| Trading Metrics calculated at close of trading on 29-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,133.0 |
6,099.0 |
-34.0 |
-0.6% |
6,083.0 |
| High |
6,148.0 |
6,144.5 |
-3.5 |
-0.1% |
6,123.5 |
| Low |
6,096.0 |
6,055.5 |
-40.5 |
-0.7% |
5,960.5 |
| Close |
6,109.0 |
6,100.0 |
-9.0 |
-0.1% |
6,105.5 |
| Range |
52.0 |
89.0 |
37.0 |
71.2% |
163.0 |
| ATR |
105.2 |
104.0 |
-1.2 |
-1.1% |
0.0 |
| Volume |
108,777 |
74,351 |
-34,426 |
-31.6% |
526,010 |
|
| Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,367.0 |
6,322.5 |
6,149.0 |
|
| R3 |
6,278.0 |
6,233.5 |
6,124.5 |
|
| R2 |
6,189.0 |
6,189.0 |
6,116.5 |
|
| R1 |
6,144.5 |
6,144.5 |
6,108.0 |
6,167.0 |
| PP |
6,100.0 |
6,100.0 |
6,100.0 |
6,111.0 |
| S1 |
6,055.5 |
6,055.5 |
6,092.0 |
6,078.0 |
| S2 |
6,011.0 |
6,011.0 |
6,083.5 |
|
| S3 |
5,922.0 |
5,966.5 |
6,075.5 |
|
| S4 |
5,833.0 |
5,877.5 |
6,051.0 |
|
|
| 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 |
6,148.0 |
5,960.5 |
187.5 |
3.1% |
93.0 |
1.5% |
74% |
False |
False |
104,059 |
| 10 |
6,148.0 |
5,941.5 |
206.5 |
3.4% |
95.5 |
1.6% |
77% |
False |
False |
103,810 |
| 20 |
6,148.0 |
5,832.0 |
316.0 |
5.2% |
91.0 |
1.5% |
85% |
False |
False |
102,042 |
| 40 |
6,148.0 |
5,424.5 |
723.5 |
11.9% |
103.0 |
1.7% |
93% |
False |
False |
86,528 |
| 60 |
6,148.0 |
5,424.5 |
723.5 |
11.9% |
101.5 |
1.7% |
93% |
False |
False |
57,824 |
| 80 |
6,431.5 |
5,325.0 |
1,106.5 |
18.1% |
107.5 |
1.8% |
70% |
False |
False |
43,444 |
| 100 |
6,643.5 |
5,325.0 |
1,318.5 |
21.6% |
92.0 |
1.5% |
59% |
False |
False |
34,762 |
| 120 |
6,643.5 |
5,325.0 |
1,318.5 |
21.6% |
79.0 |
1.3% |
59% |
False |
False |
28,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,523.0 |
|
2.618 |
6,377.5 |
|
1.618 |
6,288.5 |
|
1.000 |
6,233.5 |
|
0.618 |
6,199.5 |
|
HIGH |
6,144.5 |
|
0.618 |
6,110.5 |
|
0.500 |
6,100.0 |
|
0.382 |
6,089.5 |
|
LOW |
6,055.5 |
|
0.618 |
6,000.5 |
|
1.000 |
5,966.5 |
|
1.618 |
5,911.5 |
|
2.618 |
5,822.5 |
|
4.250 |
5,677.0 |
|
|
| Fisher Pivots for day following 29-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,100.0 |
6,102.0 |
| PP |
6,100.0 |
6,101.0 |
| S1 |
6,100.0 |
6,100.5 |
|