| Trading Metrics calculated at close of trading on 05-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2007 |
05-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1,447.0 |
1,448.2 |
1.2 |
0.1% |
1,446.3 |
| High |
1,449.7 |
1,454.7 |
5.0 |
0.3% |
1,449.0 |
| Low |
1,444.3 |
1,446.3 |
2.0 |
0.1% |
1,418.5 |
| Close |
1,448.5 |
1,452.7 |
4.2 |
0.3% |
1,431.2 |
| Range |
5.4 |
8.4 |
3.0 |
55.6% |
30.5 |
| ATR |
15.0 |
14.6 |
-0.5 |
-3.2% |
0.0 |
| Volume |
33,833 |
21,148 |
-12,685 |
-37.5% |
163,431 |
|
| Daily Pivots for day following 05-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.4 |
1,473.0 |
1,457.3 |
|
| R3 |
1,468.0 |
1,464.6 |
1,455.0 |
|
| R2 |
1,459.6 |
1,459.6 |
1,454.2 |
|
| R1 |
1,456.2 |
1,456.2 |
1,453.5 |
1,457.9 |
| PP |
1,451.2 |
1,451.2 |
1,451.2 |
1,452.1 |
| S1 |
1,447.8 |
1,447.8 |
1,451.9 |
1,449.5 |
| S2 |
1,442.8 |
1,442.8 |
1,451.2 |
|
| S3 |
1,434.4 |
1,439.4 |
1,450.4 |
|
| S4 |
1,426.0 |
1,431.0 |
1,448.1 |
|
|
| 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 |
1,454.7 |
1,418.5 |
36.2 |
2.5% |
12.4 |
0.9% |
94% |
True |
False |
35,995 |
| 10 |
1,454.7 |
1,418.5 |
36.2 |
2.5% |
12.6 |
0.9% |
94% |
True |
False |
34,180 |
| 20 |
1,454.7 |
1,375.9 |
78.8 |
5.4% |
15.3 |
1.1% |
97% |
True |
False |
57,816 |
| 40 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
14.6 |
1.0% |
76% |
False |
False |
37,301 |
| 60 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
12.0 |
0.8% |
76% |
False |
False |
25,489 |
| 80 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
10.8 |
0.7% |
76% |
False |
False |
19,374 |
| 100 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
8.9 |
0.6% |
76% |
False |
False |
15,616 |
| 120 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
7.6 |
0.5% |
76% |
False |
False |
13,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,490.4 |
|
2.618 |
1,476.7 |
|
1.618 |
1,468.3 |
|
1.000 |
1,463.1 |
|
0.618 |
1,459.9 |
|
HIGH |
1,454.7 |
|
0.618 |
1,451.5 |
|
0.500 |
1,450.5 |
|
0.382 |
1,449.5 |
|
LOW |
1,446.3 |
|
0.618 |
1,441.1 |
|
1.000 |
1,437.9 |
|
1.618 |
1,432.7 |
|
2.618 |
1,424.3 |
|
4.250 |
1,410.6 |
|
|
| Fisher Pivots for day following 05-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,452.0 |
1,449.8 |
| PP |
1,451.2 |
1,446.9 |
| S1 |
1,450.5 |
1,444.0 |
|