| Trading Metrics calculated at close of trading on 07-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,867.75 |
1,868.00 |
0.25 |
0.0% |
1,780.50 |
| High |
1,891.25 |
1,893.75 |
2.50 |
0.1% |
1,891.25 |
| Low |
1,852.75 |
1,862.75 |
10.00 |
0.5% |
1,767.50 |
| Close |
1,869.75 |
1,865.75 |
-4.00 |
-0.2% |
1,869.75 |
| Range |
38.50 |
31.00 |
-7.50 |
-19.5% |
123.75 |
| ATR |
48.27 |
47.04 |
-1.23 |
-2.6% |
0.00 |
| Volume |
295,361 |
321,637 |
26,276 |
8.9% |
1,687,415 |
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,967.00 |
1,947.50 |
1,882.75 |
|
| R3 |
1,936.00 |
1,916.50 |
1,874.25 |
|
| R2 |
1,905.00 |
1,905.00 |
1,871.50 |
|
| R1 |
1,885.50 |
1,885.50 |
1,868.50 |
1,879.75 |
| PP |
1,874.00 |
1,874.00 |
1,874.00 |
1,871.25 |
| S1 |
1,854.50 |
1,854.50 |
1,863.00 |
1,848.75 |
| S2 |
1,843.00 |
1,843.00 |
1,860.00 |
|
| S3 |
1,812.00 |
1,823.50 |
1,857.25 |
|
| S4 |
1,781.00 |
1,792.50 |
1,848.75 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,214.00 |
2,165.75 |
1,937.75 |
|
| R3 |
2,090.25 |
2,042.00 |
1,903.75 |
|
| R2 |
1,966.50 |
1,966.50 |
1,892.50 |
|
| R1 |
1,918.25 |
1,918.25 |
1,881.00 |
1,942.50 |
| PP |
1,842.75 |
1,842.75 |
1,842.75 |
1,855.00 |
| S1 |
1,794.50 |
1,794.50 |
1,858.50 |
1,818.50 |
| S2 |
1,719.00 |
1,719.00 |
1,847.00 |
|
| S3 |
1,595.25 |
1,670.75 |
1,835.75 |
|
| S4 |
1,471.50 |
1,547.00 |
1,801.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,893.75 |
1,777.25 |
116.50 |
6.2% |
44.25 |
2.4% |
76% |
True |
False |
344,560 |
| 10 |
1,893.75 |
1,767.50 |
126.25 |
6.8% |
39.25 |
2.1% |
78% |
True |
False |
337,315 |
| 20 |
1,893.75 |
1,674.00 |
219.75 |
11.8% |
52.25 |
2.8% |
87% |
True |
False |
333,624 |
| 40 |
1,893.75 |
1,674.00 |
219.75 |
11.8% |
46.00 |
2.5% |
87% |
True |
False |
167,320 |
| 60 |
1,979.25 |
1,674.00 |
305.25 |
16.4% |
50.25 |
2.7% |
63% |
False |
False |
111,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,025.50 |
|
2.618 |
1,975.00 |
|
1.618 |
1,944.00 |
|
1.000 |
1,924.75 |
|
0.618 |
1,913.00 |
|
HIGH |
1,893.75 |
|
0.618 |
1,882.00 |
|
0.500 |
1,878.25 |
|
0.382 |
1,874.50 |
|
LOW |
1,862.75 |
|
0.618 |
1,843.50 |
|
1.000 |
1,831.75 |
|
1.618 |
1,812.50 |
|
2.618 |
1,781.50 |
|
4.250 |
1,731.00 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,878.25 |
1,868.00 |
| PP |
1,874.00 |
1,867.25 |
| S1 |
1,870.00 |
1,866.50 |
|