| Trading Metrics calculated at close of trading on 14-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,858.00 |
1,807.00 |
-51.00 |
-2.7% |
1,868.00 |
| High |
1,869.75 |
1,814.00 |
-55.75 |
-3.0% |
1,893.75 |
| Low |
1,799.00 |
1,791.50 |
-7.50 |
-0.4% |
1,799.00 |
| Close |
1,806.25 |
1,796.25 |
-10.00 |
-0.6% |
1,806.25 |
| Range |
70.75 |
22.50 |
-48.25 |
-68.2% |
94.75 |
| ATR |
47.26 |
45.49 |
-1.77 |
-3.7% |
0.00 |
| Volume |
307,696 |
349,457 |
41,761 |
13.6% |
1,510,822 |
|
| Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,868.00 |
1,854.75 |
1,808.50 |
|
| R3 |
1,845.50 |
1,832.25 |
1,802.50 |
|
| R2 |
1,823.00 |
1,823.00 |
1,800.50 |
|
| R1 |
1,809.75 |
1,809.75 |
1,798.25 |
1,805.00 |
| PP |
1,800.50 |
1,800.50 |
1,800.50 |
1,798.25 |
| S1 |
1,787.25 |
1,787.25 |
1,794.25 |
1,782.50 |
| S2 |
1,778.00 |
1,778.00 |
1,792.00 |
|
| S3 |
1,755.50 |
1,764.75 |
1,790.00 |
|
| S4 |
1,733.00 |
1,742.25 |
1,784.00 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,117.25 |
2,056.50 |
1,858.25 |
|
| R3 |
2,022.50 |
1,961.75 |
1,832.25 |
|
| R2 |
1,927.75 |
1,927.75 |
1,823.50 |
|
| R1 |
1,867.00 |
1,867.00 |
1,815.00 |
1,850.00 |
| PP |
1,833.00 |
1,833.00 |
1,833.00 |
1,824.50 |
| S1 |
1,772.25 |
1,772.25 |
1,797.50 |
1,755.25 |
| S2 |
1,738.25 |
1,738.25 |
1,789.00 |
|
| S3 |
1,643.50 |
1,677.50 |
1,780.25 |
|
| S4 |
1,548.75 |
1,582.75 |
1,754.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,870.25 |
1,791.50 |
78.75 |
4.4% |
41.75 |
2.3% |
6% |
False |
True |
307,728 |
| 10 |
1,893.75 |
1,777.25 |
116.50 |
6.5% |
43.00 |
2.4% |
16% |
False |
False |
326,144 |
| 20 |
1,893.75 |
1,674.00 |
219.75 |
12.2% |
47.50 |
2.6% |
56% |
False |
False |
385,540 |
| 40 |
1,893.75 |
1,674.00 |
219.75 |
12.2% |
46.25 |
2.6% |
56% |
False |
False |
205,744 |
| 60 |
1,899.75 |
1,674.00 |
225.75 |
12.6% |
49.00 |
2.7% |
54% |
False |
False |
137,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,909.50 |
|
2.618 |
1,873.00 |
|
1.618 |
1,850.50 |
|
1.000 |
1,836.50 |
|
0.618 |
1,828.00 |
|
HIGH |
1,814.00 |
|
0.618 |
1,805.50 |
|
0.500 |
1,802.75 |
|
0.382 |
1,800.00 |
|
LOW |
1,791.50 |
|
0.618 |
1,777.50 |
|
1.000 |
1,769.00 |
|
1.618 |
1,755.00 |
|
2.618 |
1,732.50 |
|
4.250 |
1,696.00 |
|
|
| Fisher Pivots for day following 14-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,802.75 |
1,831.00 |
| PP |
1,800.50 |
1,819.25 |
| S1 |
1,798.50 |
1,807.75 |
|