| Trading Metrics calculated at close of trading on 03-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2007 |
03-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,964.0 |
7,026.0 |
62.0 |
0.9% |
6,956.0 |
| High |
7,021.5 |
7,119.5 |
98.0 |
1.4% |
7,019.5 |
| Low |
6,943.5 |
7,026.0 |
82.5 |
1.2% |
6,844.5 |
| Close |
6,990.0 |
7,099.0 |
109.0 |
1.6% |
6,969.0 |
| Range |
78.0 |
93.5 |
15.5 |
19.9% |
175.0 |
| ATR |
101.7 |
103.7 |
2.0 |
2.0% |
0.0 |
| Volume |
150,664 |
171,815 |
21,151 |
14.0% |
943,282 |
|
| Daily Pivots for day following 03-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,362.0 |
7,324.0 |
7,150.4 |
|
| R3 |
7,268.5 |
7,230.5 |
7,124.7 |
|
| R2 |
7,175.0 |
7,175.0 |
7,116.1 |
|
| R1 |
7,137.0 |
7,137.0 |
7,107.6 |
7,156.0 |
| PP |
7,081.5 |
7,081.5 |
7,081.5 |
7,091.0 |
| S1 |
7,043.5 |
7,043.5 |
7,090.4 |
7,062.5 |
| S2 |
6,988.0 |
6,988.0 |
7,081.9 |
|
| S3 |
6,894.5 |
6,950.0 |
7,073.3 |
|
| S4 |
6,801.0 |
6,856.5 |
7,047.6 |
|
|
| 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 |
7,119.5 |
6,844.5 |
275.0 |
3.9% |
78.2 |
1.1% |
93% |
True |
False |
179,483 |
| 10 |
7,119.5 |
6,745.0 |
374.5 |
5.3% |
82.9 |
1.2% |
95% |
True |
False |
183,530 |
| 20 |
7,119.5 |
6,483.0 |
636.5 |
9.0% |
87.5 |
1.2% |
97% |
True |
False |
144,260 |
| 40 |
7,120.0 |
6,483.0 |
637.0 |
9.0% |
87.2 |
1.2% |
97% |
False |
False |
73,136 |
| 60 |
7,120.0 |
6,483.0 |
637.0 |
9.0% |
80.1 |
1.1% |
97% |
False |
False |
49,032 |
| 80 |
7,120.0 |
6,482.0 |
638.0 |
9.0% |
74.7 |
1.1% |
97% |
False |
False |
37,446 |
| 100 |
7,120.0 |
6,331.0 |
789.0 |
11.1% |
73.6 |
1.0% |
97% |
False |
False |
30,195 |
| 120 |
7,120.0 |
6,260.0 |
860.0 |
12.1% |
69.7 |
1.0% |
98% |
False |
False |
25,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,516.9 |
|
2.618 |
7,364.3 |
|
1.618 |
7,270.8 |
|
1.000 |
7,213.0 |
|
0.618 |
7,177.3 |
|
HIGH |
7,119.5 |
|
0.618 |
7,083.8 |
|
0.500 |
7,072.8 |
|
0.382 |
7,061.7 |
|
LOW |
7,026.0 |
|
0.618 |
6,968.2 |
|
1.000 |
6,932.5 |
|
1.618 |
6,874.7 |
|
2.618 |
6,781.2 |
|
4.250 |
6,628.6 |
|
|
| Fisher Pivots for day following 03-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,090.3 |
7,075.4 |
| PP |
7,081.5 |
7,051.8 |
| S1 |
7,072.8 |
7,028.3 |
|