| Trading Metrics calculated at close of trading on 05-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2007 |
05-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,105.0 |
6,125.0 |
20.0 |
0.3% |
6,040.0 |
| High |
6,147.0 |
6,129.0 |
-18.0 |
-0.3% |
6,052.0 |
| Low |
6,105.0 |
6,100.0 |
-5.0 |
-0.1% |
5,950.0 |
| Close |
6,121.0 |
6,115.0 |
-6.0 |
-0.1% |
6,034.0 |
| Range |
42.0 |
29.0 |
-13.0 |
-31.0% |
102.0 |
| ATR |
72.1 |
69.0 |
-3.1 |
-4.3% |
0.0 |
| Volume |
20,531 |
9,884 |
-10,647 |
-51.9% |
81,154 |
|
| Daily Pivots for day following 05-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,201.7 |
6,187.3 |
6,131.0 |
|
| R3 |
6,172.7 |
6,158.3 |
6,123.0 |
|
| R2 |
6,143.7 |
6,143.7 |
6,120.3 |
|
| R1 |
6,129.3 |
6,129.3 |
6,117.7 |
6,122.0 |
| PP |
6,114.7 |
6,114.7 |
6,114.7 |
6,111.0 |
| S1 |
6,100.3 |
6,100.3 |
6,112.3 |
6,093.0 |
| S2 |
6,085.7 |
6,085.7 |
6,109.7 |
|
| S3 |
6,056.7 |
6,071.3 |
6,107.0 |
|
| S4 |
6,027.7 |
6,042.3 |
6,099.1 |
|
|
| 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% |
60.4 |
1.0% |
84% |
False |
False |
18,197 |
| 10 |
6,147.0 |
5,941.0 |
206.0 |
3.4% |
54.3 |
0.9% |
84% |
False |
False |
16,914 |
| 20 |
6,147.0 |
5,775.0 |
372.0 |
6.1% |
59.4 |
1.0% |
91% |
False |
False |
22,763 |
| 40 |
6,147.0 |
5,665.0 |
482.0 |
7.9% |
52.6 |
0.9% |
93% |
False |
False |
12,481 |
| 60 |
6,147.0 |
5,580.0 |
567.0 |
9.3% |
42.9 |
0.7% |
94% |
False |
False |
8,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,252.3 |
|
2.618 |
6,204.9 |
|
1.618 |
6,175.9 |
|
1.000 |
6,158.0 |
|
0.618 |
6,146.9 |
|
HIGH |
6,129.0 |
|
0.618 |
6,117.9 |
|
0.500 |
6,114.5 |
|
0.382 |
6,111.1 |
|
LOW |
6,100.0 |
|
0.618 |
6,082.1 |
|
1.000 |
6,071.0 |
|
1.618 |
6,053.1 |
|
2.618 |
6,024.1 |
|
4.250 |
5,976.8 |
|
|
| Fisher Pivots for day following 05-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,114.8 |
6,097.8 |
| PP |
6,114.7 |
6,080.7 |
| S1 |
6,114.5 |
6,063.5 |
|