| Trading Metrics calculated at close of trading on 02-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2007 |
02-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,960.5 |
6,964.0 |
3.5 |
0.1% |
6,956.0 |
| High |
7,019.5 |
7,021.5 |
2.0 |
0.0% |
7,019.5 |
| Low |
6,937.0 |
6,943.5 |
6.5 |
0.1% |
6,844.5 |
| Close |
6,969.0 |
6,990.0 |
21.0 |
0.3% |
6,969.0 |
| Range |
82.5 |
78.0 |
-4.5 |
-5.5% |
175.0 |
| ATR |
103.5 |
101.7 |
-1.8 |
-1.8% |
0.0 |
| Volume |
206,423 |
150,664 |
-55,759 |
-27.0% |
943,282 |
|
| Daily Pivots for day following 02-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,219.0 |
7,182.5 |
7,032.9 |
|
| R3 |
7,141.0 |
7,104.5 |
7,011.5 |
|
| R2 |
7,063.0 |
7,063.0 |
7,004.3 |
|
| R1 |
7,026.5 |
7,026.5 |
6,997.2 |
7,044.8 |
| PP |
6,985.0 |
6,985.0 |
6,985.0 |
6,994.1 |
| S1 |
6,948.5 |
6,948.5 |
6,982.9 |
6,966.8 |
| S2 |
6,907.0 |
6,907.0 |
6,975.7 |
|
| S3 |
6,829.0 |
6,870.5 |
6,968.6 |
|
| S4 |
6,751.0 |
6,792.5 |
6,947.1 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,469.3 |
7,394.2 |
7,065.3 |
|
| R3 |
7,294.3 |
7,219.2 |
7,017.1 |
|
| R2 |
7,119.3 |
7,119.3 |
7,001.1 |
|
| R1 |
7,044.2 |
7,044.2 |
6,985.0 |
7,081.8 |
| PP |
6,944.3 |
6,944.3 |
6,944.3 |
6,963.1 |
| S1 |
6,869.2 |
6,869.2 |
6,953.0 |
6,906.8 |
| S2 |
6,769.3 |
6,769.3 |
6,936.9 |
|
| S3 |
6,594.3 |
6,694.2 |
6,920.9 |
|
| S4 |
6,419.3 |
6,519.2 |
6,872.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,021.5 |
6,844.5 |
177.0 |
2.5% |
69.3 |
1.0% |
82% |
True |
False |
180,388 |
| 10 |
7,021.5 |
6,692.5 |
329.0 |
4.7% |
80.8 |
1.2% |
90% |
True |
False |
184,266 |
| 20 |
7,021.5 |
6,483.0 |
538.5 |
7.7% |
88.2 |
1.3% |
94% |
True |
False |
135,773 |
| 40 |
7,120.0 |
6,483.0 |
637.0 |
9.1% |
86.0 |
1.2% |
80% |
False |
False |
68,855 |
| 60 |
7,120.0 |
6,483.0 |
637.0 |
9.1% |
80.0 |
1.1% |
80% |
False |
False |
46,178 |
| 80 |
7,120.0 |
6,475.0 |
645.0 |
9.2% |
74.6 |
1.1% |
80% |
False |
False |
35,319 |
| 100 |
7,120.0 |
6,331.0 |
789.0 |
11.3% |
73.0 |
1.0% |
84% |
False |
False |
28,483 |
| 120 |
7,120.0 |
6,260.0 |
860.0 |
12.3% |
69.4 |
1.0% |
85% |
False |
False |
23,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,353.0 |
|
2.618 |
7,225.7 |
|
1.618 |
7,147.7 |
|
1.000 |
7,099.5 |
|
0.618 |
7,069.7 |
|
HIGH |
7,021.5 |
|
0.618 |
6,991.7 |
|
0.500 |
6,982.5 |
|
0.382 |
6,973.3 |
|
LOW |
6,943.5 |
|
0.618 |
6,895.3 |
|
1.000 |
6,865.5 |
|
1.618 |
6,817.3 |
|
2.618 |
6,739.3 |
|
4.250 |
6,612.0 |
|
|
| Fisher Pivots for day following 02-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,987.5 |
6,980.5 |
| PP |
6,985.0 |
6,971.0 |
| S1 |
6,982.5 |
6,961.5 |
|