| Trading Metrics calculated at close of trading on 10-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2007 |
10-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,389.5 |
6,420.5 |
31.0 |
0.5% |
6,323.0 |
| High |
6,427.0 |
6,446.0 |
19.0 |
0.3% |
6,427.0 |
| Low |
6,364.0 |
6,405.5 |
41.5 |
0.7% |
6,310.5 |
| Close |
6,411.5 |
6,426.5 |
15.0 |
0.2% |
6,411.5 |
| Range |
63.0 |
40.5 |
-22.5 |
-35.7% |
116.5 |
| ATR |
70.0 |
67.9 |
-2.1 |
-3.0% |
0.0 |
| Volume |
57,849 |
56,537 |
-1,312 |
-2.3% |
277,787 |
|
| Daily Pivots for day following 10-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,547.5 |
6,527.5 |
6,449.0 |
|
| R3 |
6,507.0 |
6,487.0 |
6,437.5 |
|
| R2 |
6,466.5 |
6,466.5 |
6,434.0 |
|
| R1 |
6,446.5 |
6,446.5 |
6,430.0 |
6,456.5 |
| PP |
6,426.0 |
6,426.0 |
6,426.0 |
6,431.0 |
| S1 |
6,406.0 |
6,406.0 |
6,423.0 |
6,416.0 |
| S2 |
6,385.5 |
6,385.5 |
6,419.0 |
|
| S3 |
6,345.0 |
6,365.5 |
6,415.5 |
|
| S4 |
6,304.5 |
6,325.0 |
6,404.0 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,732.5 |
6,688.5 |
6,475.5 |
|
| R3 |
6,616.0 |
6,572.0 |
6,443.5 |
|
| R2 |
6,499.5 |
6,499.5 |
6,433.0 |
|
| R1 |
6,455.5 |
6,455.5 |
6,422.0 |
6,477.5 |
| PP |
6,383.0 |
6,383.0 |
6,383.0 |
6,394.0 |
| S1 |
6,339.0 |
6,339.0 |
6,401.0 |
6,361.0 |
| S2 |
6,266.5 |
6,266.5 |
6,390.0 |
|
| S3 |
6,150.0 |
6,222.5 |
6,379.5 |
|
| S4 |
6,033.5 |
6,106.0 |
6,347.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,446.0 |
6,310.5 |
135.5 |
2.1% |
48.0 |
0.7% |
86% |
True |
False |
66,864 |
| 10 |
6,446.0 |
6,270.0 |
176.0 |
2.7% |
54.0 |
0.8% |
89% |
True |
False |
77,302 |
| 20 |
6,446.0 |
5,987.0 |
459.0 |
7.1% |
64.0 |
1.0% |
96% |
True |
False |
97,993 |
| 40 |
6,458.5 |
5,981.5 |
477.0 |
7.4% |
64.0 |
1.0% |
93% |
False |
False |
51,533 |
| 60 |
6,458.5 |
5,981.5 |
477.0 |
7.4% |
56.0 |
0.9% |
93% |
False |
False |
34,418 |
| 80 |
6,458.5 |
5,981.5 |
477.0 |
7.4% |
48.5 |
0.8% |
93% |
False |
False |
26,009 |
| 100 |
6,458.5 |
5,981.5 |
477.0 |
7.4% |
40.5 |
0.6% |
93% |
False |
False |
20,868 |
| 120 |
6,458.5 |
5,981.5 |
477.0 |
7.4% |
34.0 |
0.5% |
93% |
False |
False |
17,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,618.0 |
|
2.618 |
6,552.0 |
|
1.618 |
6,511.5 |
|
1.000 |
6,486.5 |
|
0.618 |
6,471.0 |
|
HIGH |
6,446.0 |
|
0.618 |
6,430.5 |
|
0.500 |
6,426.0 |
|
0.382 |
6,421.0 |
|
LOW |
6,405.5 |
|
0.618 |
6,380.5 |
|
1.000 |
6,365.0 |
|
1.618 |
6,340.0 |
|
2.618 |
6,299.5 |
|
4.250 |
6,233.5 |
|
|
| Fisher Pivots for day following 10-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,426.0 |
6,419.0 |
| PP |
6,426.0 |
6,412.0 |
| S1 |
6,426.0 |
6,404.5 |
|