| Trading Metrics calculated at close of trading on 10-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2007 |
10-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,125.0 |
6,124.0 |
-1.0 |
0.0% |
6,011.0 |
| High |
6,129.0 |
6,196.0 |
67.0 |
1.1% |
6,147.0 |
| Low |
6,100.0 |
6,122.0 |
22.0 |
0.4% |
5,941.0 |
| Close |
6,115.0 |
6,177.0 |
62.0 |
1.0% |
6,115.0 |
| Range |
29.0 |
74.0 |
45.0 |
155.2% |
206.0 |
| ATR |
69.0 |
69.8 |
0.9 |
1.2% |
0.0 |
| Volume |
9,884 |
15,304 |
5,420 |
54.8% |
73,617 |
|
| Daily Pivots for day following 10-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,387.0 |
6,356.0 |
6,217.7 |
|
| R3 |
6,313.0 |
6,282.0 |
6,197.4 |
|
| R2 |
6,239.0 |
6,239.0 |
6,190.6 |
|
| R1 |
6,208.0 |
6,208.0 |
6,183.8 |
6,223.5 |
| PP |
6,165.0 |
6,165.0 |
6,165.0 |
6,172.8 |
| S1 |
6,134.0 |
6,134.0 |
6,170.2 |
6,149.5 |
| S2 |
6,091.0 |
6,091.0 |
6,163.4 |
|
| S3 |
6,017.0 |
6,060.0 |
6,156.7 |
|
| S4 |
5,943.0 |
5,986.0 |
6,136.3 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,685.7 |
6,606.3 |
6,228.3 |
|
| R3 |
6,479.7 |
6,400.3 |
6,171.7 |
|
| R2 |
6,273.7 |
6,273.7 |
6,152.8 |
|
| R1 |
6,194.3 |
6,194.3 |
6,133.9 |
6,234.0 |
| PP |
6,067.7 |
6,067.7 |
6,067.7 |
6,087.5 |
| S1 |
5,988.3 |
5,988.3 |
6,096.1 |
6,028.0 |
| S2 |
5,861.7 |
5,861.7 |
6,077.2 |
|
| S3 |
5,655.7 |
5,782.3 |
6,058.4 |
|
| S4 |
5,449.7 |
5,576.3 |
6,001.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,196.0 |
5,941.0 |
255.0 |
4.1% |
66.2 |
1.1% |
93% |
True |
False |
17,784 |
| 10 |
6,196.0 |
5,941.0 |
255.0 |
4.1% |
57.0 |
0.9% |
93% |
True |
False |
17,007 |
| 20 |
6,196.0 |
5,775.0 |
421.0 |
6.8% |
60.7 |
1.0% |
95% |
True |
False |
21,988 |
| 40 |
6,196.0 |
5,665.0 |
531.0 |
8.6% |
53.5 |
0.9% |
96% |
True |
False |
12,855 |
| 60 |
6,196.0 |
5,631.0 |
565.0 |
9.1% |
43.9 |
0.7% |
97% |
True |
False |
8,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,510.5 |
|
2.618 |
6,389.7 |
|
1.618 |
6,315.7 |
|
1.000 |
6,270.0 |
|
0.618 |
6,241.7 |
|
HIGH |
6,196.0 |
|
0.618 |
6,167.7 |
|
0.500 |
6,159.0 |
|
0.382 |
6,150.3 |
|
LOW |
6,122.0 |
|
0.618 |
6,076.3 |
|
1.000 |
6,048.0 |
|
1.618 |
6,002.3 |
|
2.618 |
5,928.3 |
|
4.250 |
5,807.5 |
|
|
| Fisher Pivots for day following 10-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,171.0 |
6,167.3 |
| PP |
6,165.0 |
6,157.7 |
| S1 |
6,159.0 |
6,148.0 |
|