| Trading Metrics calculated at close of trading on 25-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,906.50 |
1,920.00 |
13.50 |
0.7% |
1,903.00 |
| High |
1,949.50 |
1,933.75 |
-15.75 |
-0.8% |
1,949.50 |
| Low |
1,887.00 |
1,898.75 |
11.75 |
0.6% |
1,872.75 |
| Close |
1,920.75 |
1,921.00 |
0.25 |
0.0% |
1,921.00 |
| Range |
62.50 |
35.00 |
-27.50 |
-44.0% |
76.75 |
| ATR |
44.69 |
44.00 |
-0.69 |
-1.5% |
0.00 |
| Volume |
292,852 |
421,390 |
128,538 |
43.9% |
1,583,514 |
|
| Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,022.75 |
2,007.00 |
1,940.25 |
|
| R3 |
1,987.75 |
1,972.00 |
1,930.50 |
|
| R2 |
1,952.75 |
1,952.75 |
1,927.50 |
|
| R1 |
1,937.00 |
1,937.00 |
1,924.25 |
1,945.00 |
| PP |
1,917.75 |
1,917.75 |
1,917.75 |
1,921.75 |
| S1 |
1,902.00 |
1,902.00 |
1,917.75 |
1,910.00 |
| S2 |
1,882.75 |
1,882.75 |
1,914.50 |
|
| S3 |
1,847.75 |
1,867.00 |
1,911.50 |
|
| S4 |
1,812.75 |
1,832.00 |
1,901.75 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,144.75 |
2,109.50 |
1,963.25 |
|
| R3 |
2,068.00 |
2,032.75 |
1,942.00 |
|
| R2 |
1,991.25 |
1,991.25 |
1,935.00 |
|
| R1 |
1,956.00 |
1,956.00 |
1,928.00 |
1,973.50 |
| PP |
1,914.50 |
1,914.50 |
1,914.50 |
1,923.25 |
| S1 |
1,879.25 |
1,879.25 |
1,914.00 |
1,897.00 |
| S2 |
1,837.75 |
1,837.75 |
1,907.00 |
|
| S3 |
1,761.00 |
1,802.50 |
1,900.00 |
|
| S4 |
1,684.25 |
1,725.75 |
1,878.75 |
|
|
| 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 |
1,872.75 |
76.75 |
4.0% |
40.00 |
2.1% |
63% |
False |
False |
316,702 |
| 10 |
1,949.50 |
1,781.25 |
168.25 |
8.8% |
38.50 |
2.0% |
83% |
False |
False |
321,934 |
| 20 |
1,949.50 |
1,767.50 |
182.00 |
9.5% |
41.00 |
2.1% |
84% |
False |
False |
320,878 |
| 40 |
1,949.50 |
1,674.00 |
275.50 |
14.3% |
46.75 |
2.4% |
90% |
False |
False |
277,373 |
| 60 |
1,949.50 |
1,674.00 |
275.50 |
14.3% |
45.25 |
2.4% |
90% |
False |
False |
185,064 |
| 80 |
2,100.00 |
1,674.00 |
426.00 |
22.2% |
49.25 |
2.6% |
58% |
False |
False |
138,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,082.50 |
|
2.618 |
2,025.50 |
|
1.618 |
1,990.50 |
|
1.000 |
1,968.75 |
|
0.618 |
1,955.50 |
|
HIGH |
1,933.75 |
|
0.618 |
1,920.50 |
|
0.500 |
1,916.25 |
|
0.382 |
1,912.00 |
|
LOW |
1,898.75 |
|
0.618 |
1,877.00 |
|
1.000 |
1,863.75 |
|
1.618 |
1,842.00 |
|
2.618 |
1,807.00 |
|
4.250 |
1,750.00 |
|
|
| Fisher Pivots for day following 25-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,919.50 |
1,920.00 |
| PP |
1,917.75 |
1,919.25 |
| S1 |
1,916.25 |
1,918.25 |
|