| Trading Metrics calculated at close of trading on 28-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,920.00 |
1,922.25 |
2.25 |
0.1% |
1,903.00 |
| High |
1,933.75 |
1,941.75 |
8.00 |
0.4% |
1,949.50 |
| Low |
1,898.75 |
1,918.75 |
20.00 |
1.1% |
1,872.75 |
| Close |
1,921.00 |
1,926.50 |
5.50 |
0.3% |
1,921.00 |
| Range |
35.00 |
23.00 |
-12.00 |
-34.3% |
76.75 |
| ATR |
44.00 |
42.50 |
-1.50 |
-3.4% |
0.00 |
| Volume |
421,390 |
304,354 |
-117,036 |
-27.8% |
1,583,514 |
|
| Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,998.00 |
1,985.25 |
1,939.25 |
|
| R3 |
1,975.00 |
1,962.25 |
1,932.75 |
|
| R2 |
1,952.00 |
1,952.00 |
1,930.75 |
|
| R1 |
1,939.25 |
1,939.25 |
1,928.50 |
1,945.50 |
| PP |
1,929.00 |
1,929.00 |
1,929.00 |
1,932.25 |
| S1 |
1,916.25 |
1,916.25 |
1,924.50 |
1,922.50 |
| S2 |
1,906.00 |
1,906.00 |
1,922.25 |
|
| S3 |
1,883.00 |
1,893.25 |
1,920.25 |
|
| S4 |
1,860.00 |
1,870.25 |
1,913.75 |
|
|
| 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% |
39.25 |
2.0% |
70% |
False |
False |
302,742 |
| 10 |
1,949.50 |
1,781.25 |
168.25 |
8.7% |
38.50 |
2.0% |
86% |
False |
False |
317,423 |
| 20 |
1,949.50 |
1,777.25 |
172.25 |
8.9% |
40.75 |
2.1% |
87% |
False |
False |
321,784 |
| 40 |
1,949.50 |
1,674.00 |
275.50 |
14.3% |
46.25 |
2.4% |
92% |
False |
False |
284,955 |
| 60 |
1,949.50 |
1,674.00 |
275.50 |
14.3% |
44.75 |
2.3% |
92% |
False |
False |
190,133 |
| 80 |
2,100.00 |
1,674.00 |
426.00 |
22.1% |
49.25 |
2.6% |
59% |
False |
False |
142,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,039.50 |
|
2.618 |
2,002.00 |
|
1.618 |
1,979.00 |
|
1.000 |
1,964.75 |
|
0.618 |
1,956.00 |
|
HIGH |
1,941.75 |
|
0.618 |
1,933.00 |
|
0.500 |
1,930.25 |
|
0.382 |
1,927.50 |
|
LOW |
1,918.75 |
|
0.618 |
1,904.50 |
|
1.000 |
1,895.75 |
|
1.618 |
1,881.50 |
|
2.618 |
1,858.50 |
|
4.250 |
1,821.00 |
|
|
| Fisher Pivots for day following 28-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,930.25 |
1,923.75 |
| PP |
1,929.00 |
1,921.00 |
| S1 |
1,927.75 |
1,918.25 |
|