| Trading Metrics calculated at close of trading on 16-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
12,314 |
12,387 |
73 |
0.6% |
12,609 |
| High |
12,382 |
12,664 |
282 |
2.3% |
12,731 |
| Low |
12,264 |
12,362 |
98 |
0.8% |
12,296 |
| Close |
12,354 |
12,654 |
300 |
2.4% |
12,339 |
| Range |
118 |
302 |
184 |
155.9% |
435 |
| ATR |
218 |
225 |
7 |
3.0% |
0 |
| Volume |
121,731 |
130,639 |
8,908 |
7.3% |
705,708 |
|
| Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,466 |
13,362 |
12,820 |
|
| R3 |
13,164 |
13,060 |
12,737 |
|
| R2 |
12,862 |
12,862 |
12,709 |
|
| R1 |
12,758 |
12,758 |
12,682 |
12,810 |
| PP |
12,560 |
12,560 |
12,560 |
12,586 |
| S1 |
12,456 |
12,456 |
12,626 |
12,508 |
| S2 |
12,258 |
12,258 |
12,599 |
|
| S3 |
11,956 |
12,154 |
12,571 |
|
| S4 |
11,654 |
11,852 |
12,488 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,760 |
13,485 |
12,578 |
|
| R3 |
13,325 |
13,050 |
12,459 |
|
| R2 |
12,890 |
12,890 |
12,419 |
|
| R1 |
12,615 |
12,615 |
12,379 |
12,535 |
| PP |
12,455 |
12,455 |
12,455 |
12,416 |
| S1 |
12,180 |
12,180 |
12,299 |
12,100 |
| S2 |
12,020 |
12,020 |
12,259 |
|
| S3 |
11,585 |
11,745 |
12,220 |
|
| S4 |
11,150 |
11,310 |
12,100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,664 |
12,262 |
402 |
3.2% |
203 |
1.6% |
98% |
True |
False |
138,689 |
| 10 |
12,764 |
12,262 |
502 |
4.0% |
183 |
1.4% |
78% |
False |
False |
141,848 |
| 20 |
12,764 |
12,046 |
718 |
5.7% |
217 |
1.7% |
85% |
False |
False |
157,306 |
| 40 |
12,770 |
11,671 |
1,099 |
8.7% |
243 |
1.9% |
89% |
False |
False |
99,380 |
| 60 |
12,772 |
11,542 |
1,230 |
9.7% |
240 |
1.9% |
90% |
False |
False |
66,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,948 |
|
2.618 |
13,455 |
|
1.618 |
13,153 |
|
1.000 |
12,966 |
|
0.618 |
12,851 |
|
HIGH |
12,664 |
|
0.618 |
12,549 |
|
0.500 |
12,513 |
|
0.382 |
12,477 |
|
LOW |
12,362 |
|
0.618 |
12,175 |
|
1.000 |
12,060 |
|
1.618 |
11,873 |
|
2.618 |
11,571 |
|
4.250 |
11,079 |
|
|
| Fisher Pivots for day following 16-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,607 |
12,590 |
| PP |
12,560 |
12,527 |
| S1 |
12,513 |
12,463 |
|