| Trading Metrics calculated at close of trading on 17-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2007 |
17-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,496.0 |
6,514.0 |
18.0 |
0.3% |
6,420.5 |
| High |
6,534.5 |
6,522.5 |
-12.0 |
-0.2% |
6,483.0 |
| Low |
6,490.0 |
6,467.0 |
-23.0 |
-0.4% |
6,388.5 |
| Close |
6,526.5 |
6,516.5 |
-10.0 |
-0.2% |
6,472.5 |
| Range |
44.5 |
55.5 |
11.0 |
24.7% |
94.5 |
| ATR |
64.9 |
64.5 |
-0.4 |
-0.6% |
0.0 |
| Volume |
67,409 |
73,131 |
5,722 |
8.5% |
270,764 |
|
| Daily Pivots for day following 17-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,668.5 |
6,648.0 |
6,547.0 |
|
| R3 |
6,613.0 |
6,592.5 |
6,532.0 |
|
| R2 |
6,557.5 |
6,557.5 |
6,526.5 |
|
| R1 |
6,537.0 |
6,537.0 |
6,521.5 |
6,547.0 |
| PP |
6,502.0 |
6,502.0 |
6,502.0 |
6,507.0 |
| S1 |
6,481.5 |
6,481.5 |
6,511.5 |
6,492.0 |
| S2 |
6,446.5 |
6,446.5 |
6,506.5 |
|
| S3 |
6,391.0 |
6,426.0 |
6,501.0 |
|
| S4 |
6,335.5 |
6,370.5 |
6,486.0 |
|
|
| 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% |
51.5 |
0.8% |
88% |
False |
False |
70,953 |
| 10 |
6,534.5 |
6,310.5 |
224.0 |
3.4% |
49.5 |
0.8% |
92% |
False |
False |
68,909 |
| 20 |
6,534.5 |
6,155.0 |
379.5 |
5.8% |
57.0 |
0.9% |
95% |
False |
False |
79,327 |
| 40 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
66.5 |
1.0% |
97% |
False |
False |
60,383 |
| 60 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
57.0 |
0.9% |
97% |
False |
False |
40,319 |
| 80 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
51.5 |
0.8% |
97% |
False |
False |
30,443 |
| 100 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
42.5 |
0.7% |
97% |
False |
False |
24,410 |
| 120 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
36.0 |
0.6% |
97% |
False |
False |
20,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,758.5 |
|
2.618 |
6,668.0 |
|
1.618 |
6,612.5 |
|
1.000 |
6,578.0 |
|
0.618 |
6,557.0 |
|
HIGH |
6,522.5 |
|
0.618 |
6,501.5 |
|
0.500 |
6,495.0 |
|
0.382 |
6,488.0 |
|
LOW |
6,467.0 |
|
0.618 |
6,432.5 |
|
1.000 |
6,411.5 |
|
1.618 |
6,377.0 |
|
2.618 |
6,321.5 |
|
4.250 |
6,231.0 |
|
|
| Fisher Pivots for day following 17-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,509.0 |
6,506.0 |
| PP |
6,502.0 |
6,495.0 |
| S1 |
6,495.0 |
6,484.0 |
|