| 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 |
911.0 |
922.0 |
11.0 |
1.2% |
937.9 |
| High |
922.6 |
937.8 |
15.2 |
1.6% |
949.2 |
| Low |
907.9 |
919.5 |
11.6 |
1.3% |
880.8 |
| Close |
917.3 |
931.0 |
13.7 |
1.5% |
917.3 |
| Range |
14.7 |
18.3 |
3.6 |
24.5% |
68.4 |
| ATR |
24.0 |
23.7 |
-0.2 |
-1.0% |
0.0 |
| Volume |
1,719 |
1,233 |
-486 |
-28.3% |
7,317 |
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
984.3 |
976.0 |
941.1 |
|
| R3 |
966.0 |
957.7 |
936.0 |
|
| R2 |
947.7 |
947.7 |
934.4 |
|
| R1 |
939.4 |
939.4 |
932.7 |
943.6 |
| PP |
929.4 |
929.4 |
929.4 |
931.5 |
| S1 |
921.1 |
921.1 |
929.3 |
925.3 |
| S2 |
911.1 |
911.1 |
927.6 |
|
| S3 |
892.8 |
902.8 |
926.0 |
|
| S4 |
874.5 |
884.5 |
920.9 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,121.0 |
1,087.5 |
954.9 |
|
| R3 |
1,052.6 |
1,019.1 |
936.1 |
|
| R2 |
984.2 |
984.2 |
929.8 |
|
| R1 |
950.7 |
950.7 |
923.6 |
933.3 |
| PP |
915.8 |
915.8 |
915.8 |
907.0 |
| S1 |
882.3 |
882.3 |
911.0 |
864.9 |
| S2 |
847.4 |
847.4 |
904.8 |
|
| S3 |
779.0 |
813.9 |
898.5 |
|
| S4 |
710.6 |
745.5 |
879.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
937.8 |
880.8 |
57.0 |
6.1% |
25.0 |
2.7% |
88% |
True |
False |
1,450 |
| 10 |
964.3 |
880.8 |
83.5 |
9.0% |
23.5 |
2.5% |
60% |
False |
False |
2,123 |
| 20 |
1,040.3 |
880.8 |
159.5 |
17.1% |
24.6 |
2.6% |
31% |
False |
False |
1,958 |
| 40 |
1,040.3 |
880.8 |
159.5 |
17.1% |
20.3 |
2.2% |
31% |
False |
False |
1,922 |
| 60 |
1,040.3 |
868.4 |
171.9 |
18.5% |
18.7 |
2.0% |
36% |
False |
False |
1,804 |
| 80 |
1,040.3 |
812.0 |
228.3 |
24.5% |
16.7 |
1.8% |
52% |
False |
False |
1,560 |
| 100 |
1,040.3 |
800.7 |
239.6 |
25.7% |
15.5 |
1.7% |
54% |
False |
False |
1,471 |
| 120 |
1,040.3 |
776.1 |
264.2 |
28.4% |
14.5 |
1.6% |
59% |
False |
False |
1,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,015.6 |
|
2.618 |
985.7 |
|
1.618 |
967.4 |
|
1.000 |
956.1 |
|
0.618 |
949.1 |
|
HIGH |
937.8 |
|
0.618 |
930.8 |
|
0.500 |
928.7 |
|
0.382 |
926.5 |
|
LOW |
919.5 |
|
0.618 |
908.2 |
|
1.000 |
901.2 |
|
1.618 |
889.9 |
|
2.618 |
871.6 |
|
4.250 |
841.7 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
930.2 |
926.4 |
| PP |
929.4 |
921.9 |
| S1 |
928.7 |
917.3 |
|