| Trading Metrics calculated at close of trading on 16-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2007 |
16-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1,455.0 |
1,461.5 |
6.5 |
0.4% |
1,457.3 |
| High |
1,461.5 |
1,477.0 |
15.5 |
1.1% |
1,461.5 |
| Low |
1,452.0 |
1,461.2 |
9.2 |
0.6% |
1,442.3 |
| Close |
1,461.3 |
1,475.4 |
14.1 |
1.0% |
1,461.3 |
| Range |
9.5 |
15.8 |
6.3 |
66.3% |
19.2 |
| ATR |
12.9 |
13.1 |
0.2 |
1.6% |
0.0 |
| Volume |
28,439 |
30,178 |
1,739 |
6.1% |
94,530 |
|
| Daily Pivots for day following 16-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,518.6 |
1,512.8 |
1,484.1 |
|
| R3 |
1,502.8 |
1,497.0 |
1,479.7 |
|
| R2 |
1,487.0 |
1,487.0 |
1,478.3 |
|
| R1 |
1,481.2 |
1,481.2 |
1,476.8 |
1,484.1 |
| PP |
1,471.2 |
1,471.2 |
1,471.2 |
1,472.7 |
| S1 |
1,465.4 |
1,465.4 |
1,474.0 |
1,468.3 |
| S2 |
1,455.4 |
1,455.4 |
1,472.5 |
|
| S3 |
1,439.6 |
1,449.6 |
1,471.1 |
|
| S4 |
1,423.8 |
1,433.8 |
1,466.7 |
|
|
| 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 |
1,477.0 |
1,442.3 |
34.7 |
2.4% |
12.0 |
0.8% |
95% |
True |
False |
24,457 |
| 10 |
1,477.0 |
1,433.3 |
43.7 |
3.0% |
10.5 |
0.7% |
96% |
True |
False |
23,582 |
| 20 |
1,477.0 |
1,412.5 |
64.5 |
4.4% |
12.5 |
0.8% |
98% |
True |
False |
29,892 |
| 40 |
1,477.5 |
1,375.9 |
101.6 |
6.9% |
15.1 |
1.0% |
98% |
False |
False |
40,696 |
| 60 |
1,477.5 |
1,375.9 |
101.6 |
6.9% |
12.4 |
0.8% |
98% |
False |
False |
27,819 |
| 80 |
1,477.5 |
1,375.9 |
101.6 |
6.9% |
11.3 |
0.8% |
98% |
False |
False |
21,043 |
| 100 |
1,477.5 |
1,375.9 |
101.6 |
6.9% |
9.5 |
0.6% |
98% |
False |
False |
17,088 |
| 120 |
1,477.5 |
1,375.9 |
101.6 |
6.9% |
8.1 |
0.6% |
98% |
False |
False |
14,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,544.2 |
|
2.618 |
1,518.4 |
|
1.618 |
1,502.6 |
|
1.000 |
1,492.8 |
|
0.618 |
1,486.8 |
|
HIGH |
1,477.0 |
|
0.618 |
1,471.0 |
|
0.500 |
1,469.1 |
|
0.382 |
1,467.2 |
|
LOW |
1,461.2 |
|
0.618 |
1,451.4 |
|
1.000 |
1,445.4 |
|
1.618 |
1,435.6 |
|
2.618 |
1,419.8 |
|
4.250 |
1,394.1 |
|
|
| Fisher Pivots for day following 16-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,473.3 |
1,470.2 |
| PP |
1,471.2 |
1,464.9 |
| S1 |
1,469.1 |
1,459.7 |
|