| Trading Metrics calculated at close of trading on 12-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2007 |
12-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,432.0 |
6,423.0 |
-9.0 |
-0.1% |
6,323.0 |
| High |
6,461.0 |
6,451.0 |
-10.0 |
-0.2% |
6,427.0 |
| Low |
6,415.0 |
6,388.5 |
-26.5 |
-0.4% |
6,310.5 |
| Close |
6,433.5 |
6,430.5 |
-3.0 |
0.0% |
6,411.5 |
| Range |
46.0 |
62.5 |
16.5 |
35.9% |
116.5 |
| ATR |
66.3 |
66.0 |
-0.3 |
-0.4% |
0.0 |
| Volume |
64,137 |
82,681 |
18,544 |
28.9% |
277,787 |
|
| Daily Pivots for day following 12-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,611.0 |
6,583.0 |
6,465.0 |
|
| R3 |
6,548.5 |
6,520.5 |
6,447.5 |
|
| R2 |
6,486.0 |
6,486.0 |
6,442.0 |
|
| R1 |
6,458.0 |
6,458.0 |
6,436.0 |
6,472.0 |
| PP |
6,423.5 |
6,423.5 |
6,423.5 |
6,430.0 |
| S1 |
6,395.5 |
6,395.5 |
6,425.0 |
6,409.5 |
| S2 |
6,361.0 |
6,361.0 |
6,419.0 |
|
| S3 |
6,298.5 |
6,333.0 |
6,413.5 |
|
| S4 |
6,236.0 |
6,270.5 |
6,396.0 |
|
|
| 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 |
6,363.0 |
98.0 |
1.5% |
50.0 |
0.8% |
69% |
False |
False |
64,104 |
| 10 |
6,461.0 |
6,270.0 |
191.0 |
3.0% |
50.5 |
0.8% |
84% |
False |
False |
76,034 |
| 20 |
6,461.0 |
5,987.0 |
474.0 |
7.4% |
62.0 |
1.0% |
94% |
False |
False |
90,515 |
| 40 |
6,461.0 |
5,981.5 |
479.5 |
7.5% |
65.5 |
1.0% |
94% |
False |
False |
55,194 |
| 60 |
6,461.0 |
5,981.5 |
479.5 |
7.5% |
57.0 |
0.9% |
94% |
False |
False |
36,859 |
| 80 |
6,461.0 |
5,981.5 |
479.5 |
7.5% |
49.5 |
0.8% |
94% |
False |
False |
27,844 |
| 100 |
6,461.0 |
5,981.5 |
479.5 |
7.5% |
41.5 |
0.6% |
94% |
False |
False |
22,331 |
| 120 |
6,461.0 |
5,981.5 |
479.5 |
7.5% |
35.0 |
0.5% |
94% |
False |
False |
18,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,716.5 |
|
2.618 |
6,614.5 |
|
1.618 |
6,552.0 |
|
1.000 |
6,513.5 |
|
0.618 |
6,489.5 |
|
HIGH |
6,451.0 |
|
0.618 |
6,427.0 |
|
0.500 |
6,420.0 |
|
0.382 |
6,412.5 |
|
LOW |
6,388.5 |
|
0.618 |
6,350.0 |
|
1.000 |
6,326.0 |
|
1.618 |
6,287.5 |
|
2.618 |
6,225.0 |
|
4.250 |
6,123.0 |
|
|
| Fisher Pivots for day following 12-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,427.0 |
6,428.5 |
| PP |
6,423.5 |
6,426.5 |
| S1 |
6,420.0 |
6,425.0 |
|