| Trading Metrics calculated at close of trading on 16-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2007 |
16-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1,455.25 |
1,461.50 |
6.25 |
0.4% |
1,457.25 |
| High |
1,461.75 |
1,477.25 |
15.50 |
1.1% |
1,461.75 |
| Low |
1,452.25 |
1,461.00 |
8.75 |
0.6% |
1,442.25 |
| Close |
1,461.25 |
1,475.50 |
14.25 |
1.0% |
1,461.25 |
| Range |
9.50 |
16.25 |
6.75 |
71.1% |
19.50 |
| ATR |
13.29 |
13.50 |
0.21 |
1.6% |
0.00 |
| Volume |
1,168,430 |
975,395 |
-193,035 |
-16.5% |
3,660,176 |
|
| Daily Pivots for day following 16-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,520.00 |
1,514.00 |
1,484.50 |
|
| R3 |
1,503.75 |
1,497.75 |
1,480.00 |
|
| R2 |
1,487.50 |
1,487.50 |
1,478.50 |
|
| R1 |
1,481.50 |
1,481.50 |
1,477.00 |
1,484.50 |
| PP |
1,471.25 |
1,471.25 |
1,471.25 |
1,472.75 |
| S1 |
1,465.25 |
1,465.25 |
1,474.00 |
1,468.25 |
| S2 |
1,455.00 |
1,455.00 |
1,472.50 |
|
| S3 |
1,438.75 |
1,449.00 |
1,471.00 |
|
| S4 |
1,422.50 |
1,432.75 |
1,466.50 |
|
|
| 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 |
1,477.25 |
1,442.25 |
35.00 |
2.4% |
12.25 |
0.8% |
95% |
True |
False |
917,868 |
| 10 |
1,477.25 |
1,433.25 |
44.00 |
3.0% |
10.50 |
0.7% |
96% |
True |
False |
782,231 |
| 20 |
1,477.25 |
1,412.50 |
64.75 |
4.4% |
12.75 |
0.9% |
97% |
True |
False |
986,806 |
| 40 |
1,477.75 |
1,375.25 |
102.50 |
6.9% |
16.75 |
1.1% |
98% |
False |
False |
810,172 |
| 60 |
1,477.75 |
1,375.25 |
102.50 |
6.9% |
14.50 |
1.0% |
98% |
False |
False |
540,785 |
| 80 |
1,477.75 |
1,375.25 |
102.50 |
6.9% |
13.50 |
0.9% |
98% |
False |
False |
405,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,546.25 |
|
2.618 |
1,519.75 |
|
1.618 |
1,503.50 |
|
1.000 |
1,493.50 |
|
0.618 |
1,487.25 |
|
HIGH |
1,477.25 |
|
0.618 |
1,471.00 |
|
0.500 |
1,469.00 |
|
0.382 |
1,467.25 |
|
LOW |
1,461.00 |
|
0.618 |
1,451.00 |
|
1.000 |
1,444.75 |
|
1.618 |
1,434.75 |
|
2.618 |
1,418.50 |
|
4.250 |
1,392.00 |
|
|
| Fisher Pivots for day following 16-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,473.50 |
1,470.25 |
| PP |
1,471.25 |
1,465.00 |
| S1 |
1,469.00 |
1,459.75 |
|