| Trading Metrics calculated at close of trading on 09-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2008 |
09-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,005.0 |
5,970.5 |
-34.5 |
-0.6% |
5,674.0 |
| High |
6,009.0 |
6,032.0 |
23.0 |
0.4% |
5,977.0 |
| Low |
5,954.5 |
5,950.0 |
-4.5 |
-0.1% |
5,597.5 |
| Close |
5,984.0 |
5,993.5 |
9.5 |
0.2% |
5,952.5 |
| Range |
54.5 |
82.0 |
27.5 |
50.5% |
379.5 |
| ATR |
116.4 |
114.0 |
-2.5 |
-2.1% |
0.0 |
| Volume |
90,842 |
83,665 |
-7,177 |
-7.9% |
564,988 |
|
| Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,238.0 |
6,197.5 |
6,038.5 |
|
| R3 |
6,156.0 |
6,115.5 |
6,016.0 |
|
| R2 |
6,074.0 |
6,074.0 |
6,008.5 |
|
| R1 |
6,033.5 |
6,033.5 |
6,001.0 |
6,054.0 |
| PP |
5,992.0 |
5,992.0 |
5,992.0 |
6,002.0 |
| S1 |
5,951.5 |
5,951.5 |
5,986.0 |
5,972.0 |
| S2 |
5,910.0 |
5,910.0 |
5,978.5 |
|
| S3 |
5,828.0 |
5,869.5 |
5,971.0 |
|
| S4 |
5,746.0 |
5,787.5 |
5,948.5 |
|
|
| 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 |
5,880.5 |
167.5 |
2.8% |
69.5 |
1.2% |
67% |
False |
False |
94,745 |
| 10 |
6,048.0 |
5,597.5 |
450.5 |
7.5% |
96.0 |
1.6% |
88% |
False |
False |
102,797 |
| 20 |
6,048.0 |
5,424.5 |
623.5 |
10.4% |
104.5 |
1.7% |
91% |
False |
False |
100,631 |
| 40 |
6,099.5 |
5,424.5 |
675.0 |
11.3% |
104.5 |
1.7% |
84% |
False |
False |
50,806 |
| 60 |
6,201.5 |
5,325.0 |
876.5 |
14.6% |
114.0 |
1.9% |
76% |
False |
False |
33,966 |
| 80 |
6,559.5 |
5,325.0 |
1,234.5 |
20.6% |
97.0 |
1.6% |
54% |
False |
False |
25,501 |
| 100 |
6,643.5 |
5,325.0 |
1,318.5 |
22.0% |
81.0 |
1.4% |
51% |
False |
False |
20,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,380.5 |
|
2.618 |
6,246.5 |
|
1.618 |
6,164.5 |
|
1.000 |
6,114.0 |
|
0.618 |
6,082.5 |
|
HIGH |
6,032.0 |
|
0.618 |
6,000.5 |
|
0.500 |
5,991.0 |
|
0.382 |
5,981.5 |
|
LOW |
5,950.0 |
|
0.618 |
5,899.5 |
|
1.000 |
5,868.0 |
|
1.618 |
5,817.5 |
|
2.618 |
5,735.5 |
|
4.250 |
5,601.5 |
|
|
| Fisher Pivots for day following 09-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,992.5 |
5,999.0 |
| PP |
5,992.0 |
5,997.0 |
| S1 |
5,991.0 |
5,995.5 |
|