| Trading Metrics calculated at close of trading on 21-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,785.0 |
6,891.0 |
106.0 |
1.6% |
6,615.5 |
| High |
6,917.5 |
6,903.5 |
-14.0 |
-0.2% |
6,917.5 |
| Low |
6,765.0 |
6,802.0 |
37.0 |
0.5% |
6,572.5 |
| Close |
6,901.5 |
6,834.0 |
-67.5 |
-1.0% |
6,901.5 |
| Range |
152.5 |
101.5 |
-51.0 |
-33.4% |
345.0 |
| ATR |
149.0 |
145.6 |
-3.4 |
-2.3% |
0.0 |
| Volume |
151,756 |
111,319 |
-40,437 |
-26.6% |
750,561 |
|
| Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,151.0 |
7,094.0 |
6,889.8 |
|
| R3 |
7,049.5 |
6,992.5 |
6,861.9 |
|
| R2 |
6,948.0 |
6,948.0 |
6,852.6 |
|
| R1 |
6,891.0 |
6,891.0 |
6,843.3 |
6,868.8 |
| PP |
6,846.5 |
6,846.5 |
6,846.5 |
6,835.4 |
| S1 |
6,789.5 |
6,789.5 |
6,824.7 |
6,767.3 |
| S2 |
6,745.0 |
6,745.0 |
6,815.4 |
|
| S3 |
6,643.5 |
6,688.0 |
6,806.1 |
|
| S4 |
6,542.0 |
6,586.5 |
6,778.2 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,832.2 |
7,711.8 |
7,091.3 |
|
| R3 |
7,487.2 |
7,366.8 |
6,996.4 |
|
| R2 |
7,142.2 |
7,142.2 |
6,964.8 |
|
| R1 |
7,021.8 |
7,021.8 |
6,933.1 |
7,082.0 |
| PP |
6,797.2 |
6,797.2 |
6,797.2 |
6,827.3 |
| S1 |
6,676.8 |
6,676.8 |
6,869.9 |
6,737.0 |
| S2 |
6,452.2 |
6,452.2 |
6,838.3 |
|
| S3 |
6,107.2 |
6,331.8 |
6,806.6 |
|
| S4 |
5,762.2 |
5,986.8 |
6,711.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,917.5 |
6,579.5 |
338.0 |
4.9% |
117.4 |
1.7% |
75% |
False |
False |
146,311 |
| 10 |
6,917.5 |
6,572.5 |
345.0 |
5.0% |
119.3 |
1.7% |
76% |
False |
False |
147,871 |
| 20 |
6,917.5 |
6,495.0 |
422.5 |
6.2% |
122.5 |
1.8% |
80% |
False |
False |
147,465 |
| 40 |
7,124.0 |
6,174.0 |
950.0 |
13.9% |
136.7 |
2.0% |
69% |
False |
False |
105,208 |
| 60 |
7,183.5 |
6,174.0 |
1,009.5 |
14.8% |
149.6 |
2.2% |
65% |
False |
False |
70,616 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
31.1% |
159.5 |
2.3% |
31% |
False |
False |
53,193 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
31.1% |
149.7 |
2.2% |
31% |
False |
False |
43,052 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
31.1% |
136.7 |
2.0% |
31% |
False |
False |
35,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,334.9 |
|
2.618 |
7,169.2 |
|
1.618 |
7,067.7 |
|
1.000 |
7,005.0 |
|
0.618 |
6,966.2 |
|
HIGH |
6,903.5 |
|
0.618 |
6,864.7 |
|
0.500 |
6,852.8 |
|
0.382 |
6,840.8 |
|
LOW |
6,802.0 |
|
0.618 |
6,739.3 |
|
1.000 |
6,700.5 |
|
1.618 |
6,637.8 |
|
2.618 |
6,536.3 |
|
4.250 |
6,370.6 |
|
|
| Fisher Pivots for day following 21-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,852.8 |
6,828.8 |
| PP |
6,846.5 |
6,823.5 |
| S1 |
6,840.3 |
6,818.3 |
|