| Trading Metrics calculated at close of trading on 30-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2007 |
30-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,472.0 |
6,410.5 |
-61.5 |
-1.0% |
6,508.5 |
| High |
6,478.5 |
6,486.5 |
8.0 |
0.1% |
6,524.0 |
| Low |
6,419.0 |
6,410.0 |
-9.0 |
-0.1% |
6,417.5 |
| Close |
6,430.5 |
6,467.5 |
37.0 |
0.6% |
6,430.5 |
| Range |
59.5 |
76.5 |
17.0 |
28.6% |
106.5 |
| ATR |
64.0 |
64.9 |
0.9 |
1.4% |
0.0 |
| Volume |
87,404 |
85,864 |
-1,540 |
-1.8% |
431,581 |
|
| Daily Pivots for day following 30-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,684.0 |
6,652.5 |
6,509.5 |
|
| R3 |
6,607.5 |
6,576.0 |
6,488.5 |
|
| R2 |
6,531.0 |
6,531.0 |
6,481.5 |
|
| R1 |
6,499.5 |
6,499.5 |
6,474.5 |
6,515.0 |
| PP |
6,454.5 |
6,454.5 |
6,454.5 |
6,462.5 |
| S1 |
6,423.0 |
6,423.0 |
6,460.5 |
6,439.0 |
| S2 |
6,378.0 |
6,378.0 |
6,453.5 |
|
| S3 |
6,301.5 |
6,346.5 |
6,446.5 |
|
| S4 |
6,225.0 |
6,270.0 |
6,425.5 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,777.0 |
6,710.0 |
6,489.0 |
|
| R3 |
6,670.5 |
6,603.5 |
6,460.0 |
|
| R2 |
6,564.0 |
6,564.0 |
6,450.0 |
|
| R1 |
6,497.0 |
6,497.0 |
6,440.5 |
6,477.0 |
| PP |
6,457.5 |
6,457.5 |
6,457.5 |
6,447.5 |
| S1 |
6,390.5 |
6,390.5 |
6,420.5 |
6,371.0 |
| S2 |
6,351.0 |
6,351.0 |
6,411.0 |
|
| S3 |
6,244.5 |
6,284.0 |
6,401.0 |
|
| S4 |
6,138.0 |
6,177.5 |
6,372.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,524.0 |
6,410.0 |
114.0 |
1.8% |
66.5 |
1.0% |
50% |
False |
True |
86,305 |
| 10 |
6,524.0 |
6,397.5 |
126.5 |
2.0% |
60.5 |
0.9% |
55% |
False |
False |
91,117 |
| 20 |
6,534.5 |
6,307.0 |
227.5 |
3.5% |
54.5 |
0.8% |
71% |
False |
False |
81,395 |
| 40 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
63.0 |
1.0% |
88% |
False |
False |
80,865 |
| 60 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
59.0 |
0.9% |
88% |
False |
False |
54,249 |
| 80 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
57.0 |
0.9% |
88% |
False |
False |
40,744 |
| 100 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
47.5 |
0.7% |
88% |
False |
False |
32,747 |
| 120 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
40.5 |
0.6% |
88% |
False |
False |
27,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,811.5 |
|
2.618 |
6,687.0 |
|
1.618 |
6,610.5 |
|
1.000 |
6,563.0 |
|
0.618 |
6,534.0 |
|
HIGH |
6,486.5 |
|
0.618 |
6,457.5 |
|
0.500 |
6,448.0 |
|
0.382 |
6,439.0 |
|
LOW |
6,410.0 |
|
0.618 |
6,362.5 |
|
1.000 |
6,333.5 |
|
1.618 |
6,286.0 |
|
2.618 |
6,209.5 |
|
4.250 |
6,085.0 |
|
|
| Fisher Pivots for day following 30-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,461.0 |
6,467.5 |
| PP |
6,454.5 |
6,467.0 |
| S1 |
6,448.0 |
6,467.0 |
|