| Trading Metrics calculated at close of trading on 06-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2007 |
06-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1,448.2 |
1,452.4 |
4.2 |
0.3% |
1,431.8 |
| High |
1,454.7 |
1,460.0 |
5.3 |
0.4% |
1,460.0 |
| Low |
1,446.3 |
1,452.2 |
5.9 |
0.4% |
1,426.0 |
| Close |
1,452.7 |
1,452.7 |
0.0 |
0.0% |
1,452.7 |
| Range |
8.4 |
7.8 |
-0.6 |
-7.1% |
34.0 |
| ATR |
14.6 |
14.1 |
-0.5 |
-3.3% |
0.0 |
| Volume |
21,148 |
23,122 |
1,974 |
9.3% |
162,229 |
|
| Daily Pivots for day following 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,478.4 |
1,473.3 |
1,457.0 |
|
| R3 |
1,470.6 |
1,465.5 |
1,454.8 |
|
| R2 |
1,462.8 |
1,462.8 |
1,454.1 |
|
| R1 |
1,457.7 |
1,457.7 |
1,453.4 |
1,460.3 |
| PP |
1,455.0 |
1,455.0 |
1,455.0 |
1,456.2 |
| S1 |
1,449.9 |
1,449.9 |
1,452.0 |
1,452.5 |
| S2 |
1,447.2 |
1,447.2 |
1,451.3 |
|
| S3 |
1,439.4 |
1,442.1 |
1,450.6 |
|
| S4 |
1,431.6 |
1,434.3 |
1,448.4 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,548.2 |
1,534.5 |
1,471.4 |
|
| R3 |
1,514.2 |
1,500.5 |
1,462.1 |
|
| R2 |
1,480.2 |
1,480.2 |
1,458.9 |
|
| R1 |
1,466.5 |
1,466.5 |
1,455.8 |
1,473.4 |
| PP |
1,446.2 |
1,446.2 |
1,446.2 |
1,449.7 |
| S1 |
1,432.5 |
1,432.5 |
1,449.6 |
1,439.4 |
| S2 |
1,412.2 |
1,412.2 |
1,446.5 |
|
| S3 |
1,378.2 |
1,398.5 |
1,443.4 |
|
| S4 |
1,344.2 |
1,364.5 |
1,434.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,460.0 |
1,426.0 |
34.0 |
2.3% |
9.7 |
0.7% |
79% |
True |
False |
32,445 |
| 10 |
1,460.0 |
1,418.5 |
41.5 |
2.9% |
12.7 |
0.9% |
82% |
True |
False |
32,566 |
| 20 |
1,460.0 |
1,375.9 |
84.1 |
5.8% |
14.9 |
1.0% |
91% |
True |
False |
54,375 |
| 40 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
14.6 |
1.0% |
76% |
False |
False |
37,869 |
| 60 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
11.9 |
0.8% |
76% |
False |
False |
25,867 |
| 80 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
10.9 |
0.7% |
76% |
False |
False |
19,661 |
| 100 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
8.9 |
0.6% |
76% |
False |
False |
15,847 |
| 120 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
7.6 |
0.5% |
76% |
False |
False |
13,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,493.2 |
|
2.618 |
1,480.4 |
|
1.618 |
1,472.6 |
|
1.000 |
1,467.8 |
|
0.618 |
1,464.8 |
|
HIGH |
1,460.0 |
|
0.618 |
1,457.0 |
|
0.500 |
1,456.1 |
|
0.382 |
1,455.2 |
|
LOW |
1,452.2 |
|
0.618 |
1,447.4 |
|
1.000 |
1,444.4 |
|
1.618 |
1,439.6 |
|
2.618 |
1,431.8 |
|
4.250 |
1,419.1 |
|
|
| Fisher Pivots for day following 06-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,456.1 |
1,452.5 |
| PP |
1,455.0 |
1,452.3 |
| S1 |
1,453.8 |
1,452.2 |
|