| 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 |
6,323.0 |
6,369.0 |
46.0 |
0.7% |
6,363.5 |
| High |
6,364.0 |
6,394.5 |
30.5 |
0.5% |
6,379.5 |
| Low |
6,310.5 |
6,350.0 |
39.5 |
0.6% |
6,270.0 |
| Close |
6,329.5 |
6,372.0 |
42.5 |
0.7% |
6,326.0 |
| Range |
53.5 |
44.5 |
-9.0 |
-16.8% |
109.5 |
| ATR |
73.6 |
73.0 |
-0.6 |
-0.8% |
0.0 |
| Volume |
78,814 |
81,807 |
2,993 |
3.8% |
438,702 |
|
| Daily Pivots for day following 03-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,505.5 |
6,483.5 |
6,396.5 |
|
| R3 |
6,461.0 |
6,439.0 |
6,384.0 |
|
| R2 |
6,416.5 |
6,416.5 |
6,380.0 |
|
| R1 |
6,394.5 |
6,394.5 |
6,376.0 |
6,405.5 |
| PP |
6,372.0 |
6,372.0 |
6,372.0 |
6,378.0 |
| S1 |
6,350.0 |
6,350.0 |
6,368.0 |
6,361.0 |
| S2 |
6,327.5 |
6,327.5 |
6,364.0 |
|
| S3 |
6,283.0 |
6,305.5 |
6,360.0 |
|
| S4 |
6,238.5 |
6,261.0 |
6,347.5 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,653.5 |
6,599.5 |
6,386.0 |
|
| R3 |
6,544.0 |
6,490.0 |
6,356.0 |
|
| R2 |
6,434.5 |
6,434.5 |
6,346.0 |
|
| R1 |
6,380.5 |
6,380.5 |
6,336.0 |
6,353.0 |
| PP |
6,325.0 |
6,325.0 |
6,325.0 |
6,311.5 |
| S1 |
6,271.0 |
6,271.0 |
6,316.0 |
6,243.0 |
| S2 |
6,215.5 |
6,215.5 |
6,306.0 |
|
| S3 |
6,106.0 |
6,161.5 |
6,296.0 |
|
| S4 |
5,996.5 |
6,052.0 |
6,266.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,394.5 |
6,270.0 |
124.5 |
2.0% |
51.5 |
0.8% |
82% |
True |
False |
87,963 |
| 10 |
6,394.5 |
6,225.0 |
169.5 |
2.7% |
60.5 |
0.9% |
87% |
True |
False |
90,112 |
| 20 |
6,394.5 |
5,987.0 |
407.5 |
6.4% |
66.0 |
1.0% |
94% |
True |
False |
92,802 |
| 40 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
62.5 |
1.0% |
82% |
False |
False |
47,196 |
| 60 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
57.0 |
0.9% |
82% |
False |
False |
31,533 |
| 80 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
47.0 |
0.7% |
82% |
False |
False |
23,838 |
| 100 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
39.0 |
0.6% |
82% |
False |
False |
19,131 |
| 120 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
32.5 |
0.5% |
82% |
False |
False |
15,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,583.5 |
|
2.618 |
6,511.0 |
|
1.618 |
6,466.5 |
|
1.000 |
6,439.0 |
|
0.618 |
6,422.0 |
|
HIGH |
6,394.5 |
|
0.618 |
6,377.5 |
|
0.500 |
6,372.0 |
|
0.382 |
6,367.0 |
|
LOW |
6,350.0 |
|
0.618 |
6,322.5 |
|
1.000 |
6,305.5 |
|
1.618 |
6,278.0 |
|
2.618 |
6,233.5 |
|
4.250 |
6,161.0 |
|
|
| Fisher Pivots for day following 03-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,372.0 |
6,365.0 |
| PP |
6,372.0 |
6,358.0 |
| S1 |
6,372.0 |
6,351.0 |
|