| Trading Metrics calculated at close of trading on 18-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1,371.00 |
1,374.50 |
3.50 |
0.3% |
1,335.25 |
| High |
1,374.50 |
1,398.25 |
23.75 |
1.7% |
1,398.25 |
| Low |
1,358.50 |
1,370.00 |
11.50 |
0.8% |
1,325.00 |
| Close |
1,372.25 |
1,388.00 |
15.75 |
1.1% |
1,388.00 |
| Range |
16.00 |
28.25 |
12.25 |
76.6% |
73.25 |
| ATR |
26.33 |
26.47 |
0.14 |
0.5% |
0.00 |
| Volume |
2,089,593 |
1,788,172 |
-301,421 |
-14.4% |
9,114,882 |
|
| Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,470.25 |
1,457.25 |
1,403.50 |
|
| R3 |
1,442.00 |
1,429.00 |
1,395.75 |
|
| R2 |
1,413.75 |
1,413.75 |
1,393.25 |
|
| R1 |
1,400.75 |
1,400.75 |
1,390.50 |
1,407.25 |
| PP |
1,385.50 |
1,385.50 |
1,385.50 |
1,388.50 |
| S1 |
1,372.50 |
1,372.50 |
1,385.50 |
1,379.00 |
| S2 |
1,357.25 |
1,357.25 |
1,382.75 |
|
| S3 |
1,329.00 |
1,344.25 |
1,380.25 |
|
| S4 |
1,300.75 |
1,316.00 |
1,372.50 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,590.25 |
1,562.25 |
1,428.25 |
|
| R3 |
1,517.00 |
1,489.00 |
1,408.25 |
|
| R2 |
1,443.75 |
1,443.75 |
1,401.50 |
|
| R1 |
1,415.75 |
1,415.75 |
1,394.75 |
1,429.75 |
| PP |
1,370.50 |
1,370.50 |
1,370.50 |
1,377.50 |
| S1 |
1,342.50 |
1,342.50 |
1,381.25 |
1,356.50 |
| S2 |
1,297.25 |
1,297.25 |
1,374.50 |
|
| S3 |
1,224.00 |
1,269.25 |
1,367.75 |
|
| S4 |
1,150.75 |
1,196.00 |
1,347.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,398.25 |
1,325.00 |
73.25 |
5.3% |
20.75 |
1.5% |
86% |
True |
False |
1,822,976 |
| 10 |
1,398.25 |
1,325.00 |
73.25 |
5.3% |
21.50 |
1.5% |
86% |
True |
False |
1,754,610 |
| 20 |
1,398.25 |
1,309.50 |
88.75 |
6.4% |
23.50 |
1.7% |
88% |
True |
False |
1,770,501 |
| 40 |
1,398.25 |
1,253.00 |
145.25 |
10.5% |
29.25 |
2.1% |
93% |
True |
False |
1,326,652 |
| 60 |
1,402.50 |
1,253.00 |
149.50 |
10.8% |
29.50 |
2.1% |
90% |
False |
False |
886,726 |
| 80 |
1,520.00 |
1,253.00 |
267.00 |
19.2% |
30.75 |
2.2% |
51% |
False |
False |
666,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,518.25 |
|
2.618 |
1,472.25 |
|
1.618 |
1,444.00 |
|
1.000 |
1,426.50 |
|
0.618 |
1,415.75 |
|
HIGH |
1,398.25 |
|
0.618 |
1,387.50 |
|
0.500 |
1,384.00 |
|
0.382 |
1,380.75 |
|
LOW |
1,370.00 |
|
0.618 |
1,352.50 |
|
1.000 |
1,341.75 |
|
1.618 |
1,324.25 |
|
2.618 |
1,296.00 |
|
4.250 |
1,250.00 |
|
|
| Fisher Pivots for day following 18-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,386.75 |
1,381.25 |
| PP |
1,385.50 |
1,374.50 |
| S1 |
1,384.00 |
1,367.75 |
|