| Trading Metrics calculated at close of trading on 16-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,797.50 |
1,817.00 |
19.50 |
1.1% |
1,868.00 |
| High |
1,809.75 |
1,865.75 |
56.00 |
3.1% |
1,893.75 |
| Low |
1,781.25 |
1,814.50 |
33.25 |
1.9% |
1,799.00 |
| Close |
1,796.75 |
1,862.25 |
65.50 |
3.6% |
1,806.25 |
| Range |
28.50 |
51.25 |
22.75 |
79.8% |
94.75 |
| ATR |
44.27 |
46.04 |
1.77 |
4.0% |
0.00 |
| Volume |
251,452 |
295,909 |
44,457 |
17.7% |
1,510,822 |
|
| Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,001.25 |
1,983.00 |
1,890.50 |
|
| R3 |
1,950.00 |
1,931.75 |
1,876.25 |
|
| R2 |
1,898.75 |
1,898.75 |
1,871.75 |
|
| R1 |
1,880.50 |
1,880.50 |
1,867.00 |
1,889.50 |
| PP |
1,847.50 |
1,847.50 |
1,847.50 |
1,852.00 |
| S1 |
1,829.25 |
1,829.25 |
1,857.50 |
1,838.50 |
| S2 |
1,796.25 |
1,796.25 |
1,852.75 |
|
| S3 |
1,745.00 |
1,778.00 |
1,848.25 |
|
| S4 |
1,693.75 |
1,726.75 |
1,834.00 |
|
|
| 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 |
1,781.25 |
89.00 |
4.8% |
44.00 |
2.4% |
91% |
False |
False |
308,094 |
| 10 |
1,893.75 |
1,781.25 |
112.50 |
6.0% |
39.00 |
2.1% |
72% |
False |
False |
306,992 |
| 20 |
1,893.75 |
1,709.75 |
184.00 |
9.9% |
43.50 |
2.3% |
83% |
False |
False |
349,941 |
| 40 |
1,893.75 |
1,674.00 |
219.75 |
11.8% |
46.00 |
2.5% |
86% |
False |
False |
219,394 |
| 60 |
1,893.75 |
1,674.00 |
219.75 |
11.8% |
47.75 |
2.6% |
86% |
False |
False |
146,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,083.50 |
|
2.618 |
2,000.00 |
|
1.618 |
1,948.75 |
|
1.000 |
1,917.00 |
|
0.618 |
1,897.50 |
|
HIGH |
1,865.75 |
|
0.618 |
1,846.25 |
|
0.500 |
1,840.00 |
|
0.382 |
1,834.00 |
|
LOW |
1,814.50 |
|
0.618 |
1,782.75 |
|
1.000 |
1,763.25 |
|
1.618 |
1,731.50 |
|
2.618 |
1,680.25 |
|
4.250 |
1,596.75 |
|
|
| Fisher Pivots for day following 16-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,855.00 |
1,849.25 |
| PP |
1,847.50 |
1,836.50 |
| S1 |
1,840.00 |
1,823.50 |
|