| Trading Metrics calculated at close of trading on 04-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2007 |
04-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1,433.50 |
1,447.00 |
13.50 |
0.9% |
1,446.25 |
| High |
1,450.50 |
1,450.00 |
-0.50 |
0.0% |
1,449.25 |
| Low |
1,433.25 |
1,444.25 |
11.00 |
0.8% |
1,418.00 |
| Close |
1,447.25 |
1,448.50 |
1.25 |
0.1% |
1,431.25 |
| Range |
17.25 |
5.75 |
-11.50 |
-66.7% |
31.25 |
| ATR |
16.40 |
15.64 |
-0.76 |
-4.6% |
0.00 |
| Volume |
904,543 |
1,008,408 |
103,865 |
11.5% |
5,626,465 |
|
| Daily Pivots for day following 04-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,464.75 |
1,462.50 |
1,451.75 |
|
| R3 |
1,459.00 |
1,456.75 |
1,450.00 |
|
| R2 |
1,453.25 |
1,453.25 |
1,449.50 |
|
| R1 |
1,451.00 |
1,451.00 |
1,449.00 |
1,452.00 |
| PP |
1,447.50 |
1,447.50 |
1,447.50 |
1,448.25 |
| S1 |
1,445.25 |
1,445.25 |
1,448.00 |
1,446.50 |
| S2 |
1,441.75 |
1,441.75 |
1,447.50 |
|
| S3 |
1,436.00 |
1,439.50 |
1,447.00 |
|
| S4 |
1,430.25 |
1,433.75 |
1,445.25 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,526.50 |
1,510.25 |
1,448.50 |
|
| R3 |
1,495.25 |
1,479.00 |
1,439.75 |
|
| R2 |
1,464.00 |
1,464.00 |
1,437.00 |
|
| R1 |
1,447.75 |
1,447.75 |
1,434.00 |
1,440.25 |
| PP |
1,432.75 |
1,432.75 |
1,432.75 |
1,429.00 |
| S1 |
1,416.50 |
1,416.50 |
1,428.50 |
1,409.00 |
| S2 |
1,401.50 |
1,401.50 |
1,425.50 |
|
| S3 |
1,370.25 |
1,385.25 |
1,422.75 |
|
| S4 |
1,339.00 |
1,354.00 |
1,414.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,450.50 |
1,418.00 |
32.50 |
2.2% |
14.00 |
1.0% |
94% |
False |
False |
1,217,881 |
| 10 |
1,451.00 |
1,418.00 |
33.00 |
2.3% |
13.00 |
0.9% |
92% |
False |
False |
1,168,406 |
| 20 |
1,451.00 |
1,375.25 |
75.75 |
5.2% |
16.25 |
1.1% |
97% |
False |
False |
1,306,632 |
| 40 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
16.50 |
1.1% |
71% |
False |
False |
662,826 |
| 60 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
14.50 |
1.0% |
71% |
False |
False |
442,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,474.50 |
|
2.618 |
1,465.00 |
|
1.618 |
1,459.25 |
|
1.000 |
1,455.75 |
|
0.618 |
1,453.50 |
|
HIGH |
1,450.00 |
|
0.618 |
1,447.75 |
|
0.500 |
1,447.00 |
|
0.382 |
1,446.50 |
|
LOW |
1,444.25 |
|
0.618 |
1,440.75 |
|
1.000 |
1,438.50 |
|
1.618 |
1,435.00 |
|
2.618 |
1,429.25 |
|
4.250 |
1,419.75 |
|
|
| Fisher Pivots for day following 04-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,448.00 |
1,445.00 |
| PP |
1,447.50 |
1,441.50 |
| S1 |
1,447.00 |
1,438.00 |
|