| Trading Metrics calculated at close of trading on 30-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,099.0 |
6,095.0 |
-4.0 |
-0.1% |
6,083.0 |
| High |
6,144.5 |
6,131.5 |
-13.0 |
-0.2% |
6,123.5 |
| Low |
6,055.5 |
6,041.5 |
-14.0 |
-0.2% |
5,960.5 |
| Close |
6,100.0 |
6,097.0 |
-3.0 |
0.0% |
6,105.5 |
| Range |
89.0 |
90.0 |
1.0 |
1.1% |
163.0 |
| ATR |
104.0 |
103.0 |
-1.0 |
-1.0% |
0.0 |
| Volume |
74,351 |
91,386 |
17,035 |
22.9% |
526,010 |
|
| Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,360.0 |
6,318.5 |
6,146.5 |
|
| R3 |
6,270.0 |
6,228.5 |
6,122.0 |
|
| R2 |
6,180.0 |
6,180.0 |
6,113.5 |
|
| R1 |
6,138.5 |
6,138.5 |
6,105.0 |
6,159.0 |
| PP |
6,090.0 |
6,090.0 |
6,090.0 |
6,100.5 |
| S1 |
6,048.5 |
6,048.5 |
6,089.0 |
6,069.0 |
| S2 |
6,000.0 |
6,000.0 |
6,080.5 |
|
| S3 |
5,910.0 |
5,958.5 |
6,072.0 |
|
| S4 |
5,820.0 |
5,868.5 |
6,047.5 |
|
|
| 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% |
87.5 |
1.4% |
73% |
False |
False |
104,541 |
| 10 |
6,148.0 |
5,960.5 |
187.5 |
3.1% |
91.5 |
1.5% |
73% |
False |
False |
102,263 |
| 20 |
6,148.0 |
5,832.0 |
316.0 |
5.2% |
90.5 |
1.5% |
84% |
False |
False |
100,041 |
| 40 |
6,148.0 |
5,424.5 |
723.5 |
11.9% |
103.0 |
1.7% |
93% |
False |
False |
88,805 |
| 60 |
6,148.0 |
5,424.5 |
723.5 |
11.9% |
102.5 |
1.7% |
93% |
False |
False |
59,346 |
| 80 |
6,431.5 |
5,325.0 |
1,106.5 |
18.1% |
107.5 |
1.8% |
70% |
False |
False |
44,586 |
| 100 |
6,643.5 |
5,325.0 |
1,318.5 |
21.6% |
93.0 |
1.5% |
59% |
False |
False |
35,672 |
| 120 |
6,643.5 |
5,325.0 |
1,318.5 |
21.6% |
79.5 |
1.3% |
59% |
False |
False |
29,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,514.0 |
|
2.618 |
6,367.0 |
|
1.618 |
6,277.0 |
|
1.000 |
6,221.5 |
|
0.618 |
6,187.0 |
|
HIGH |
6,131.5 |
|
0.618 |
6,097.0 |
|
0.500 |
6,086.5 |
|
0.382 |
6,076.0 |
|
LOW |
6,041.5 |
|
0.618 |
5,986.0 |
|
1.000 |
5,951.5 |
|
1.618 |
5,896.0 |
|
2.618 |
5,806.0 |
|
4.250 |
5,659.0 |
|
|
| Fisher Pivots for day following 30-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,093.5 |
6,096.0 |
| PP |
6,090.0 |
6,095.5 |
| S1 |
6,086.5 |
6,095.0 |
|