| Trading Metrics calculated at close of trading on 04-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2007 |
04-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1,433.4 |
1,447.0 |
13.6 |
0.9% |
1,446.3 |
| High |
1,450.3 |
1,449.7 |
-0.6 |
0.0% |
1,449.0 |
| Low |
1,433.3 |
1,444.3 |
11.0 |
0.8% |
1,418.5 |
| Close |
1,447.2 |
1,448.5 |
1.3 |
0.1% |
1,431.2 |
| Range |
17.0 |
5.4 |
-11.6 |
-68.2% |
30.5 |
| ATR |
15.8 |
15.0 |
-0.7 |
-4.7% |
0.0 |
| Volume |
33,013 |
33,833 |
820 |
2.5% |
163,431 |
|
| Daily Pivots for day following 04-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,463.7 |
1,461.5 |
1,451.5 |
|
| R3 |
1,458.3 |
1,456.1 |
1,450.0 |
|
| R2 |
1,452.9 |
1,452.9 |
1,449.5 |
|
| R1 |
1,450.7 |
1,450.7 |
1,449.0 |
1,451.8 |
| PP |
1,447.5 |
1,447.5 |
1,447.5 |
1,448.1 |
| S1 |
1,445.3 |
1,445.3 |
1,448.0 |
1,446.4 |
| S2 |
1,442.1 |
1,442.1 |
1,447.5 |
|
| S3 |
1,436.7 |
1,439.9 |
1,447.0 |
|
| S4 |
1,431.3 |
1,434.5 |
1,445.5 |
|
|
| 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% |
13.8 |
0.9% |
94% |
False |
False |
38,000 |
| 10 |
1,451.0 |
1,418.5 |
32.5 |
2.2% |
12.7 |
0.9% |
92% |
False |
False |
36,106 |
| 20 |
1,451.0 |
1,375.9 |
75.1 |
5.2% |
15.5 |
1.1% |
97% |
False |
False |
60,956 |
| 40 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
14.5 |
1.0% |
71% |
False |
False |
36,778 |
| 60 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
12.0 |
0.8% |
71% |
False |
False |
25,136 |
| 80 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
10.7 |
0.7% |
71% |
False |
False |
19,120 |
| 100 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
8.8 |
0.6% |
71% |
False |
False |
15,405 |
| 120 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
7.5 |
0.5% |
71% |
False |
False |
12,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,472.7 |
|
2.618 |
1,463.8 |
|
1.618 |
1,458.4 |
|
1.000 |
1,455.1 |
|
0.618 |
1,453.0 |
|
HIGH |
1,449.7 |
|
0.618 |
1,447.6 |
|
0.500 |
1,447.0 |
|
0.382 |
1,446.4 |
|
LOW |
1,444.3 |
|
0.618 |
1,441.0 |
|
1.000 |
1,438.9 |
|
1.618 |
1,435.6 |
|
2.618 |
1,430.2 |
|
4.250 |
1,421.4 |
|
|
| Fisher Pivots for day following 04-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,448.0 |
1,445.1 |
| PP |
1,447.5 |
1,441.6 |
| S1 |
1,447.0 |
1,438.2 |
|