| Trading Metrics calculated at close of trading on 16-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2007 |
16-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,440.0 |
6,496.0 |
56.0 |
0.9% |
6,420.5 |
| High |
6,483.0 |
6,534.5 |
51.5 |
0.8% |
6,483.0 |
| Low |
6,434.0 |
6,490.0 |
56.0 |
0.9% |
6,388.5 |
| Close |
6,472.5 |
6,526.5 |
54.0 |
0.8% |
6,472.5 |
| Range |
49.0 |
44.5 |
-4.5 |
-9.2% |
94.5 |
| ATR |
65.1 |
64.9 |
-0.2 |
-0.3% |
0.0 |
| Volume |
67,409 |
67,409 |
0 |
0.0% |
270,764 |
|
| Daily Pivots for day following 16-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,650.5 |
6,633.0 |
6,551.0 |
|
| R3 |
6,606.0 |
6,588.5 |
6,538.5 |
|
| R2 |
6,561.5 |
6,561.5 |
6,534.5 |
|
| R1 |
6,544.0 |
6,544.0 |
6,530.5 |
6,553.0 |
| PP |
6,517.0 |
6,517.0 |
6,517.0 |
6,521.5 |
| S1 |
6,499.5 |
6,499.5 |
6,522.5 |
6,508.0 |
| S2 |
6,472.5 |
6,472.5 |
6,518.5 |
|
| S3 |
6,428.0 |
6,455.0 |
6,514.5 |
|
| S4 |
6,383.5 |
6,410.5 |
6,502.0 |
|
|
| 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 |
6,534.5 |
6,388.5 |
146.0 |
2.2% |
48.5 |
0.7% |
95% |
True |
False |
67,634 |
| 10 |
6,534.5 |
6,307.0 |
227.5 |
3.5% |
49.0 |
0.7% |
96% |
True |
False |
71,674 |
| 20 |
6,534.5 |
6,107.0 |
427.5 |
6.6% |
56.5 |
0.9% |
98% |
True |
False |
82,061 |
| 40 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
66.0 |
1.0% |
99% |
True |
False |
58,557 |
| 60 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
57.0 |
0.9% |
99% |
True |
False |
39,104 |
| 80 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
51.0 |
0.8% |
99% |
True |
False |
29,529 |
| 100 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
42.5 |
0.6% |
99% |
True |
False |
23,679 |
| 120 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
35.5 |
0.5% |
99% |
True |
False |
19,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,723.5 |
|
2.618 |
6,651.0 |
|
1.618 |
6,606.5 |
|
1.000 |
6,579.0 |
|
0.618 |
6,562.0 |
|
HIGH |
6,534.5 |
|
0.618 |
6,517.5 |
|
0.500 |
6,512.0 |
|
0.382 |
6,507.0 |
|
LOW |
6,490.0 |
|
0.618 |
6,462.5 |
|
1.000 |
6,445.5 |
|
1.618 |
6,418.0 |
|
2.618 |
6,373.5 |
|
4.250 |
6,301.0 |
|
|
| Fisher Pivots for day following 16-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,522.0 |
6,505.0 |
| PP |
6,517.0 |
6,483.0 |
| S1 |
6,512.0 |
6,461.5 |
|