| Trading Metrics calculated at close of trading on 25-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,079.0 |
6,100.0 |
21.0 |
0.3% |
6,083.0 |
| High |
6,099.5 |
6,123.5 |
24.0 |
0.4% |
6,123.5 |
| Low |
5,960.5 |
6,057.0 |
96.5 |
1.6% |
5,960.5 |
| Close |
6,056.5 |
6,105.5 |
49.0 |
0.8% |
6,105.5 |
| Range |
139.0 |
66.5 |
-72.5 |
-52.2% |
163.0 |
| ATR |
112.5 |
109.2 |
-3.2 |
-2.9% |
0.0 |
| Volume |
109,860 |
138,335 |
28,475 |
25.9% |
526,010 |
|
| Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,295.0 |
6,266.5 |
6,142.0 |
|
| R3 |
6,228.5 |
6,200.0 |
6,124.0 |
|
| R2 |
6,162.0 |
6,162.0 |
6,117.5 |
|
| R1 |
6,133.5 |
6,133.5 |
6,111.5 |
6,148.0 |
| PP |
6,095.5 |
6,095.5 |
6,095.5 |
6,102.5 |
| S1 |
6,067.0 |
6,067.0 |
6,099.5 |
6,081.0 |
| S2 |
6,029.0 |
6,029.0 |
6,093.5 |
|
| S3 |
5,962.5 |
6,000.5 |
6,087.0 |
|
| S4 |
5,896.0 |
5,934.0 |
6,069.0 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,552.0 |
6,492.0 |
6,195.0 |
|
| R3 |
6,389.0 |
6,329.0 |
6,150.5 |
|
| R2 |
6,226.0 |
6,226.0 |
6,135.5 |
|
| R1 |
6,166.0 |
6,166.0 |
6,120.5 |
6,196.0 |
| PP |
6,063.0 |
6,063.0 |
6,063.0 |
6,078.0 |
| S1 |
6,003.0 |
6,003.0 |
6,090.5 |
6,033.0 |
| S2 |
5,900.0 |
5,900.0 |
6,075.5 |
|
| S3 |
5,737.0 |
5,840.0 |
6,060.5 |
|
| S4 |
5,574.0 |
5,677.0 |
6,016.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,123.5 |
5,960.5 |
163.0 |
2.7% |
92.0 |
1.5% |
89% |
True |
False |
105,202 |
| 10 |
6,123.5 |
5,832.0 |
291.5 |
4.8% |
95.0 |
1.6% |
94% |
True |
False |
105,367 |
| 20 |
6,123.5 |
5,597.5 |
526.0 |
8.6% |
101.5 |
1.7% |
97% |
True |
False |
104,025 |
| 40 |
6,123.5 |
5,424.5 |
699.0 |
11.4% |
105.5 |
1.7% |
97% |
True |
False |
81,971 |
| 60 |
6,123.5 |
5,424.5 |
699.0 |
11.4% |
103.0 |
1.7% |
97% |
True |
False |
54,777 |
| 80 |
6,559.5 |
5,325.0 |
1,234.5 |
20.2% |
108.5 |
1.8% |
63% |
False |
False |
41,156 |
| 100 |
6,643.5 |
5,325.0 |
1,318.5 |
21.6% |
91.0 |
1.5% |
59% |
False |
False |
32,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,406.0 |
|
2.618 |
6,297.5 |
|
1.618 |
6,231.0 |
|
1.000 |
6,190.0 |
|
0.618 |
6,164.5 |
|
HIGH |
6,123.5 |
|
0.618 |
6,098.0 |
|
0.500 |
6,090.0 |
|
0.382 |
6,082.5 |
|
LOW |
6,057.0 |
|
0.618 |
6,016.0 |
|
1.000 |
5,990.5 |
|
1.618 |
5,949.5 |
|
2.618 |
5,883.0 |
|
4.250 |
5,774.5 |
|
|
| Fisher Pivots for day following 25-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,100.5 |
6,084.5 |
| PP |
6,095.5 |
6,063.0 |
| S1 |
6,090.0 |
6,042.0 |
|