| Trading Metrics calculated at close of trading on 07-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
12,638 |
12,609 |
-29 |
-0.2% |
12,229 |
| High |
12,764 |
12,731 |
-33 |
-0.3% |
12,764 |
| Low |
12,524 |
12,580 |
56 |
0.4% |
12,158 |
| Close |
12,610 |
12,602 |
-8 |
-0.1% |
12,610 |
| Range |
240 |
151 |
-89 |
-37.1% |
606 |
| ATR |
255 |
248 |
-7 |
-2.9% |
0 |
| Volume |
142,305 |
168,477 |
26,172 |
18.4% |
772,636 |
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,091 |
12,997 |
12,685 |
|
| R3 |
12,940 |
12,846 |
12,644 |
|
| R2 |
12,789 |
12,789 |
12,630 |
|
| R1 |
12,695 |
12,695 |
12,616 |
12,667 |
| PP |
12,638 |
12,638 |
12,638 |
12,623 |
| S1 |
12,544 |
12,544 |
12,588 |
12,516 |
| S2 |
12,487 |
12,487 |
12,574 |
|
| S3 |
12,336 |
12,393 |
12,561 |
|
| S4 |
12,185 |
12,242 |
12,519 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,329 |
14,075 |
12,943 |
|
| R3 |
13,723 |
13,469 |
12,777 |
|
| R2 |
13,117 |
13,117 |
12,721 |
|
| R1 |
12,863 |
12,863 |
12,666 |
12,990 |
| PP |
12,511 |
12,511 |
12,511 |
12,574 |
| S1 |
12,257 |
12,257 |
12,555 |
12,384 |
| S2 |
11,905 |
11,905 |
12,499 |
|
| S3 |
11,299 |
11,651 |
12,443 |
|
| S4 |
10,693 |
11,045 |
12,277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,764 |
12,195 |
569 |
4.5% |
228 |
1.8% |
72% |
False |
False |
160,647 |
| 10 |
12,764 |
12,158 |
606 |
4.8% |
202 |
1.6% |
73% |
False |
False |
155,734 |
| 20 |
12,764 |
11,671 |
1,093 |
8.7% |
280 |
2.2% |
85% |
False |
False |
151,517 |
| 40 |
12,770 |
11,671 |
1,099 |
8.7% |
244 |
1.9% |
85% |
False |
False |
75,839 |
| 60 |
13,005 |
11,542 |
1,463 |
11.6% |
241 |
1.9% |
72% |
False |
False |
50,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,373 |
|
2.618 |
13,126 |
|
1.618 |
12,975 |
|
1.000 |
12,882 |
|
0.618 |
12,824 |
|
HIGH |
12,731 |
|
0.618 |
12,673 |
|
0.500 |
12,656 |
|
0.382 |
12,638 |
|
LOW |
12,580 |
|
0.618 |
12,487 |
|
1.000 |
12,429 |
|
1.618 |
12,336 |
|
2.618 |
12,185 |
|
4.250 |
11,938 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,656 |
12,644 |
| PP |
12,638 |
12,630 |
| S1 |
12,620 |
12,616 |
|