| Trading Metrics calculated at close of trading on 13-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
7,198.0 |
7,207.5 |
9.5 |
0.1% |
7,162.0 |
| High |
7,233.5 |
7,268.0 |
34.5 |
0.5% |
7,268.0 |
| Low |
7,133.0 |
7,198.5 |
65.5 |
0.9% |
7,133.0 |
| Close |
7,192.0 |
7,256.0 |
64.0 |
0.9% |
7,256.0 |
| Range |
100.5 |
69.5 |
-31.0 |
-30.8% |
135.0 |
| ATR |
94.5 |
93.2 |
-1.3 |
-1.4% |
0.0 |
| Volume |
195,376 |
163,295 |
-32,081 |
-16.4% |
688,200 |
|
| Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,449.3 |
7,422.2 |
7,294.2 |
|
| R3 |
7,379.8 |
7,352.7 |
7,275.1 |
|
| R2 |
7,310.3 |
7,310.3 |
7,268.7 |
|
| R1 |
7,283.2 |
7,283.2 |
7,262.4 |
7,296.8 |
| PP |
7,240.8 |
7,240.8 |
7,240.8 |
7,247.6 |
| S1 |
7,213.7 |
7,213.7 |
7,249.6 |
7,227.3 |
| S2 |
7,171.3 |
7,171.3 |
7,243.3 |
|
| S3 |
7,101.8 |
7,144.2 |
7,236.9 |
|
| S4 |
7,032.3 |
7,074.7 |
7,217.8 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,624.0 |
7,575.0 |
7,330.3 |
|
| R3 |
7,489.0 |
7,440.0 |
7,293.1 |
|
| R2 |
7,354.0 |
7,354.0 |
7,280.8 |
|
| R1 |
7,305.0 |
7,305.0 |
7,268.4 |
7,329.5 |
| PP |
7,219.0 |
7,219.0 |
7,219.0 |
7,231.3 |
| S1 |
7,170.0 |
7,170.0 |
7,243.6 |
7,194.5 |
| S2 |
7,084.0 |
7,084.0 |
7,231.3 |
|
| S3 |
6,949.0 |
7,035.0 |
7,218.9 |
|
| S4 |
6,814.0 |
6,900.0 |
7,181.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,268.0 |
7,116.0 |
152.0 |
2.1% |
74.5 |
1.0% |
92% |
True |
False |
157,656 |
| 10 |
7,268.0 |
6,901.5 |
366.5 |
5.1% |
73.8 |
1.0% |
97% |
True |
False |
163,770 |
| 20 |
7,268.0 |
6,567.0 |
701.0 |
9.7% |
77.7 |
1.1% |
98% |
True |
False |
173,443 |
| 40 |
7,268.0 |
6,483.0 |
785.0 |
10.8% |
89.6 |
1.2% |
98% |
True |
False |
96,567 |
| 60 |
7,268.0 |
6,483.0 |
785.0 |
10.8% |
81.1 |
1.1% |
98% |
True |
False |
64,599 |
| 80 |
7,268.0 |
6,483.0 |
785.0 |
10.8% |
75.8 |
1.0% |
98% |
True |
False |
48,775 |
| 100 |
7,268.0 |
6,331.0 |
937.0 |
12.9% |
75.1 |
1.0% |
99% |
True |
False |
39,555 |
| 120 |
7,268.0 |
6,331.0 |
937.0 |
12.9% |
70.9 |
1.0% |
99% |
True |
False |
33,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,563.4 |
|
2.618 |
7,450.0 |
|
1.618 |
7,380.5 |
|
1.000 |
7,337.5 |
|
0.618 |
7,311.0 |
|
HIGH |
7,268.0 |
|
0.618 |
7,241.5 |
|
0.500 |
7,233.3 |
|
0.382 |
7,225.0 |
|
LOW |
7,198.5 |
|
0.618 |
7,155.5 |
|
1.000 |
7,129.0 |
|
1.618 |
7,086.0 |
|
2.618 |
7,016.5 |
|
4.250 |
6,903.1 |
|
|
| Fisher Pivots for day following 13-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,248.4 |
7,237.5 |
| PP |
7,240.8 |
7,219.0 |
| S1 |
7,233.3 |
7,200.5 |
|