| Trading Metrics calculated at close of trading on 30-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
5,670.0 |
5,560.0 |
-110.0 |
-1.9% |
5,572.0 |
| High |
5,673.0 |
5,652.0 |
-21.0 |
-0.4% |
5,697.0 |
| Low |
5,604.0 |
5,548.0 |
-56.0 |
-1.0% |
5,555.0 |
| Close |
5,625.0 |
5,601.0 |
-24.0 |
-0.4% |
5,625.0 |
| Range |
69.0 |
104.0 |
35.0 |
50.7% |
142.0 |
| ATR |
114.1 |
113.4 |
-0.7 |
-0.6% |
0.0 |
| Volume |
17,451 |
25,305 |
7,854 |
45.0% |
92,449 |
|
| Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,912.3 |
5,860.7 |
5,658.2 |
|
| R3 |
5,808.3 |
5,756.7 |
5,629.6 |
|
| R2 |
5,704.3 |
5,704.3 |
5,620.1 |
|
| R1 |
5,652.7 |
5,652.7 |
5,610.5 |
5,678.5 |
| PP |
5,600.3 |
5,600.3 |
5,600.3 |
5,613.3 |
| S1 |
5,548.7 |
5,548.7 |
5,591.5 |
5,574.5 |
| S2 |
5,496.3 |
5,496.3 |
5,581.9 |
|
| S3 |
5,392.3 |
5,444.7 |
5,572.4 |
|
| S4 |
5,288.3 |
5,340.7 |
5,543.8 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,051.7 |
5,980.3 |
5,703.1 |
|
| R3 |
5,909.7 |
5,838.3 |
5,664.1 |
|
| R2 |
5,767.7 |
5,767.7 |
5,651.0 |
|
| R1 |
5,696.3 |
5,696.3 |
5,638.0 |
5,732.0 |
| PP |
5,625.7 |
5,625.7 |
5,625.7 |
5,643.5 |
| S1 |
5,554.3 |
5,554.3 |
5,612.0 |
5,590.0 |
| S2 |
5,483.7 |
5,483.7 |
5,599.0 |
|
| S3 |
5,341.7 |
5,412.3 |
5,586.0 |
|
| S4 |
5,199.7 |
5,270.3 |
5,546.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,710.0 |
5,548.0 |
162.0 |
2.9% |
99.6 |
1.8% |
33% |
False |
True |
21,742 |
| 10 |
5,710.0 |
5,423.0 |
287.0 |
5.1% |
96.7 |
1.7% |
62% |
False |
False |
21,200 |
| 20 |
5,718.0 |
5,343.0 |
375.0 |
6.7% |
90.0 |
1.6% |
69% |
False |
False |
21,892 |
| 40 |
5,718.0 |
5,090.0 |
628.0 |
11.2% |
86.8 |
1.5% |
81% |
False |
False |
20,996 |
| 60 |
5,862.0 |
5,090.0 |
772.0 |
13.8% |
70.4 |
1.3% |
66% |
False |
False |
14,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,094.0 |
|
2.618 |
5,924.3 |
|
1.618 |
5,820.3 |
|
1.000 |
5,756.0 |
|
0.618 |
5,716.3 |
|
HIGH |
5,652.0 |
|
0.618 |
5,612.3 |
|
0.500 |
5,600.0 |
|
0.382 |
5,587.7 |
|
LOW |
5,548.0 |
|
0.618 |
5,483.7 |
|
1.000 |
5,444.0 |
|
1.618 |
5,379.7 |
|
2.618 |
5,275.7 |
|
4.250 |
5,106.0 |
|
|
| Fisher Pivots for day following 30-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,600.7 |
5,629.0 |
| PP |
5,600.3 |
5,619.7 |
| S1 |
5,600.0 |
5,610.3 |
|