| Trading Metrics calculated at close of trading on 20-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2007 |
20-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1,480.5 |
1,479.6 |
-0.9 |
-0.1% |
1,461.5 |
| High |
1,481.8 |
1,493.5 |
11.7 |
0.8% |
1,493.5 |
| Low |
1,468.2 |
1,478.8 |
10.6 |
0.7% |
1,461.2 |
| Close |
1,480.3 |
1,493.1 |
12.8 |
0.9% |
1,493.1 |
| Range |
13.6 |
14.7 |
1.1 |
8.1% |
32.3 |
| ATR |
12.9 |
13.1 |
0.1 |
1.0% |
0.0 |
| Volume |
31,967 |
41,186 |
9,219 |
28.8% |
167,478 |
|
| Daily Pivots for day following 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,532.6 |
1,527.5 |
1,501.2 |
|
| R3 |
1,517.9 |
1,512.8 |
1,497.1 |
|
| R2 |
1,503.2 |
1,503.2 |
1,495.8 |
|
| R1 |
1,498.1 |
1,498.1 |
1,494.4 |
1,500.7 |
| PP |
1,488.5 |
1,488.5 |
1,488.5 |
1,489.7 |
| S1 |
1,483.4 |
1,483.4 |
1,491.8 |
1,486.0 |
| S2 |
1,473.8 |
1,473.8 |
1,490.4 |
|
| S3 |
1,459.1 |
1,468.7 |
1,489.1 |
|
| S4 |
1,444.4 |
1,454.0 |
1,485.0 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,579.5 |
1,568.6 |
1,510.9 |
|
| R3 |
1,547.2 |
1,536.3 |
1,502.0 |
|
| R2 |
1,514.9 |
1,514.9 |
1,499.0 |
|
| R1 |
1,504.0 |
1,504.0 |
1,496.1 |
1,509.5 |
| PP |
1,482.6 |
1,482.6 |
1,482.6 |
1,485.3 |
| S1 |
1,471.7 |
1,471.7 |
1,490.1 |
1,477.2 |
| S2 |
1,450.3 |
1,450.3 |
1,487.2 |
|
| S3 |
1,418.0 |
1,439.4 |
1,484.2 |
|
| S4 |
1,385.7 |
1,407.1 |
1,475.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,493.5 |
1,461.2 |
32.3 |
2.2% |
13.4 |
0.9% |
99% |
True |
False |
33,495 |
| 10 |
1,493.5 |
1,442.3 |
51.2 |
3.4% |
11.7 |
0.8% |
99% |
True |
False |
26,200 |
| 20 |
1,493.5 |
1,418.5 |
75.0 |
5.0% |
12.2 |
0.8% |
99% |
True |
False |
29,383 |
| 40 |
1,493.5 |
1,375.9 |
117.6 |
7.9% |
15.5 |
1.0% |
100% |
True |
False |
43,785 |
| 60 |
1,493.5 |
1,375.9 |
117.6 |
7.9% |
12.9 |
0.9% |
100% |
True |
False |
29,957 |
| 80 |
1,493.5 |
1,375.9 |
117.6 |
7.9% |
11.6 |
0.8% |
100% |
True |
False |
22,732 |
| 100 |
1,493.5 |
1,375.9 |
117.6 |
7.9% |
10.0 |
0.7% |
100% |
True |
False |
18,454 |
| 120 |
1,493.5 |
1,375.9 |
117.6 |
7.9% |
8.6 |
0.6% |
100% |
True |
False |
15,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,556.0 |
|
2.618 |
1,532.0 |
|
1.618 |
1,517.3 |
|
1.000 |
1,508.2 |
|
0.618 |
1,502.6 |
|
HIGH |
1,493.5 |
|
0.618 |
1,487.9 |
|
0.500 |
1,486.2 |
|
0.382 |
1,484.4 |
|
LOW |
1,478.8 |
|
0.618 |
1,469.7 |
|
1.000 |
1,464.1 |
|
1.618 |
1,455.0 |
|
2.618 |
1,440.3 |
|
4.250 |
1,416.3 |
|
|
| Fisher Pivots for day following 20-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,490.8 |
1,489.0 |
| PP |
1,488.5 |
1,484.9 |
| S1 |
1,486.2 |
1,480.9 |
|