| Trading Metrics calculated at close of trading on 02-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2008 |
02-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,785.50 |
1,857.50 |
72.00 |
4.0% |
1,752.75 |
| High |
1,862.25 |
1,878.25 |
16.00 |
0.9% |
1,839.50 |
| Low |
1,777.25 |
1,843.25 |
66.00 |
3.7% |
1,748.50 |
| Close |
1,857.75 |
1,862.25 |
4.50 |
0.2% |
1,780.00 |
| Range |
85.00 |
35.00 |
-50.00 |
-58.8% |
91.00 |
| ATR |
51.57 |
50.39 |
-1.18 |
-2.3% |
0.00 |
| Volume |
301,949 |
436,927 |
134,978 |
44.7% |
1,751,845 |
|
| Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,966.25 |
1,949.25 |
1,881.50 |
|
| R3 |
1,931.25 |
1,914.25 |
1,872.00 |
|
| R2 |
1,896.25 |
1,896.25 |
1,868.75 |
|
| R1 |
1,879.25 |
1,879.25 |
1,865.50 |
1,887.75 |
| PP |
1,861.25 |
1,861.25 |
1,861.25 |
1,865.50 |
| S1 |
1,844.25 |
1,844.25 |
1,859.00 |
1,852.75 |
| S2 |
1,826.25 |
1,826.25 |
1,855.75 |
|
| S3 |
1,791.25 |
1,809.25 |
1,852.50 |
|
| S4 |
1,756.25 |
1,774.25 |
1,843.00 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,062.25 |
2,012.25 |
1,830.00 |
|
| R3 |
1,971.25 |
1,921.25 |
1,805.00 |
|
| R2 |
1,880.25 |
1,880.25 |
1,796.75 |
|
| R1 |
1,830.25 |
1,830.25 |
1,788.25 |
1,855.25 |
| PP |
1,789.25 |
1,789.25 |
1,789.25 |
1,802.00 |
| S1 |
1,739.25 |
1,739.25 |
1,771.75 |
1,764.25 |
| S2 |
1,698.25 |
1,698.25 |
1,763.25 |
|
| S3 |
1,607.25 |
1,648.25 |
1,755.00 |
|
| S4 |
1,516.25 |
1,557.25 |
1,730.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,878.25 |
1,767.50 |
110.75 |
5.9% |
46.25 |
2.5% |
86% |
True |
False |
341,407 |
| 10 |
1,878.25 |
1,709.75 |
168.50 |
9.0% |
48.00 |
2.6% |
91% |
True |
False |
392,890 |
| 20 |
1,878.25 |
1,674.00 |
204.25 |
11.0% |
54.50 |
2.9% |
92% |
True |
False |
284,993 |
| 40 |
1,878.25 |
1,674.00 |
204.25 |
11.0% |
47.50 |
2.6% |
92% |
True |
False |
142,775 |
| 60 |
2,014.50 |
1,674.00 |
340.50 |
18.3% |
51.50 |
2.8% |
55% |
False |
False |
95,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,027.00 |
|
2.618 |
1,970.00 |
|
1.618 |
1,935.00 |
|
1.000 |
1,913.25 |
|
0.618 |
1,900.00 |
|
HIGH |
1,878.25 |
|
0.618 |
1,865.00 |
|
0.500 |
1,860.75 |
|
0.382 |
1,856.50 |
|
LOW |
1,843.25 |
|
0.618 |
1,821.50 |
|
1.000 |
1,808.25 |
|
1.618 |
1,786.50 |
|
2.618 |
1,751.50 |
|
4.250 |
1,694.50 |
|
|
| Fisher Pivots for day following 02-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,861.75 |
1,849.00 |
| PP |
1,861.25 |
1,836.00 |
| S1 |
1,860.75 |
1,823.00 |
|