| Trading Metrics calculated at close of trading on 03-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,857.50 |
1,860.00 |
2.50 |
0.1% |
1,752.75 |
| High |
1,878.25 |
1,873.75 |
-4.50 |
-0.2% |
1,839.50 |
| Low |
1,843.25 |
1,842.50 |
-0.75 |
0.0% |
1,748.50 |
| Close |
1,862.25 |
1,867.25 |
5.00 |
0.3% |
1,780.00 |
| Range |
35.00 |
31.25 |
-3.75 |
-10.7% |
91.00 |
| ATR |
50.39 |
49.02 |
-1.37 |
-2.7% |
0.00 |
| Volume |
436,927 |
366,927 |
-70,000 |
-16.0% |
1,751,845 |
|
| Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,955.00 |
1,942.25 |
1,884.50 |
|
| R3 |
1,923.75 |
1,911.00 |
1,875.75 |
|
| R2 |
1,892.50 |
1,892.50 |
1,873.00 |
|
| R1 |
1,879.75 |
1,879.75 |
1,870.00 |
1,886.00 |
| PP |
1,861.25 |
1,861.25 |
1,861.25 |
1,864.25 |
| S1 |
1,848.50 |
1,848.50 |
1,864.50 |
1,855.00 |
| S2 |
1,830.00 |
1,830.00 |
1,861.50 |
|
| S3 |
1,798.75 |
1,817.25 |
1,858.75 |
|
| S4 |
1,767.50 |
1,786.00 |
1,850.00 |
|
|
| 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% |
44.25 |
2.4% |
90% |
False |
False |
353,967 |
| 10 |
1,878.25 |
1,709.75 |
168.50 |
9.0% |
45.00 |
2.4% |
93% |
False |
False |
372,236 |
| 20 |
1,878.25 |
1,674.00 |
204.25 |
10.9% |
54.50 |
2.9% |
95% |
False |
False |
303,284 |
| 40 |
1,878.25 |
1,674.00 |
204.25 |
10.9% |
46.75 |
2.5% |
95% |
False |
False |
151,929 |
| 60 |
1,997.50 |
1,674.00 |
323.50 |
17.3% |
50.75 |
2.7% |
60% |
False |
False |
101,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,006.50 |
|
2.618 |
1,955.50 |
|
1.618 |
1,924.25 |
|
1.000 |
1,905.00 |
|
0.618 |
1,893.00 |
|
HIGH |
1,873.75 |
|
0.618 |
1,861.75 |
|
0.500 |
1,858.00 |
|
0.382 |
1,854.50 |
|
LOW |
1,842.50 |
|
0.618 |
1,823.25 |
|
1.000 |
1,811.25 |
|
1.618 |
1,792.00 |
|
2.618 |
1,760.75 |
|
4.250 |
1,709.75 |
|
|
| Fisher Pivots for day following 03-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,864.25 |
1,854.00 |
| PP |
1,861.25 |
1,841.00 |
| S1 |
1,858.00 |
1,827.75 |
|