| Trading Metrics calculated at close of trading on 10-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2007 |
10-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1,457.25 |
1,454.50 |
-2.75 |
-0.2% |
1,431.75 |
| High |
1,459.00 |
1,458.25 |
-0.75 |
-0.1% |
1,459.00 |
| Low |
1,452.50 |
1,451.25 |
-1.25 |
-0.1% |
1,425.75 |
| Close |
1,454.50 |
1,456.00 |
1.50 |
0.1% |
1,452.75 |
| Range |
6.50 |
7.00 |
0.50 |
7.7% |
33.25 |
| ATR |
13.97 |
13.47 |
-0.50 |
-3.6% |
0.00 |
| Volume |
46,227 |
576,687 |
530,460 |
1,147.5% |
4,586,084 |
|
| Daily Pivots for day following 10-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.25 |
1,473.00 |
1,459.75 |
|
| R3 |
1,469.25 |
1,466.00 |
1,458.00 |
|
| R2 |
1,462.25 |
1,462.25 |
1,457.25 |
|
| R1 |
1,459.00 |
1,459.00 |
1,456.75 |
1,460.50 |
| PP |
1,455.25 |
1,455.25 |
1,455.25 |
1,456.00 |
| S1 |
1,452.00 |
1,452.00 |
1,455.25 |
1,453.50 |
| S2 |
1,448.25 |
1,448.25 |
1,454.75 |
|
| S3 |
1,441.25 |
1,445.00 |
1,454.00 |
|
| S4 |
1,434.25 |
1,438.00 |
1,452.25 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,545.50 |
1,532.50 |
1,471.00 |
|
| R3 |
1,512.25 |
1,499.25 |
1,462.00 |
|
| R2 |
1,479.00 |
1,479.00 |
1,458.75 |
|
| R1 |
1,466.00 |
1,466.00 |
1,455.75 |
1,472.50 |
| PP |
1,445.75 |
1,445.75 |
1,445.75 |
1,449.00 |
| S1 |
1,432.75 |
1,432.75 |
1,449.75 |
1,439.25 |
| S2 |
1,412.50 |
1,412.50 |
1,446.75 |
|
| S3 |
1,379.25 |
1,399.50 |
1,443.50 |
|
| S4 |
1,346.00 |
1,366.25 |
1,434.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,459.00 |
1,444.25 |
14.75 |
1.0% |
7.00 |
0.5% |
80% |
False |
False |
581,023 |
| 10 |
1,459.00 |
1,418.00 |
41.00 |
2.8% |
11.50 |
0.8% |
93% |
False |
False |
889,711 |
| 20 |
1,459.00 |
1,375.25 |
83.75 |
5.8% |
13.75 |
0.9% |
96% |
False |
False |
1,199,473 |
| 40 |
1,477.75 |
1,375.25 |
102.50 |
7.0% |
16.00 |
1.1% |
79% |
False |
False |
710,053 |
| 60 |
1,477.75 |
1,375.25 |
102.50 |
7.0% |
14.00 |
1.0% |
79% |
False |
False |
474,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,488.00 |
|
2.618 |
1,476.50 |
|
1.618 |
1,469.50 |
|
1.000 |
1,465.25 |
|
0.618 |
1,462.50 |
|
HIGH |
1,458.25 |
|
0.618 |
1,455.50 |
|
0.500 |
1,454.75 |
|
0.382 |
1,454.00 |
|
LOW |
1,451.25 |
|
0.618 |
1,447.00 |
|
1.000 |
1,444.25 |
|
1.618 |
1,440.00 |
|
2.618 |
1,433.00 |
|
4.250 |
1,421.50 |
|
|
| Fisher Pivots for day following 10-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,455.50 |
1,455.75 |
| PP |
1,455.25 |
1,455.50 |
| S1 |
1,454.75 |
1,455.00 |
|