| Trading Metrics calculated at close of trading on 25-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2007 |
25-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1,488.00 |
1,488.25 |
0.25 |
0.0% |
1,461.50 |
| High |
1,491.50 |
1,503.50 |
12.00 |
0.8% |
1,493.50 |
| Low |
1,480.25 |
1,486.75 |
6.50 |
0.4% |
1,461.00 |
| Close |
1,488.50 |
1,500.75 |
12.25 |
0.8% |
1,493.00 |
| Range |
11.25 |
16.75 |
5.50 |
48.9% |
32.50 |
| ATR |
12.83 |
13.11 |
0.28 |
2.2% |
0.00 |
| Volume |
1,179,394 |
1,202,067 |
22,673 |
1.9% |
5,775,744 |
|
| Daily Pivots for day following 25-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,547.25 |
1,540.75 |
1,510.00 |
|
| R3 |
1,530.50 |
1,524.00 |
1,505.25 |
|
| R2 |
1,513.75 |
1,513.75 |
1,503.75 |
|
| R1 |
1,507.25 |
1,507.25 |
1,502.25 |
1,510.50 |
| PP |
1,497.00 |
1,497.00 |
1,497.00 |
1,498.50 |
| S1 |
1,490.50 |
1,490.50 |
1,499.25 |
1,493.75 |
| S2 |
1,480.25 |
1,480.25 |
1,497.75 |
|
| S3 |
1,463.50 |
1,473.75 |
1,496.25 |
|
| S4 |
1,446.75 |
1,457.00 |
1,491.50 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,580.00 |
1,569.00 |
1,511.00 |
|
| R3 |
1,547.50 |
1,536.50 |
1,502.00 |
|
| R2 |
1,515.00 |
1,515.00 |
1,499.00 |
|
| R1 |
1,504.00 |
1,504.00 |
1,496.00 |
1,509.50 |
| PP |
1,482.50 |
1,482.50 |
1,482.50 |
1,485.25 |
| S1 |
1,471.50 |
1,471.50 |
1,490.00 |
1,477.00 |
| S2 |
1,450.00 |
1,450.00 |
1,487.00 |
|
| S3 |
1,417.50 |
1,439.00 |
1,484.00 |
|
| S4 |
1,385.00 |
1,406.50 |
1,475.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,503.50 |
1,468.25 |
35.25 |
2.3% |
12.75 |
0.9% |
92% |
True |
False |
1,204,468 |
| 10 |
1,503.50 |
1,442.25 |
61.25 |
4.1% |
12.75 |
0.8% |
96% |
True |
False |
1,182,732 |
| 20 |
1,503.50 |
1,418.00 |
85.50 |
5.7% |
12.00 |
0.8% |
97% |
True |
False |
1,026,294 |
| 40 |
1,503.50 |
1,375.25 |
128.25 |
8.5% |
15.25 |
1.0% |
98% |
True |
False |
1,021,255 |
| 60 |
1,503.50 |
1,375.25 |
128.25 |
8.5% |
14.50 |
1.0% |
98% |
True |
False |
682,641 |
| 80 |
1,503.50 |
1,375.25 |
128.25 |
8.5% |
13.75 |
0.9% |
98% |
True |
False |
512,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,574.75 |
|
2.618 |
1,547.25 |
|
1.618 |
1,530.50 |
|
1.000 |
1,520.25 |
|
0.618 |
1,513.75 |
|
HIGH |
1,503.50 |
|
0.618 |
1,497.00 |
|
0.500 |
1,495.00 |
|
0.382 |
1,493.25 |
|
LOW |
1,486.75 |
|
0.618 |
1,476.50 |
|
1.000 |
1,470.00 |
|
1.618 |
1,459.75 |
|
2.618 |
1,443.00 |
|
4.250 |
1,415.50 |
|
|
| Fisher Pivots for day following 25-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,499.00 |
1,497.75 |
| PP |
1,497.00 |
1,494.75 |
| S1 |
1,495.00 |
1,492.00 |
|