| Trading Metrics calculated at close of trading on 05-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2007 |
05-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
7,128.0 |
7,126.0 |
-2.0 |
0.0% |
6,956.0 |
| High |
7,139.5 |
7,178.0 |
38.5 |
0.5% |
7,019.5 |
| Low |
7,090.5 |
7,116.0 |
25.5 |
0.4% |
6,844.5 |
| Close |
7,121.5 |
7,149.5 |
28.0 |
0.4% |
6,969.0 |
| Range |
49.0 |
62.0 |
13.0 |
26.5% |
175.0 |
| ATR |
99.8 |
97.1 |
-2.7 |
-2.7% |
0.0 |
| Volume |
153,147 |
100,081 |
-53,066 |
-34.7% |
943,282 |
|
| Daily Pivots for day following 05-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,333.8 |
7,303.7 |
7,183.6 |
|
| R3 |
7,271.8 |
7,241.7 |
7,166.6 |
|
| R2 |
7,209.8 |
7,209.8 |
7,160.9 |
|
| R1 |
7,179.7 |
7,179.7 |
7,155.2 |
7,194.8 |
| PP |
7,147.8 |
7,147.8 |
7,147.8 |
7,155.4 |
| S1 |
7,117.7 |
7,117.7 |
7,143.8 |
7,132.8 |
| S2 |
7,085.8 |
7,085.8 |
7,138.1 |
|
| S3 |
7,023.8 |
7,055.7 |
7,132.5 |
|
| S4 |
6,961.8 |
6,993.7 |
7,115.4 |
|
|
| 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 |
7,178.0 |
6,937.0 |
241.0 |
3.4% |
73.0 |
1.0% |
88% |
True |
False |
156,426 |
| 10 |
7,178.0 |
6,844.5 |
333.5 |
4.7% |
73.2 |
1.0% |
91% |
True |
False |
169,111 |
| 20 |
7,178.0 |
6,483.0 |
695.0 |
9.7% |
86.1 |
1.2% |
96% |
True |
False |
156,359 |
| 40 |
7,178.0 |
6,483.0 |
695.0 |
9.7% |
87.3 |
1.2% |
96% |
True |
False |
79,421 |
| 60 |
7,178.0 |
6,483.0 |
695.0 |
9.7% |
78.8 |
1.1% |
96% |
True |
False |
53,191 |
| 80 |
7,178.0 |
6,483.0 |
695.0 |
9.7% |
74.5 |
1.0% |
96% |
True |
False |
40,549 |
| 100 |
7,178.0 |
6,331.0 |
847.0 |
11.8% |
73.7 |
1.0% |
97% |
True |
False |
32,723 |
| 120 |
7,178.0 |
6,260.0 |
918.0 |
12.8% |
70.2 |
1.0% |
97% |
True |
False |
27,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,441.5 |
|
2.618 |
7,340.3 |
|
1.618 |
7,278.3 |
|
1.000 |
7,240.0 |
|
0.618 |
7,216.3 |
|
HIGH |
7,178.0 |
|
0.618 |
7,154.3 |
|
0.500 |
7,147.0 |
|
0.382 |
7,139.7 |
|
LOW |
7,116.0 |
|
0.618 |
7,077.7 |
|
1.000 |
7,054.0 |
|
1.618 |
7,015.7 |
|
2.618 |
6,953.7 |
|
4.250 |
6,852.5 |
|
|
| Fisher Pivots for day following 05-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,148.7 |
7,133.7 |
| PP |
7,147.8 |
7,117.8 |
| S1 |
7,147.0 |
7,102.0 |
|