| Trading Metrics calculated at close of trading on 24-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,895.50 |
1,906.50 |
11.00 |
0.6% |
1,807.00 |
| High |
1,919.25 |
1,949.50 |
30.25 |
1.6% |
1,914.75 |
| Low |
1,889.00 |
1,887.00 |
-2.00 |
-0.1% |
1,781.25 |
| Close |
1,905.50 |
1,920.75 |
15.25 |
0.8% |
1,903.00 |
| Range |
30.25 |
62.50 |
32.25 |
106.6% |
133.50 |
| ATR |
43.32 |
44.69 |
1.37 |
3.2% |
0.00 |
| Volume |
288,111 |
292,852 |
4,741 |
1.6% |
1,635,827 |
|
| Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,106.50 |
2,076.25 |
1,955.00 |
|
| R3 |
2,044.00 |
2,013.75 |
1,938.00 |
|
| R2 |
1,981.50 |
1,981.50 |
1,932.25 |
|
| R1 |
1,951.25 |
1,951.25 |
1,926.50 |
1,966.50 |
| PP |
1,919.00 |
1,919.00 |
1,919.00 |
1,926.75 |
| S1 |
1,888.75 |
1,888.75 |
1,915.00 |
1,904.00 |
| S2 |
1,856.50 |
1,856.50 |
1,909.25 |
|
| S3 |
1,794.00 |
1,826.25 |
1,903.50 |
|
| S4 |
1,731.50 |
1,763.75 |
1,886.50 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,266.75 |
2,218.50 |
1,976.50 |
|
| R3 |
2,133.25 |
2,085.00 |
1,939.75 |
|
| R2 |
1,999.75 |
1,999.75 |
1,927.50 |
|
| R1 |
1,951.50 |
1,951.50 |
1,915.25 |
1,975.50 |
| PP |
1,866.25 |
1,866.25 |
1,866.25 |
1,878.50 |
| S1 |
1,818.00 |
1,818.00 |
1,890.75 |
1,842.00 |
| S2 |
1,732.75 |
1,732.75 |
1,878.50 |
|
| S3 |
1,599.25 |
1,684.50 |
1,866.25 |
|
| S4 |
1,465.75 |
1,551.00 |
1,829.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,949.50 |
1,870.50 |
79.00 |
4.1% |
42.00 |
2.2% |
64% |
True |
False |
298,289 |
| 10 |
1,949.50 |
1,781.25 |
168.25 |
8.8% |
42.00 |
2.2% |
83% |
True |
False |
310,564 |
| 20 |
1,949.50 |
1,767.50 |
182.00 |
9.5% |
41.25 |
2.2% |
84% |
True |
False |
318,698 |
| 40 |
1,949.50 |
1,674.00 |
275.50 |
14.3% |
46.75 |
2.4% |
90% |
True |
False |
266,883 |
| 60 |
1,949.50 |
1,674.00 |
275.50 |
14.3% |
46.00 |
2.4% |
90% |
True |
False |
178,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,215.00 |
|
2.618 |
2,113.00 |
|
1.618 |
2,050.50 |
|
1.000 |
2,012.00 |
|
0.618 |
1,988.00 |
|
HIGH |
1,949.50 |
|
0.618 |
1,925.50 |
|
0.500 |
1,918.25 |
|
0.382 |
1,911.00 |
|
LOW |
1,887.00 |
|
0.618 |
1,848.50 |
|
1.000 |
1,824.50 |
|
1.618 |
1,786.00 |
|
2.618 |
1,723.50 |
|
4.250 |
1,621.50 |
|
|
| Fisher Pivots for day following 24-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,920.00 |
1,917.50 |
| PP |
1,919.00 |
1,914.25 |
| S1 |
1,918.25 |
1,911.00 |
|