| Trading Metrics calculated at close of trading on 28-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,100.0 |
6,133.0 |
33.0 |
0.5% |
6,083.0 |
| High |
6,123.5 |
6,148.0 |
24.5 |
0.4% |
6,123.5 |
| Low |
6,057.0 |
6,096.0 |
39.0 |
0.6% |
5,960.5 |
| Close |
6,105.5 |
6,109.0 |
3.5 |
0.1% |
6,105.5 |
| Range |
66.5 |
52.0 |
-14.5 |
-21.8% |
163.0 |
| ATR |
109.2 |
105.2 |
-4.1 |
-3.7% |
0.0 |
| Volume |
138,335 |
108,777 |
-29,558 |
-21.4% |
526,010 |
|
| Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,273.5 |
6,243.5 |
6,137.5 |
|
| R3 |
6,221.5 |
6,191.5 |
6,123.5 |
|
| R2 |
6,169.5 |
6,169.5 |
6,118.5 |
|
| R1 |
6,139.5 |
6,139.5 |
6,114.0 |
6,128.5 |
| PP |
6,117.5 |
6,117.5 |
6,117.5 |
6,112.0 |
| S1 |
6,087.5 |
6,087.5 |
6,104.0 |
6,076.5 |
| S2 |
6,065.5 |
6,065.5 |
6,099.5 |
|
| S3 |
6,013.5 |
6,035.5 |
6,094.5 |
|
| S4 |
5,961.5 |
5,983.5 |
6,080.5 |
|
|
| 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 |
6,148.0 |
5,960.5 |
187.5 |
3.1% |
89.0 |
1.5% |
79% |
True |
False |
104,416 |
| 10 |
6,148.0 |
5,871.5 |
276.5 |
4.5% |
94.5 |
1.6% |
86% |
True |
False |
104,186 |
| 20 |
6,148.0 |
5,680.0 |
468.0 |
7.7% |
97.0 |
1.6% |
92% |
True |
False |
105,105 |
| 40 |
6,148.0 |
5,424.5 |
723.5 |
11.8% |
103.5 |
1.7% |
95% |
True |
False |
84,676 |
| 60 |
6,148.0 |
5,424.5 |
723.5 |
11.8% |
101.0 |
1.7% |
95% |
True |
False |
56,585 |
| 80 |
6,559.5 |
5,325.0 |
1,234.5 |
20.2% |
108.5 |
1.8% |
64% |
False |
False |
42,515 |
| 100 |
6,643.5 |
5,325.0 |
1,318.5 |
21.6% |
91.0 |
1.5% |
59% |
False |
False |
34,019 |
| 120 |
6,643.5 |
5,325.0 |
1,318.5 |
21.6% |
78.0 |
1.3% |
59% |
False |
False |
28,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,369.0 |
|
2.618 |
6,284.0 |
|
1.618 |
6,232.0 |
|
1.000 |
6,200.0 |
|
0.618 |
6,180.0 |
|
HIGH |
6,148.0 |
|
0.618 |
6,128.0 |
|
0.500 |
6,122.0 |
|
0.382 |
6,116.0 |
|
LOW |
6,096.0 |
|
0.618 |
6,064.0 |
|
1.000 |
6,044.0 |
|
1.618 |
6,012.0 |
|
2.618 |
5,960.0 |
|
4.250 |
5,875.0 |
|
|
| Fisher Pivots for day following 28-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,122.0 |
6,091.0 |
| PP |
6,117.5 |
6,072.5 |
| S1 |
6,113.5 |
6,054.0 |
|