| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2007 |
10-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,415.5 |
6,471.0 |
55.5 |
0.9% |
6,386.0 |
| High |
6,463.5 |
6,482.5 |
19.0 |
0.3% |
6,463.5 |
| Low |
6,413.5 |
6,463.0 |
49.5 |
0.8% |
6,348.0 |
| Close |
6,459.0 |
6,463.0 |
4.0 |
0.1% |
6,459.0 |
| Range |
50.0 |
19.5 |
-30.5 |
-61.0% |
115.5 |
| ATR |
51.7 |
49.6 |
-2.0 |
-3.9% |
0.0 |
| Volume |
488 |
551 |
63 |
12.9% |
1,674 |
|
| Daily Pivots for day following 10-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,528.0 |
6,515.0 |
6,473.5 |
|
| R3 |
6,508.5 |
6,495.5 |
6,468.5 |
|
| R2 |
6,489.0 |
6,489.0 |
6,466.5 |
|
| R1 |
6,476.0 |
6,476.0 |
6,465.0 |
6,473.0 |
| PP |
6,469.5 |
6,469.5 |
6,469.5 |
6,468.0 |
| S1 |
6,456.5 |
6,456.5 |
6,461.0 |
6,453.0 |
| S2 |
6,450.0 |
6,450.0 |
6,459.5 |
|
| S3 |
6,430.5 |
6,437.0 |
6,457.5 |
|
| S4 |
6,411.0 |
6,417.5 |
6,452.5 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,770.0 |
6,730.0 |
6,522.5 |
|
| R3 |
6,654.5 |
6,614.5 |
6,491.0 |
|
| R2 |
6,539.0 |
6,539.0 |
6,480.0 |
|
| R1 |
6,499.0 |
6,499.0 |
6,469.5 |
6,519.0 |
| PP |
6,423.5 |
6,423.5 |
6,423.5 |
6,433.5 |
| S1 |
6,383.5 |
6,383.5 |
6,448.5 |
6,403.5 |
| S2 |
6,308.0 |
6,308.0 |
6,438.0 |
|
| S3 |
6,192.5 |
6,268.0 |
6,427.0 |
|
| S4 |
6,077.0 |
6,152.5 |
6,395.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,482.5 |
6,387.5 |
95.0 |
1.5% |
37.5 |
0.6% |
79% |
True |
False |
392 |
| 10 |
6,482.5 |
6,321.5 |
161.0 |
2.5% |
37.5 |
0.6% |
88% |
True |
False |
379 |
| 20 |
6,482.5 |
6,062.5 |
420.0 |
6.5% |
41.5 |
0.6% |
95% |
True |
False |
330 |
| 40 |
6,486.5 |
6,062.5 |
424.0 |
6.6% |
26.5 |
0.4% |
94% |
False |
False |
224 |
| 60 |
6,486.5 |
6,062.5 |
424.0 |
6.6% |
20.5 |
0.3% |
94% |
False |
False |
185 |
| 80 |
6,486.5 |
6,062.5 |
424.0 |
6.6% |
17.5 |
0.3% |
94% |
False |
False |
140 |
| 100 |
6,486.5 |
6,062.5 |
424.0 |
6.6% |
14.0 |
0.2% |
94% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,565.5 |
|
2.618 |
6,533.5 |
|
1.618 |
6,514.0 |
|
1.000 |
6,502.0 |
|
0.618 |
6,494.5 |
|
HIGH |
6,482.5 |
|
0.618 |
6,475.0 |
|
0.500 |
6,473.0 |
|
0.382 |
6,470.5 |
|
LOW |
6,463.0 |
|
0.618 |
6,451.0 |
|
1.000 |
6,443.5 |
|
1.618 |
6,431.5 |
|
2.618 |
6,412.0 |
|
4.250 |
6,380.0 |
|
|