| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2007 |
12-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1,448.23 |
1,438.77 |
-9.46 |
-0.7% |
1,420.83 |
| High |
1,448.39 |
1,448.02 |
-0.37 |
0.0% |
1,444.88 |
| Low |
1,436.15 |
1,433.91 |
-2.24 |
-0.2% |
1,416.37 |
| Close |
1,438.87 |
1,447.80 |
8.93 |
0.6% |
1,443.76 |
| Range |
12.24 |
14.11 |
1.87 |
15.3% |
28.51 |
| ATR |
12.41 |
12.53 |
0.12 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,485.57 |
1,480.80 |
1,455.56 |
|
| R3 |
1,471.46 |
1,466.69 |
1,451.68 |
|
| R2 |
1,457.35 |
1,457.35 |
1,450.39 |
|
| R1 |
1,452.58 |
1,452.58 |
1,449.09 |
1,454.97 |
| PP |
1,443.24 |
1,443.24 |
1,443.24 |
1,444.44 |
| S1 |
1,438.47 |
1,438.47 |
1,446.51 |
1,440.86 |
| S2 |
1,429.13 |
1,429.13 |
1,445.21 |
|
| S3 |
1,415.02 |
1,424.36 |
1,443.92 |
|
| S4 |
1,400.91 |
1,410.25 |
1,440.04 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,520.53 |
1,510.66 |
1,459.44 |
|
| R3 |
1,492.02 |
1,482.15 |
1,451.60 |
|
| R2 |
1,463.51 |
1,463.51 |
1,448.99 |
|
| R1 |
1,453.64 |
1,453.64 |
1,446.37 |
1,458.58 |
| PP |
1,435.00 |
1,435.00 |
1,435.00 |
1,437.47 |
| S1 |
1,425.13 |
1,425.13 |
1,441.15 |
1,430.07 |
| S2 |
1,406.49 |
1,406.49 |
1,438.53 |
|
| S3 |
1,377.98 |
1,396.62 |
1,435.92 |
|
| S4 |
1,349.47 |
1,368.11 |
1,428.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,448.73 |
1,433.91 |
14.82 |
1.0% |
8.82 |
0.6% |
94% |
False |
True |
|
| 10 |
1,448.73 |
1,408.90 |
39.83 |
2.8% |
10.44 |
0.7% |
98% |
False |
False |
|
| 20 |
1,448.73 |
1,383.63 |
65.10 |
4.5% |
11.86 |
0.8% |
99% |
False |
False |
|
| 40 |
1,461.57 |
1,363.98 |
97.59 |
6.7% |
14.47 |
1.0% |
86% |
False |
False |
|
| 60 |
1,461.57 |
1,363.98 |
97.59 |
6.7% |
12.90 |
0.9% |
86% |
False |
False |
|
| 80 |
1,461.57 |
1,363.98 |
97.59 |
6.7% |
12.29 |
0.8% |
86% |
False |
False |
|
| 100 |
1,461.57 |
1,363.98 |
97.59 |
6.7% |
11.71 |
0.8% |
86% |
False |
False |
|
| 120 |
1,461.57 |
1,360.95 |
100.62 |
6.9% |
11.45 |
0.8% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,507.99 |
|
2.618 |
1,484.96 |
|
1.618 |
1,470.85 |
|
1.000 |
1,462.13 |
|
0.618 |
1,456.74 |
|
HIGH |
1,448.02 |
|
0.618 |
1,442.63 |
|
0.500 |
1,440.97 |
|
0.382 |
1,439.30 |
|
LOW |
1,433.91 |
|
0.618 |
1,425.19 |
|
1.000 |
1,419.80 |
|
1.618 |
1,411.08 |
|
2.618 |
1,396.97 |
|
4.250 |
1,373.94 |
|
|