| Trading Metrics calculated at close of trading on 17-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2007 |
17-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1,832.00 |
1,847.50 |
15.50 |
0.8% |
1,839.75 |
| High |
1,850.50 |
1,855.00 |
4.50 |
0.2% |
1,839.75 |
| Low |
1,829.50 |
1,842.75 |
13.25 |
0.7% |
1,802.25 |
| Close |
1,848.25 |
1,852.25 |
4.00 |
0.2% |
1,831.75 |
| Range |
21.00 |
12.25 |
-8.75 |
-41.7% |
37.50 |
| ATR |
22.79 |
22.03 |
-0.75 |
-3.3% |
0.00 |
| Volume |
232,369 |
234,011 |
1,642 |
0.7% |
1,004,797 |
|
| Daily Pivots for day following 17-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,886.75 |
1,881.75 |
1,859.00 |
|
| R3 |
1,874.50 |
1,869.50 |
1,855.50 |
|
| R2 |
1,862.25 |
1,862.25 |
1,854.50 |
|
| R1 |
1,857.25 |
1,857.25 |
1,853.25 |
1,859.75 |
| PP |
1,850.00 |
1,850.00 |
1,850.00 |
1,851.25 |
| S1 |
1,845.00 |
1,845.00 |
1,851.25 |
1,847.50 |
| S2 |
1,837.75 |
1,837.75 |
1,850.00 |
|
| S3 |
1,825.50 |
1,832.75 |
1,849.00 |
|
| S4 |
1,813.25 |
1,820.50 |
1,845.50 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,937.00 |
1,922.00 |
1,852.50 |
|
| R3 |
1,899.50 |
1,884.50 |
1,842.00 |
|
| R2 |
1,862.00 |
1,862.00 |
1,838.50 |
|
| R1 |
1,847.00 |
1,847.00 |
1,835.25 |
1,835.75 |
| PP |
1,824.50 |
1,824.50 |
1,824.50 |
1,819.00 |
| S1 |
1,809.50 |
1,809.50 |
1,828.25 |
1,798.25 |
| S2 |
1,787.00 |
1,787.00 |
1,825.00 |
|
| S3 |
1,749.50 |
1,772.00 |
1,821.50 |
|
| S4 |
1,712.00 |
1,734.50 |
1,811.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,855.00 |
1,802.25 |
52.75 |
2.8% |
21.00 |
1.1% |
95% |
True |
False |
258,761 |
| 10 |
1,855.00 |
1,802.25 |
52.75 |
2.8% |
17.50 |
0.9% |
95% |
True |
False |
188,709 |
| 20 |
1,855.00 |
1,770.25 |
84.75 |
4.6% |
21.25 |
1.1% |
97% |
True |
False |
236,538 |
| 40 |
1,879.25 |
1,707.00 |
172.25 |
9.3% |
27.00 |
1.5% |
84% |
False |
False |
191,184 |
| 60 |
1,879.25 |
1,707.00 |
172.25 |
9.3% |
25.25 |
1.4% |
84% |
False |
False |
127,506 |
| 80 |
1,888.50 |
1,707.00 |
181.50 |
9.8% |
25.00 |
1.4% |
80% |
False |
False |
95,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,907.00 |
|
2.618 |
1,887.00 |
|
1.618 |
1,874.75 |
|
1.000 |
1,867.25 |
|
0.618 |
1,862.50 |
|
HIGH |
1,855.00 |
|
0.618 |
1,850.25 |
|
0.500 |
1,849.00 |
|
0.382 |
1,847.50 |
|
LOW |
1,842.75 |
|
0.618 |
1,835.25 |
|
1.000 |
1,830.50 |
|
1.618 |
1,823.00 |
|
2.618 |
1,810.75 |
|
4.250 |
1,790.75 |
|
|
| Fisher Pivots for day following 17-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,851.00 |
1,846.50 |
| PP |
1,850.00 |
1,841.00 |
| S1 |
1,849.00 |
1,835.25 |
|