| Trading Metrics calculated at close of trading on 25-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2007 |
25-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,487.0 |
6,506.0 |
19.0 |
0.3% |
6,525.0 |
| High |
6,493.5 |
6,515.0 |
21.5 |
0.3% |
6,571.0 |
| Low |
6,458.5 |
6,500.5 |
42.0 |
0.7% |
6,460.5 |
| Close |
6,486.5 |
6,512.0 |
25.5 |
0.4% |
6,532.0 |
| Range |
35.0 |
14.5 |
-20.5 |
-58.6% |
110.5 |
| ATR |
48.0 |
46.6 |
-1.4 |
-2.9% |
0.0 |
| Volume |
113 |
21 |
-92 |
-81.4% |
1,370 |
|
| Daily Pivots for day following 25-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,552.5 |
6,547.0 |
6,520.0 |
|
| R3 |
6,538.0 |
6,532.5 |
6,516.0 |
|
| R2 |
6,523.5 |
6,523.5 |
6,514.5 |
|
| R1 |
6,518.0 |
6,518.0 |
6,513.5 |
6,521.0 |
| PP |
6,509.0 |
6,509.0 |
6,509.0 |
6,510.5 |
| S1 |
6,503.5 |
6,503.5 |
6,510.5 |
6,506.0 |
| S2 |
6,494.5 |
6,494.5 |
6,509.5 |
|
| S3 |
6,480.0 |
6,489.0 |
6,508.0 |
|
| S4 |
6,465.5 |
6,474.5 |
6,504.0 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,852.5 |
6,803.0 |
6,593.0 |
|
| R3 |
6,742.0 |
6,692.5 |
6,562.5 |
|
| R2 |
6,631.5 |
6,631.5 |
6,552.5 |
|
| R1 |
6,582.0 |
6,582.0 |
6,542.0 |
6,607.0 |
| PP |
6,521.0 |
6,521.0 |
6,521.0 |
6,533.5 |
| S1 |
6,471.5 |
6,471.5 |
6,522.0 |
6,496.0 |
| S2 |
6,410.5 |
6,410.5 |
6,511.5 |
|
| S3 |
6,300.0 |
6,361.0 |
6,501.5 |
|
| S4 |
6,189.5 |
6,250.5 |
6,471.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,548.0 |
6,458.5 |
89.5 |
1.4% |
21.5 |
0.3% |
60% |
False |
False |
70 |
| 10 |
6,571.0 |
6,432.5 |
138.5 |
2.1% |
29.5 |
0.5% |
57% |
False |
False |
205 |
| 20 |
6,571.0 |
6,321.5 |
249.5 |
3.8% |
33.5 |
0.5% |
76% |
False |
False |
283 |
| 40 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
34.0 |
0.5% |
88% |
False |
False |
246 |
| 60 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
23.5 |
0.4% |
88% |
False |
False |
185 |
| 80 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
21.0 |
0.3% |
88% |
False |
False |
166 |
| 100 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
17.0 |
0.3% |
88% |
False |
False |
133 |
| 120 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
14.5 |
0.2% |
88% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,576.5 |
|
2.618 |
6,553.0 |
|
1.618 |
6,538.5 |
|
1.000 |
6,529.5 |
|
0.618 |
6,524.0 |
|
HIGH |
6,515.0 |
|
0.618 |
6,509.5 |
|
0.500 |
6,508.0 |
|
0.382 |
6,506.0 |
|
LOW |
6,500.5 |
|
0.618 |
6,491.5 |
|
1.000 |
6,486.0 |
|
1.618 |
6,477.0 |
|
2.618 |
6,462.5 |
|
4.250 |
6,439.0 |
|
|
| Fisher Pivots for day following 25-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,510.5 |
6,506.0 |
| PP |
6,509.0 |
6,500.0 |
| S1 |
6,508.0 |
6,494.0 |
|