| Trading Metrics calculated at close of trading on 18-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2007 |
18-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,514.0 |
6,500.5 |
-13.5 |
-0.2% |
6,420.5 |
| High |
6,522.5 |
6,503.0 |
-19.5 |
-0.3% |
6,483.0 |
| Low |
6,467.0 |
6,452.5 |
-14.5 |
-0.2% |
6,388.5 |
| Close |
6,516.5 |
6,465.0 |
-51.5 |
-0.8% |
6,472.5 |
| Range |
55.5 |
50.5 |
-5.0 |
-9.0% |
94.5 |
| ATR |
64.5 |
64.4 |
0.0 |
-0.1% |
0.0 |
| Volume |
73,131 |
105,391 |
32,260 |
44.1% |
270,764 |
|
| Daily Pivots for day following 18-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,625.0 |
6,595.5 |
6,493.0 |
|
| R3 |
6,574.5 |
6,545.0 |
6,479.0 |
|
| R2 |
6,524.0 |
6,524.0 |
6,474.5 |
|
| R1 |
6,494.5 |
6,494.5 |
6,469.5 |
6,484.0 |
| PP |
6,473.5 |
6,473.5 |
6,473.5 |
6,468.0 |
| S1 |
6,444.0 |
6,444.0 |
6,460.5 |
6,433.5 |
| S2 |
6,423.0 |
6,423.0 |
6,455.5 |
|
| S3 |
6,372.5 |
6,393.5 |
6,451.0 |
|
| S4 |
6,322.0 |
6,343.0 |
6,437.0 |
|
|
| 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 |
2.3% |
52.5 |
0.8% |
52% |
False |
False |
79,204 |
| 10 |
6,534.5 |
6,350.0 |
184.5 |
2.9% |
49.5 |
0.8% |
62% |
False |
False |
71,566 |
| 20 |
6,534.5 |
6,172.0 |
362.5 |
5.6% |
56.0 |
0.9% |
81% |
False |
False |
80,746 |
| 40 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
67.0 |
1.0% |
87% |
False |
False |
63,016 |
| 60 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
57.0 |
0.9% |
87% |
False |
False |
42,067 |
| 80 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
52.0 |
0.8% |
87% |
False |
False |
31,761 |
| 100 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
43.0 |
0.7% |
87% |
False |
False |
25,434 |
| 120 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
36.5 |
0.6% |
87% |
False |
False |
21,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,717.5 |
|
2.618 |
6,635.0 |
|
1.618 |
6,584.5 |
|
1.000 |
6,553.5 |
|
0.618 |
6,534.0 |
|
HIGH |
6,503.0 |
|
0.618 |
6,483.5 |
|
0.500 |
6,478.0 |
|
0.382 |
6,472.0 |
|
LOW |
6,452.5 |
|
0.618 |
6,421.5 |
|
1.000 |
6,402.0 |
|
1.618 |
6,371.0 |
|
2.618 |
6,320.5 |
|
4.250 |
6,238.0 |
|
|
| Fisher Pivots for day following 18-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,478.0 |
6,493.5 |
| PP |
6,473.5 |
6,484.0 |
| S1 |
6,469.0 |
6,474.5 |
|