| Trading Metrics calculated at close of trading on 23-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2007 |
23-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1,848.50 |
1,862.50 |
14.00 |
0.8% |
1,832.00 |
| High |
1,870.25 |
1,867.25 |
-3.00 |
-0.2% |
1,870.25 |
| Low |
1,846.75 |
1,856.75 |
10.00 |
0.5% |
1,829.50 |
| Close |
1,862.50 |
1,863.00 |
0.50 |
0.0% |
1,862.50 |
| Range |
23.50 |
10.50 |
-13.00 |
-55.3% |
40.75 |
| ATR |
21.83 |
21.02 |
-0.81 |
-3.7% |
0.00 |
| Volume |
290,014 |
308,485 |
18,471 |
6.4% |
1,252,069 |
|
| Daily Pivots for day following 23-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,893.75 |
1,889.00 |
1,868.75 |
|
| R3 |
1,883.25 |
1,878.50 |
1,866.00 |
|
| R2 |
1,872.75 |
1,872.75 |
1,865.00 |
|
| R1 |
1,868.00 |
1,868.00 |
1,864.00 |
1,870.50 |
| PP |
1,862.25 |
1,862.25 |
1,862.25 |
1,863.50 |
| S1 |
1,857.50 |
1,857.50 |
1,862.00 |
1,860.00 |
| S2 |
1,851.75 |
1,851.75 |
1,861.00 |
|
| S3 |
1,841.25 |
1,847.00 |
1,860.00 |
|
| S4 |
1,830.75 |
1,836.50 |
1,857.25 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,976.25 |
1,960.25 |
1,885.00 |
|
| R3 |
1,935.50 |
1,919.50 |
1,873.75 |
|
| R2 |
1,894.75 |
1,894.75 |
1,870.00 |
|
| R1 |
1,878.75 |
1,878.75 |
1,866.25 |
1,886.75 |
| PP |
1,854.00 |
1,854.00 |
1,854.00 |
1,858.00 |
| S1 |
1,838.00 |
1,838.00 |
1,858.75 |
1,846.00 |
| S2 |
1,813.25 |
1,813.25 |
1,855.00 |
|
| S3 |
1,772.50 |
1,797.25 |
1,851.25 |
|
| S4 |
1,731.75 |
1,756.50 |
1,840.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,870.25 |
1,831.25 |
39.00 |
2.1% |
17.00 |
0.9% |
81% |
False |
False |
265,637 |
| 10 |
1,870.25 |
1,802.25 |
68.00 |
3.7% |
19.00 |
1.0% |
89% |
False |
False |
255,858 |
| 20 |
1,870.25 |
1,770.25 |
100.00 |
5.4% |
19.50 |
1.0% |
93% |
False |
False |
235,706 |
| 40 |
1,870.25 |
1,707.00 |
163.25 |
8.8% |
26.75 |
1.4% |
96% |
False |
False |
218,451 |
| 60 |
1,879.25 |
1,707.00 |
172.25 |
9.2% |
24.50 |
1.3% |
91% |
False |
False |
145,735 |
| 80 |
1,888.50 |
1,707.00 |
181.50 |
9.7% |
25.25 |
1.4% |
86% |
False |
False |
109,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,912.00 |
|
2.618 |
1,894.75 |
|
1.618 |
1,884.25 |
|
1.000 |
1,877.75 |
|
0.618 |
1,873.75 |
|
HIGH |
1,867.25 |
|
0.618 |
1,863.25 |
|
0.500 |
1,862.00 |
|
0.382 |
1,860.75 |
|
LOW |
1,856.75 |
|
0.618 |
1,850.25 |
|
1.000 |
1,846.25 |
|
1.618 |
1,839.75 |
|
2.618 |
1,829.25 |
|
4.250 |
1,812.00 |
|
|
| Fisher Pivots for day following 23-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,862.75 |
1,859.00 |
| PP |
1,862.25 |
1,854.75 |
| S1 |
1,862.00 |
1,850.75 |
|