| 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 |
6,400.5 |
6,389.5 |
-11.0 |
-0.2% |
6,363.5 |
| High |
6,401.0 |
6,427.0 |
26.0 |
0.4% |
6,379.5 |
| Low |
6,363.0 |
6,364.0 |
1.0 |
0.0% |
6,270.0 |
| Close |
6,386.0 |
6,411.5 |
25.5 |
0.4% |
6,326.0 |
| Range |
38.0 |
63.0 |
25.0 |
65.8% |
109.5 |
| ATR |
70.5 |
70.0 |
-0.5 |
-0.8% |
0.0 |
| Volume |
59,317 |
57,849 |
-1,468 |
-2.5% |
438,702 |
|
| Daily Pivots for day following 05-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,590.0 |
6,563.5 |
6,446.0 |
|
| R3 |
6,527.0 |
6,500.5 |
6,429.0 |
|
| R2 |
6,464.0 |
6,464.0 |
6,423.0 |
|
| R1 |
6,437.5 |
6,437.5 |
6,417.5 |
6,451.0 |
| PP |
6,401.0 |
6,401.0 |
6,401.0 |
6,407.5 |
| S1 |
6,374.5 |
6,374.5 |
6,405.5 |
6,388.0 |
| S2 |
6,338.0 |
6,338.0 |
6,400.0 |
|
| S3 |
6,275.0 |
6,311.5 |
6,394.0 |
|
| S4 |
6,212.0 |
6,248.5 |
6,377.0 |
|
|
| 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 |
6,427.0 |
6,307.0 |
120.0 |
1.9% |
49.0 |
0.8% |
87% |
True |
False |
75,714 |
| 10 |
6,427.0 |
6,270.0 |
157.0 |
2.4% |
56.0 |
0.9% |
90% |
True |
False |
79,841 |
| 20 |
6,427.0 |
5,987.0 |
440.0 |
6.9% |
65.0 |
1.0% |
96% |
True |
False |
96,571 |
| 40 |
6,458.5 |
5,981.5 |
477.0 |
7.4% |
63.5 |
1.0% |
90% |
False |
False |
50,123 |
| 60 |
6,458.5 |
5,981.5 |
477.0 |
7.4% |
56.5 |
0.9% |
90% |
False |
False |
33,476 |
| 80 |
6,458.5 |
5,981.5 |
477.0 |
7.4% |
48.0 |
0.8% |
90% |
False |
False |
25,302 |
| 100 |
6,458.5 |
5,981.5 |
477.0 |
7.4% |
40.0 |
0.6% |
90% |
False |
False |
20,303 |
| 120 |
6,458.5 |
5,981.5 |
477.0 |
7.4% |
33.5 |
0.5% |
90% |
False |
False |
16,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,695.0 |
|
2.618 |
6,592.0 |
|
1.618 |
6,529.0 |
|
1.000 |
6,490.0 |
|
0.618 |
6,466.0 |
|
HIGH |
6,427.0 |
|
0.618 |
6,403.0 |
|
0.500 |
6,395.5 |
|
0.382 |
6,388.0 |
|
LOW |
6,364.0 |
|
0.618 |
6,325.0 |
|
1.000 |
6,301.0 |
|
1.618 |
6,262.0 |
|
2.618 |
6,199.0 |
|
4.250 |
6,096.0 |
|
|
| Fisher Pivots for day following 05-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,406.0 |
6,404.0 |
| PP |
6,401.0 |
6,396.0 |
| S1 |
6,395.5 |
6,388.5 |
|