| Trading Metrics calculated at close of trading on 11-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2007 |
11-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,420.5 |
6,432.0 |
11.5 |
0.2% |
6,323.0 |
| High |
6,446.0 |
6,461.0 |
15.0 |
0.2% |
6,427.0 |
| Low |
6,405.5 |
6,415.0 |
9.5 |
0.1% |
6,310.5 |
| Close |
6,426.5 |
6,433.5 |
7.0 |
0.1% |
6,411.5 |
| Range |
40.5 |
46.0 |
5.5 |
13.6% |
116.5 |
| ATR |
67.9 |
66.3 |
-1.6 |
-2.3% |
0.0 |
| Volume |
56,537 |
64,137 |
7,600 |
13.4% |
277,787 |
|
| Daily Pivots for day following 11-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,574.5 |
6,550.0 |
6,459.0 |
|
| R3 |
6,528.5 |
6,504.0 |
6,446.0 |
|
| R2 |
6,482.5 |
6,482.5 |
6,442.0 |
|
| R1 |
6,458.0 |
6,458.0 |
6,437.5 |
6,470.0 |
| PP |
6,436.5 |
6,436.5 |
6,436.5 |
6,442.5 |
| S1 |
6,412.0 |
6,412.0 |
6,429.5 |
6,424.0 |
| S2 |
6,390.5 |
6,390.5 |
6,425.0 |
|
| S3 |
6,344.5 |
6,366.0 |
6,421.0 |
|
| S4 |
6,298.5 |
6,320.0 |
6,408.0 |
|
|
| 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 |
6,461.0 |
6,350.0 |
111.0 |
1.7% |
46.5 |
0.7% |
75% |
True |
False |
63,929 |
| 10 |
6,461.0 |
6,270.0 |
191.0 |
3.0% |
50.5 |
0.8% |
86% |
True |
False |
74,939 |
| 20 |
6,461.0 |
5,987.0 |
474.0 |
7.4% |
63.0 |
1.0% |
94% |
True |
False |
95,138 |
| 40 |
6,461.0 |
5,981.5 |
479.5 |
7.5% |
64.5 |
1.0% |
94% |
True |
False |
53,128 |
| 60 |
6,461.0 |
5,981.5 |
479.5 |
7.5% |
56.5 |
0.9% |
94% |
True |
False |
35,482 |
| 80 |
6,461.0 |
5,981.5 |
479.5 |
7.5% |
49.0 |
0.8% |
94% |
True |
False |
26,811 |
| 100 |
6,461.0 |
5,981.5 |
479.5 |
7.5% |
40.5 |
0.6% |
94% |
True |
False |
21,504 |
| 120 |
6,461.0 |
5,981.5 |
479.5 |
7.5% |
34.5 |
0.5% |
94% |
True |
False |
17,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,656.5 |
|
2.618 |
6,581.5 |
|
1.618 |
6,535.5 |
|
1.000 |
6,507.0 |
|
0.618 |
6,489.5 |
|
HIGH |
6,461.0 |
|
0.618 |
6,443.5 |
|
0.500 |
6,438.0 |
|
0.382 |
6,432.5 |
|
LOW |
6,415.0 |
|
0.618 |
6,386.5 |
|
1.000 |
6,369.0 |
|
1.618 |
6,340.5 |
|
2.618 |
6,294.5 |
|
4.250 |
6,219.5 |
|
|
| Fisher Pivots for day following 11-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,438.0 |
6,426.5 |
| PP |
6,436.5 |
6,419.5 |
| S1 |
6,435.0 |
6,412.5 |
|