| 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 |
5,435.0 |
5,610.0 |
175.0 |
3.2% |
5,410.0 |
| High |
5,438.0 |
5,610.0 |
172.0 |
3.2% |
5,462.0 |
| Low |
5,355.0 |
5,542.0 |
187.0 |
3.5% |
5,328.0 |
| Close |
5,408.0 |
5,562.0 |
154.0 |
2.8% |
5,429.0 |
| Range |
83.0 |
68.0 |
-15.0 |
-18.1% |
134.0 |
| ATR |
119.7 |
125.6 |
5.9 |
4.9% |
0.0 |
| Volume |
22,940 |
25,894 |
2,954 |
12.9% |
88,755 |
|
| Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,775.3 |
5,736.7 |
5,599.4 |
|
| R3 |
5,707.3 |
5,668.7 |
5,580.7 |
|
| R2 |
5,639.3 |
5,639.3 |
5,574.5 |
|
| R1 |
5,600.7 |
5,600.7 |
5,568.2 |
5,586.0 |
| PP |
5,571.3 |
5,571.3 |
5,571.3 |
5,564.0 |
| S1 |
5,532.7 |
5,532.7 |
5,555.8 |
5,518.0 |
| S2 |
5,503.3 |
5,503.3 |
5,549.5 |
|
| S3 |
5,435.3 |
5,464.7 |
5,543.3 |
|
| S4 |
5,367.3 |
5,396.7 |
5,524.6 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,808.3 |
5,752.7 |
5,502.7 |
|
| R3 |
5,674.3 |
5,618.7 |
5,465.9 |
|
| R2 |
5,540.3 |
5,540.3 |
5,453.6 |
|
| R1 |
5,484.7 |
5,484.7 |
5,441.3 |
5,512.5 |
| PP |
5,406.3 |
5,406.3 |
5,406.3 |
5,420.3 |
| S1 |
5,350.7 |
5,350.7 |
5,416.7 |
5,378.5 |
| S2 |
5,272.3 |
5,272.3 |
5,404.4 |
|
| S3 |
5,138.3 |
5,216.7 |
5,392.2 |
|
| S4 |
5,004.3 |
5,082.7 |
5,355.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,610.0 |
5,328.0 |
282.0 |
5.1% |
76.4 |
1.4% |
83% |
True |
False |
21,785 |
| 10 |
5,610.0 |
5,114.0 |
496.0 |
8.9% |
73.0 |
1.3% |
90% |
True |
False |
34,460 |
| 20 |
5,610.0 |
5,090.0 |
520.0 |
9.3% |
85.0 |
1.5% |
91% |
True |
False |
21,385 |
| 40 |
5,844.0 |
5,090.0 |
754.0 |
13.6% |
62.3 |
1.1% |
63% |
False |
False |
10,739 |
| 60 |
6,195.0 |
5,090.0 |
1,105.0 |
19.9% |
69.2 |
1.2% |
43% |
False |
False |
7,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,899.0 |
|
2.618 |
5,788.0 |
|
1.618 |
5,720.0 |
|
1.000 |
5,678.0 |
|
0.618 |
5,652.0 |
|
HIGH |
5,610.0 |
|
0.618 |
5,584.0 |
|
0.500 |
5,576.0 |
|
0.382 |
5,568.0 |
|
LOW |
5,542.0 |
|
0.618 |
5,500.0 |
|
1.000 |
5,474.0 |
|
1.618 |
5,432.0 |
|
2.618 |
5,364.0 |
|
4.250 |
5,253.0 |
|
|
| Fisher Pivots for day following 02-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,576.0 |
5,535.5 |
| PP |
5,571.3 |
5,509.0 |
| S1 |
5,566.7 |
5,482.5 |
|