| Trading Metrics calculated at close of trading on 03-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2007 |
03-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1,431.8 |
1,433.4 |
1.6 |
0.1% |
1,446.3 |
| High |
1,435.7 |
1,450.3 |
14.6 |
1.0% |
1,449.0 |
| Low |
1,426.0 |
1,433.3 |
7.3 |
0.5% |
1,418.5 |
| Close |
1,433.3 |
1,447.2 |
13.9 |
1.0% |
1,431.2 |
| Range |
9.7 |
17.0 |
7.3 |
75.3% |
30.5 |
| ATR |
15.7 |
15.8 |
0.1 |
0.6% |
0.0 |
| Volume |
51,113 |
33,013 |
-18,100 |
-35.4% |
163,431 |
|
| Daily Pivots for day following 03-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,494.6 |
1,487.9 |
1,456.6 |
|
| R3 |
1,477.6 |
1,470.9 |
1,451.9 |
|
| R2 |
1,460.6 |
1,460.6 |
1,450.3 |
|
| R1 |
1,453.9 |
1,453.9 |
1,448.8 |
1,457.3 |
| PP |
1,443.6 |
1,443.6 |
1,443.6 |
1,445.3 |
| S1 |
1,436.9 |
1,436.9 |
1,445.6 |
1,440.3 |
| S2 |
1,426.6 |
1,426.6 |
1,444.1 |
|
| S3 |
1,409.6 |
1,419.9 |
1,442.5 |
|
| S4 |
1,392.6 |
1,402.9 |
1,437.9 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,524.4 |
1,508.3 |
1,448.0 |
|
| R3 |
1,493.9 |
1,477.8 |
1,439.6 |
|
| R2 |
1,463.4 |
1,463.4 |
1,436.8 |
|
| R1 |
1,447.3 |
1,447.3 |
1,434.0 |
1,440.1 |
| PP |
1,432.9 |
1,432.9 |
1,432.9 |
1,429.3 |
| S1 |
1,416.8 |
1,416.8 |
1,428.4 |
1,409.6 |
| S2 |
1,402.4 |
1,402.4 |
1,425.6 |
|
| S3 |
1,371.9 |
1,386.3 |
1,422.8 |
|
| S4 |
1,341.4 |
1,355.8 |
1,414.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,450.3 |
1,418.5 |
31.8 |
2.2% |
16.0 |
1.1% |
90% |
True |
False |
36,807 |
| 10 |
1,451.0 |
1,418.5 |
32.5 |
2.2% |
15.1 |
1.0% |
88% |
False |
False |
35,950 |
| 20 |
1,451.0 |
1,375.9 |
75.1 |
5.2% |
15.7 |
1.1% |
95% |
False |
False |
62,107 |
| 40 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
14.6 |
1.0% |
70% |
False |
False |
35,940 |
| 60 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
12.1 |
0.8% |
70% |
False |
False |
24,574 |
| 80 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
10.7 |
0.7% |
70% |
False |
False |
18,724 |
| 100 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
8.7 |
0.6% |
70% |
False |
False |
15,066 |
| 120 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
7.5 |
0.5% |
70% |
False |
False |
12,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,522.6 |
|
2.618 |
1,494.8 |
|
1.618 |
1,477.8 |
|
1.000 |
1,467.3 |
|
0.618 |
1,460.8 |
|
HIGH |
1,450.3 |
|
0.618 |
1,443.8 |
|
0.500 |
1,441.8 |
|
0.382 |
1,439.8 |
|
LOW |
1,433.3 |
|
0.618 |
1,422.8 |
|
1.000 |
1,416.3 |
|
1.618 |
1,405.8 |
|
2.618 |
1,388.8 |
|
4.250 |
1,361.1 |
|
|
| Fisher Pivots for day following 03-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,445.4 |
1,442.9 |
| PP |
1,443.6 |
1,438.7 |
| S1 |
1,441.8 |
1,434.4 |
|