3 |
6,152.5 |
6,120.0 |
6,038.0 |
|
| R2 |
6,084.0 |
6,084.0 |
6,031.5 |
|
| R1 |
6,051.5 |
6,051.5 |
6,025.5 |
6,068.0 |
| PP |
6,015.5 |
6,015.5 |
6,015.5 |
6,023.5 |
| S1 |
5,983.0 |
5,983.0 |
6,012.5 |
5,999.0 |
| S2 |
5,947.0 |
5,947.0 |
6,006.5 |
|
| S3 |
5,878.5 |
5,914.5 |
6,000.0 |
|
| S4 |
5,810.0 |
5,846.0 |
5,981.5 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,981.0 |
6,846.0 |
6,161.0 |
|
| R3 |
6,601.5 |
6,466.5 |
6,057.0 |
|
| R2 |
6,222.0 |
6,222.0 |
6,022.0 |
|
| R1 |
6,087.0 |
6,087.0 |
5,987.5 |
6,154.5 |
| PP |
5,842.5 |
5,842.5 |
5,842.5 |
5,876.0 |
| S1 |
5,707.5 |
5,707.5 |
5,917.5 |
5,775.0 |
| S2 |
5,463.0 |
5,463.0 |
5,883.0 |
|
| S3 |
5,083.5 |
5,328.0 |
5,848.0 |
|
| S4 |
4,704.0 |
4,948.5 |
5,744.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,048.0 |
5,680.0 |
368.0 |
6.1% |
103.5 |
1.7% |
92% |
True |
False |
113,249 |
| 10 |
6,048.0 |
5,597.5 |
450.5 |
7.5% |
95.5 |
1.6% |
94% |
True |
False |
112,511 |
| 20 |
6,048.0 |
5,424.5 |
623.5 |
10.4% |
107.0 |
1.8% |
95% |
True |
False |
92,261 |
| 40 |
6,099.5 |
5,424.5 |
675.0 |
11.2% |
105.0 |
1.7% |
88% |
False |
False |
46,447 |
| 60 |
6,263.5 |
5,325.0 |
938.5 |
15.6% |
114.0 |
1.9% |
74% |
False |
False |
31,064 |
| 80 |
6,622.0 |
5,325.0 |
1,297.0 |
21.5% |
95.5 |
1.6% |
54% |
False |
False |
23,319 |
| 100 |
6,643.5 |
5,325.0 |
1,318.5 |
21.9% |
79.5 |
1.3% |
53% |
False |
False |
18,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,339.0 |
|
2.618 |
6,227.5 |
|
1.618 |
6,159.0 |
|
1.000 |
6,116.5 |
|
0.618 |
6,090.5 |
|
HIGH |
6,048.0 |
|
0.618 |
6,022.0 |
|
0.500 |
6,014.0 |
|
0.382 |
6,005.5 |
|
LOW |
5,979.5 |
|
0.618 |
5,937.0 |
|
1.000 |
5,911.0 |
|
1.618 |
5,868.5 |
|
2.618 |
5,800.0 |
|
4.250 |
5,688.5 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,017.0 |
6,001.0 |
| PP |
6,015.5 |
5,982.5 |
| S1 |
6,014.0 |
5,964.0 |
|