| Trading Metrics calculated at close of trading on 13-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1,448.6 |
1,455.0 |
6.4 |
0.4% |
1,457.3 |
| High |
1,456.9 |
1,461.5 |
4.6 |
0.3% |
1,461.5 |
| Low |
1,442.3 |
1,452.0 |
9.7 |
0.7% |
1,442.3 |
| Close |
1,455.5 |
1,461.3 |
5.8 |
0.4% |
1,461.3 |
| Range |
14.6 |
9.5 |
-5.1 |
-34.9% |
19.2 |
| ATR |
13.2 |
12.9 |
-0.3 |
-2.0% |
0.0 |
| Volume |
28,059 |
28,439 |
380 |
1.4% |
94,530 |
|
| Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,486.8 |
1,483.5 |
1,466.5 |
|
| R3 |
1,477.3 |
1,474.0 |
1,463.9 |
|
| R2 |
1,467.8 |
1,467.8 |
1,463.0 |
|
| R1 |
1,464.5 |
1,464.5 |
1,462.2 |
1,466.2 |
| PP |
1,458.3 |
1,458.3 |
1,458.3 |
1,459.1 |
| S1 |
1,455.0 |
1,455.0 |
1,460.4 |
1,456.7 |
| S2 |
1,448.8 |
1,448.8 |
1,459.6 |
|
| S3 |
1,439.3 |
1,445.5 |
1,458.7 |
|
| S4 |
1,429.8 |
1,436.0 |
1,456.1 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,512.6 |
1,506.2 |
1,471.9 |
|
| R3 |
1,493.4 |
1,487.0 |
1,466.6 |
|
| R2 |
1,474.2 |
1,474.2 |
1,464.8 |
|
| R1 |
1,467.8 |
1,467.8 |
1,463.1 |
1,471.0 |
| PP |
1,455.0 |
1,455.0 |
1,455.0 |
1,456.7 |
| S1 |
1,448.6 |
1,448.6 |
1,459.5 |
1,451.8 |
| S2 |
1,435.8 |
1,435.8 |
1,457.8 |
|
| S3 |
1,416.6 |
1,429.4 |
1,456.0 |
|
| S4 |
1,397.4 |
1,410.2 |
1,450.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,461.5 |
1,442.3 |
19.2 |
1.3% |
10.1 |
0.7% |
99% |
True |
False |
18,906 |
| 10 |
1,461.5 |
1,426.0 |
35.5 |
2.4% |
9.9 |
0.7% |
99% |
True |
False |
25,675 |
| 20 |
1,461.5 |
1,394.8 |
66.7 |
4.6% |
12.8 |
0.9% |
100% |
True |
False |
30,288 |
| 40 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
14.8 |
1.0% |
84% |
False |
False |
39,949 |
| 60 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
12.3 |
0.8% |
84% |
False |
False |
27,374 |
| 80 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
11.3 |
0.8% |
84% |
False |
False |
20,718 |
| 100 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
9.3 |
0.6% |
84% |
False |
False |
16,786 |
| 120 |
1,477.5 |
1,375.9 |
101.6 |
7.0% |
8.0 |
0.5% |
84% |
False |
False |
14,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,501.9 |
|
2.618 |
1,486.4 |
|
1.618 |
1,476.9 |
|
1.000 |
1,471.0 |
|
0.618 |
1,467.4 |
|
HIGH |
1,461.5 |
|
0.618 |
1,457.9 |
|
0.500 |
1,456.8 |
|
0.382 |
1,455.6 |
|
LOW |
1,452.0 |
|
0.618 |
1,446.1 |
|
1.000 |
1,442.5 |
|
1.618 |
1,436.6 |
|
2.618 |
1,427.1 |
|
4.250 |
1,411.6 |
|
|
| Fisher Pivots for day following 13-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,459.8 |
1,458.2 |
| PP |
1,458.3 |
1,455.0 |
| S1 |
1,456.8 |
1,451.9 |
|