| Trading Metrics calculated at close of trading on 13-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1,448.50 |
1,455.25 |
6.75 |
0.5% |
1,457.25 |
| High |
1,457.00 |
1,461.75 |
4.75 |
0.3% |
1,461.75 |
| Low |
1,442.25 |
1,452.25 |
10.00 |
0.7% |
1,442.25 |
| Close |
1,455.50 |
1,461.25 |
5.75 |
0.4% |
1,461.25 |
| Range |
14.75 |
9.50 |
-5.25 |
-35.6% |
19.50 |
| ATR |
13.58 |
13.29 |
-0.29 |
-2.1% |
0.00 |
| Volume |
1,156,391 |
1,168,430 |
12,039 |
1.0% |
3,660,176 |
|
| Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,487.00 |
1,483.50 |
1,466.50 |
|
| R3 |
1,477.50 |
1,474.00 |
1,463.75 |
|
| R2 |
1,468.00 |
1,468.00 |
1,463.00 |
|
| R1 |
1,464.50 |
1,464.50 |
1,462.00 |
1,466.25 |
| PP |
1,458.50 |
1,458.50 |
1,458.50 |
1,459.25 |
| S1 |
1,455.00 |
1,455.00 |
1,460.50 |
1,456.75 |
| S2 |
1,449.00 |
1,449.00 |
1,459.50 |
|
| S3 |
1,439.50 |
1,445.50 |
1,458.75 |
|
| S4 |
1,430.00 |
1,436.00 |
1,456.00 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,513.50 |
1,507.00 |
1,472.00 |
|
| R3 |
1,494.00 |
1,487.50 |
1,466.50 |
|
| R2 |
1,474.50 |
1,474.50 |
1,464.75 |
|
| R1 |
1,468.00 |
1,468.00 |
1,463.00 |
1,471.25 |
| PP |
1,455.00 |
1,455.00 |
1,455.00 |
1,456.75 |
| S1 |
1,448.50 |
1,448.50 |
1,459.50 |
1,451.75 |
| S2 |
1,435.50 |
1,435.50 |
1,457.75 |
|
| S3 |
1,416.00 |
1,429.00 |
1,456.00 |
|
| S4 |
1,396.50 |
1,409.50 |
1,450.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,461.75 |
1,442.25 |
19.50 |
1.3% |
10.25 |
0.7% |
97% |
True |
False |
732,035 |
| 10 |
1,461.75 |
1,425.75 |
36.00 |
2.5% |
10.00 |
0.7% |
99% |
True |
False |
824,626 |
| 20 |
1,461.75 |
1,394.75 |
67.00 |
4.6% |
13.00 |
0.9% |
99% |
True |
False |
1,000,638 |
| 40 |
1,477.75 |
1,375.25 |
102.50 |
7.0% |
16.50 |
1.1% |
84% |
False |
False |
785,807 |
| 60 |
1,477.75 |
1,375.25 |
102.50 |
7.0% |
14.25 |
1.0% |
84% |
False |
False |
524,551 |
| 80 |
1,477.75 |
1,375.25 |
102.50 |
7.0% |
13.50 |
0.9% |
84% |
False |
False |
393,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,502.00 |
|
2.618 |
1,486.50 |
|
1.618 |
1,477.00 |
|
1.000 |
1,471.25 |
|
0.618 |
1,467.50 |
|
HIGH |
1,461.75 |
|
0.618 |
1,458.00 |
|
0.500 |
1,457.00 |
|
0.382 |
1,456.00 |
|
LOW |
1,452.25 |
|
0.618 |
1,446.50 |
|
1.000 |
1,442.75 |
|
1.618 |
1,437.00 |
|
2.618 |
1,427.50 |
|
4.250 |
1,412.00 |
|
|
| Fisher Pivots for day following 13-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,459.75 |
1,458.25 |
| PP |
1,458.50 |
1,455.00 |
| S1 |
1,457.00 |
1,452.00 |
|