| Trading Metrics calculated at close of trading on 02-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2008 |
02-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,321.25 |
1,370.25 |
49.00 |
3.7% |
1,326.25 |
| High |
1,372.50 |
1,380.00 |
7.50 |
0.5% |
1,361.50 |
| Low |
1,315.75 |
1,363.00 |
47.25 |
3.6% |
1,313.75 |
| Close |
1,370.50 |
1,371.00 |
0.50 |
0.0% |
1,319.00 |
| Range |
56.75 |
17.00 |
-39.75 |
-70.0% |
47.75 |
| ATR |
34.17 |
32.95 |
-1.23 |
-3.6% |
0.00 |
| Volume |
1,619,317 |
2,328,623 |
709,306 |
43.8% |
8,950,552 |
|
| Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,422.25 |
1,413.75 |
1,380.25 |
|
| R3 |
1,405.25 |
1,396.75 |
1,375.75 |
|
| R2 |
1,388.25 |
1,388.25 |
1,374.00 |
|
| R1 |
1,379.75 |
1,379.75 |
1,372.50 |
1,384.00 |
| PP |
1,371.25 |
1,371.25 |
1,371.25 |
1,373.50 |
| S1 |
1,362.75 |
1,362.75 |
1,369.50 |
1,367.00 |
| S2 |
1,354.25 |
1,354.25 |
1,368.00 |
|
| S3 |
1,337.25 |
1,345.75 |
1,366.25 |
|
| S4 |
1,320.25 |
1,328.75 |
1,361.75 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,474.75 |
1,444.50 |
1,345.25 |
|
| R3 |
1,427.00 |
1,396.75 |
1,332.25 |
|
| R2 |
1,379.25 |
1,379.25 |
1,327.75 |
|
| R1 |
1,349.00 |
1,349.00 |
1,323.50 |
1,340.25 |
| PP |
1,331.50 |
1,331.50 |
1,331.50 |
1,327.00 |
| S1 |
1,301.25 |
1,301.25 |
1,314.50 |
1,292.50 |
| S2 |
1,283.75 |
1,283.75 |
1,310.25 |
|
| S3 |
1,236.00 |
1,253.50 |
1,305.75 |
|
| S4 |
1,188.25 |
1,205.75 |
1,292.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,380.00 |
1,309.50 |
70.50 |
5.1% |
28.50 |
2.1% |
87% |
True |
False |
1,819,677 |
| 10 |
1,380.00 |
1,286.50 |
93.50 |
6.8% |
30.75 |
2.2% |
90% |
True |
False |
2,080,564 |
| 20 |
1,380.00 |
1,253.00 |
127.00 |
9.3% |
36.50 |
2.7% |
93% |
True |
False |
1,597,892 |
| 40 |
1,392.50 |
1,253.00 |
139.50 |
10.2% |
30.75 |
2.2% |
85% |
False |
False |
803,825 |
| 60 |
1,444.75 |
1,253.00 |
191.75 |
14.0% |
33.50 |
2.4% |
62% |
False |
False |
538,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,452.25 |
|
2.618 |
1,424.50 |
|
1.618 |
1,407.50 |
|
1.000 |
1,397.00 |
|
0.618 |
1,390.50 |
|
HIGH |
1,380.00 |
|
0.618 |
1,373.50 |
|
0.500 |
1,371.50 |
|
0.382 |
1,369.50 |
|
LOW |
1,363.00 |
|
0.618 |
1,352.50 |
|
1.000 |
1,346.00 |
|
1.618 |
1,335.50 |
|
2.618 |
1,318.50 |
|
4.250 |
1,290.75 |
|
|
| Fisher Pivots for day following 02-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,371.50 |
1,362.25 |
| PP |
1,371.25 |
1,353.50 |
| S1 |
1,371.25 |
1,344.75 |
|