| Trading Metrics calculated at close of trading on 16-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
5,883.5 |
5,958.5 |
75.0 |
1.3% |
5,990.0 |
| High |
5,954.5 |
6,068.0 |
113.5 |
1.9% |
6,048.0 |
| Low |
5,871.5 |
5,941.5 |
70.0 |
1.2% |
5,874.0 |
| Close |
5,915.0 |
6,057.0 |
142.0 |
2.4% |
5,900.0 |
| Range |
83.0 |
126.5 |
43.5 |
52.4% |
174.0 |
| ATR |
114.5 |
117.2 |
2.8 |
2.4% |
0.0 |
| Volume |
78,115 |
106,857 |
28,742 |
36.8% |
461,842 |
|
| Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,401.5 |
6,356.0 |
6,126.5 |
|
| R3 |
6,275.0 |
6,229.5 |
6,092.0 |
|
| R2 |
6,148.5 |
6,148.5 |
6,080.0 |
|
| R1 |
6,103.0 |
6,103.0 |
6,068.5 |
6,126.0 |
| PP |
6,022.0 |
6,022.0 |
6,022.0 |
6,033.5 |
| S1 |
5,976.5 |
5,976.5 |
6,045.5 |
5,999.0 |
| S2 |
5,895.5 |
5,895.5 |
6,034.0 |
|
| S3 |
5,769.0 |
5,850.0 |
6,022.0 |
|
| S4 |
5,642.5 |
5,723.5 |
5,987.5 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,462.5 |
6,355.5 |
5,995.5 |
|
| R3 |
6,288.5 |
6,181.5 |
5,948.0 |
|
| R2 |
6,114.5 |
6,114.5 |
5,932.0 |
|
| R1 |
6,007.5 |
6,007.5 |
5,916.0 |
5,974.0 |
| PP |
5,940.5 |
5,940.5 |
5,940.5 |
5,924.0 |
| S1 |
5,833.5 |
5,833.5 |
5,884.0 |
5,800.0 |
| S2 |
5,766.5 |
5,766.5 |
5,868.0 |
|
| S3 |
5,592.5 |
5,659.5 |
5,852.0 |
|
| S4 |
5,418.5 |
5,485.5 |
5,804.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,068.0 |
5,832.0 |
236.0 |
3.9% |
109.0 |
1.8% |
95% |
True |
False |
100,893 |
| 10 |
6,068.0 |
5,832.0 |
236.0 |
3.9% |
89.0 |
1.5% |
95% |
True |
False |
97,819 |
| 20 |
6,068.0 |
5,473.0 |
595.0 |
9.8% |
100.0 |
1.7% |
98% |
True |
False |
117,030 |
| 40 |
6,099.5 |
5,424.5 |
675.0 |
11.1% |
103.5 |
1.7% |
94% |
False |
False |
63,393 |
| 60 |
6,099.5 |
5,325.0 |
774.5 |
12.8% |
111.5 |
1.8% |
95% |
False |
False |
42,365 |
| 80 |
6,559.5 |
5,325.0 |
1,234.5 |
20.4% |
102.5 |
1.7% |
59% |
False |
False |
31,805 |
| 100 |
6,643.5 |
5,325.0 |
1,318.5 |
21.8% |
84.5 |
1.4% |
56% |
False |
False |
25,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,605.5 |
|
2.618 |
6,399.0 |
|
1.618 |
6,272.5 |
|
1.000 |
6,194.5 |
|
0.618 |
6,146.0 |
|
HIGH |
6,068.0 |
|
0.618 |
6,019.5 |
|
0.500 |
6,005.0 |
|
0.382 |
5,990.0 |
|
LOW |
5,941.5 |
|
0.618 |
5,863.5 |
|
1.000 |
5,815.0 |
|
1.618 |
5,737.0 |
|
2.618 |
5,610.5 |
|
4.250 |
5,404.0 |
|
|
| Fisher Pivots for day following 16-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,039.5 |
6,021.5 |
| PP |
6,022.0 |
5,985.5 |
| S1 |
6,005.0 |
5,950.0 |
|