| Trading Metrics calculated at close of trading on 13-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,423.0 |
6,440.0 |
17.0 |
0.3% |
6,420.5 |
| High |
6,451.0 |
6,483.0 |
32.0 |
0.5% |
6,483.0 |
| Low |
6,388.5 |
6,434.0 |
45.5 |
0.7% |
6,388.5 |
| Close |
6,430.5 |
6,472.5 |
42.0 |
0.7% |
6,472.5 |
| Range |
62.5 |
49.0 |
-13.5 |
-21.6% |
94.5 |
| ATR |
66.0 |
65.1 |
-1.0 |
-1.5% |
0.0 |
| Volume |
82,681 |
67,409 |
-15,272 |
-18.5% |
270,764 |
|
| Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,610.0 |
6,590.5 |
6,499.5 |
|
| R3 |
6,561.0 |
6,541.5 |
6,486.0 |
|
| R2 |
6,512.0 |
6,512.0 |
6,481.5 |
|
| R1 |
6,492.5 |
6,492.5 |
6,477.0 |
6,502.0 |
| PP |
6,463.0 |
6,463.0 |
6,463.0 |
6,468.0 |
| S1 |
6,443.5 |
6,443.5 |
6,468.0 |
6,453.0 |
| S2 |
6,414.0 |
6,414.0 |
6,463.5 |
|
| S3 |
6,365.0 |
6,394.5 |
6,459.0 |
|
| S4 |
6,316.0 |
6,345.5 |
6,445.5 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,731.5 |
6,696.5 |
6,524.5 |
|
| R3 |
6,637.0 |
6,602.0 |
6,498.5 |
|
| R2 |
6,542.5 |
6,542.5 |
6,490.0 |
|
| R1 |
6,507.5 |
6,507.5 |
6,481.0 |
6,525.0 |
| PP |
6,448.0 |
6,448.0 |
6,448.0 |
6,457.0 |
| S1 |
6,413.0 |
6,413.0 |
6,464.0 |
6,430.5 |
| S2 |
6,353.5 |
6,353.5 |
6,455.0 |
|
| S3 |
6,259.0 |
6,318.5 |
6,446.5 |
|
| S4 |
6,164.5 |
6,224.0 |
6,420.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,483.0 |
6,364.0 |
119.0 |
1.8% |
52.0 |
0.8% |
91% |
True |
False |
65,722 |
| 10 |
6,483.0 |
6,303.0 |
180.0 |
2.8% |
50.0 |
0.8% |
94% |
True |
False |
73,263 |
| 20 |
6,483.0 |
6,083.5 |
399.5 |
6.2% |
58.5 |
0.9% |
97% |
True |
False |
84,939 |
| 40 |
6,483.0 |
5,981.5 |
501.5 |
7.7% |
65.5 |
1.0% |
98% |
True |
False |
56,876 |
| 60 |
6,483.0 |
5,981.5 |
501.5 |
7.7% |
57.0 |
0.9% |
98% |
True |
False |
37,981 |
| 80 |
6,483.0 |
5,981.5 |
501.5 |
7.7% |
50.5 |
0.8% |
98% |
True |
False |
28,687 |
| 100 |
6,483.0 |
5,981.5 |
501.5 |
7.7% |
42.0 |
0.6% |
98% |
True |
False |
23,005 |
| 120 |
6,483.0 |
5,981.5 |
501.5 |
7.7% |
35.0 |
0.5% |
98% |
True |
False |
19,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,691.0 |
|
2.618 |
6,611.5 |
|
1.618 |
6,562.5 |
|
1.000 |
6,532.0 |
|
0.618 |
6,513.5 |
|
HIGH |
6,483.0 |
|
0.618 |
6,464.5 |
|
0.500 |
6,458.5 |
|
0.382 |
6,452.5 |
|
LOW |
6,434.0 |
|
0.618 |
6,403.5 |
|
1.000 |
6,385.0 |
|
1.618 |
6,354.5 |
|
2.618 |
6,305.5 |
|
4.250 |
6,226.0 |
|
|
| Fisher Pivots for day following 13-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,468.0 |
6,460.0 |
| PP |
6,463.0 |
6,448.0 |
| S1 |
6,458.5 |
6,436.0 |
|