| Trading Metrics calculated at close of trading on 04-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2007 |
04-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
5,997.0 |
6,105.0 |
108.0 |
1.8% |
6,040.0 |
| High |
6,074.0 |
6,147.0 |
73.0 |
1.2% |
6,052.0 |
| Low |
5,980.0 |
6,105.0 |
125.0 |
2.1% |
5,950.0 |
| Close |
6,074.0 |
6,121.0 |
47.0 |
0.8% |
6,034.0 |
| Range |
94.0 |
42.0 |
-52.0 |
-55.3% |
102.0 |
| ATR |
72.0 |
72.1 |
0.1 |
0.1% |
0.0 |
| Volume |
21,634 |
20,531 |
-1,103 |
-5.1% |
81,154 |
|
| Daily Pivots for day following 04-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,250.3 |
6,227.7 |
6,144.1 |
|
| R3 |
6,208.3 |
6,185.7 |
6,132.6 |
|
| R2 |
6,166.3 |
6,166.3 |
6,128.7 |
|
| R1 |
6,143.7 |
6,143.7 |
6,124.9 |
6,155.0 |
| PP |
6,124.3 |
6,124.3 |
6,124.3 |
6,130.0 |
| S1 |
6,101.7 |
6,101.7 |
6,117.2 |
6,113.0 |
| S2 |
6,082.3 |
6,082.3 |
6,113.3 |
|
| S3 |
6,040.3 |
6,059.7 |
6,109.5 |
|
| S4 |
5,998.3 |
6,017.7 |
6,097.9 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,318.0 |
6,278.0 |
6,090.1 |
|
| R3 |
6,216.0 |
6,176.0 |
6,062.1 |
|
| R2 |
6,114.0 |
6,114.0 |
6,052.7 |
|
| R1 |
6,074.0 |
6,074.0 |
6,043.4 |
6,043.0 |
| PP |
6,012.0 |
6,012.0 |
6,012.0 |
5,996.5 |
| S1 |
5,972.0 |
5,972.0 |
6,024.7 |
5,941.0 |
| S2 |
5,910.0 |
5,910.0 |
6,015.3 |
|
| S3 |
5,808.0 |
5,870.0 |
6,006.0 |
|
| S4 |
5,706.0 |
5,768.0 |
5,977.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,147.0 |
5,941.0 |
206.0 |
3.4% |
66.6 |
1.1% |
87% |
True |
False |
19,407 |
| 10 |
6,147.0 |
5,941.0 |
206.0 |
3.4% |
56.0 |
0.9% |
87% |
True |
False |
17,878 |
| 20 |
6,147.0 |
5,775.0 |
372.0 |
6.1% |
60.5 |
1.0% |
93% |
True |
False |
23,327 |
| 40 |
6,147.0 |
5,665.0 |
482.0 |
7.9% |
52.2 |
0.9% |
95% |
True |
False |
12,241 |
| 60 |
6,147.0 |
5,560.0 |
587.0 |
9.6% |
42.7 |
0.7% |
96% |
True |
False |
8,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,325.5 |
|
2.618 |
6,257.0 |
|
1.618 |
6,215.0 |
|
1.000 |
6,189.0 |
|
0.618 |
6,173.0 |
|
HIGH |
6,147.0 |
|
0.618 |
6,131.0 |
|
0.500 |
6,126.0 |
|
0.382 |
6,121.0 |
|
LOW |
6,105.0 |
|
0.618 |
6,079.0 |
|
1.000 |
6,063.0 |
|
1.618 |
6,037.0 |
|
2.618 |
5,995.0 |
|
4.250 |
5,926.5 |
|
|
| Fisher Pivots for day following 04-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,126.0 |
6,095.3 |
| PP |
6,124.3 |
6,069.7 |
| S1 |
6,122.7 |
6,044.0 |
|