| Trading Metrics calculated at close of trading on 13-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,181.0 |
6,220.0 |
39.0 |
0.6% |
6,124.0 |
| High |
6,211.0 |
6,238.0 |
27.0 |
0.4% |
6,238.0 |
| Low |
6,161.0 |
6,153.0 |
-8.0 |
-0.1% |
6,122.0 |
| Close |
6,207.0 |
6,174.0 |
-33.0 |
-0.5% |
6,174.0 |
| Range |
50.0 |
85.0 |
35.0 |
70.0% |
116.0 |
| ATR |
66.4 |
67.7 |
1.3 |
2.0% |
0.0 |
| Volume |
14,294 |
18,258 |
3,964 |
27.7% |
66,327 |
|
| Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,443.3 |
6,393.7 |
6,220.8 |
|
| R3 |
6,358.3 |
6,308.7 |
6,197.4 |
|
| R2 |
6,273.3 |
6,273.3 |
6,189.6 |
|
| R1 |
6,223.7 |
6,223.7 |
6,181.8 |
6,206.0 |
| PP |
6,188.3 |
6,188.3 |
6,188.3 |
6,179.5 |
| S1 |
6,138.7 |
6,138.7 |
6,166.2 |
6,121.0 |
| S2 |
6,103.3 |
6,103.3 |
6,158.4 |
|
| S3 |
6,018.3 |
6,053.7 |
6,150.6 |
|
| S4 |
5,933.3 |
5,968.7 |
6,127.3 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,526.0 |
6,466.0 |
6,237.8 |
|
| R3 |
6,410.0 |
6,350.0 |
6,205.9 |
|
| R2 |
6,294.0 |
6,294.0 |
6,195.3 |
|
| R1 |
6,234.0 |
6,234.0 |
6,184.6 |
6,264.0 |
| PP |
6,178.0 |
6,178.0 |
6,178.0 |
6,193.0 |
| S1 |
6,118.0 |
6,118.0 |
6,163.4 |
6,148.0 |
| S2 |
6,062.0 |
6,062.0 |
6,152.7 |
|
| S3 |
5,946.0 |
6,002.0 |
6,142.1 |
|
| S4 |
5,830.0 |
5,886.0 |
6,110.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,238.0 |
6,100.0 |
138.0 |
2.2% |
55.4 |
0.9% |
54% |
True |
False |
15,242 |
| 10 |
6,238.0 |
5,941.0 |
297.0 |
4.8% |
61.0 |
1.0% |
78% |
True |
False |
17,324 |
| 20 |
6,238.0 |
5,834.0 |
404.0 |
6.5% |
59.0 |
1.0% |
84% |
True |
False |
17,180 |
| 40 |
6,238.0 |
5,665.0 |
573.0 |
9.3% |
55.9 |
0.9% |
89% |
True |
False |
14,089 |
| 60 |
6,238.0 |
5,656.0 |
582.0 |
9.4% |
45.5 |
0.7% |
89% |
True |
False |
9,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,599.3 |
|
2.618 |
6,460.5 |
|
1.618 |
6,375.5 |
|
1.000 |
6,323.0 |
|
0.618 |
6,290.5 |
|
HIGH |
6,238.0 |
|
0.618 |
6,205.5 |
|
0.500 |
6,195.5 |
|
0.382 |
6,185.5 |
|
LOW |
6,153.0 |
|
0.618 |
6,100.5 |
|
1.000 |
6,068.0 |
|
1.618 |
6,015.5 |
|
2.618 |
5,930.5 |
|
4.250 |
5,791.8 |
|
|
| Fisher Pivots for day following 13-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,195.5 |
6,195.5 |
| PP |
6,188.3 |
6,188.3 |
| S1 |
6,181.2 |
6,181.2 |
|