| Trading Metrics calculated at close of trading on 06-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2007 |
06-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1,448.00 |
1,452.50 |
4.50 |
0.3% |
1,431.75 |
| High |
1,454.75 |
1,459.00 |
4.25 |
0.3% |
1,459.00 |
| Low |
1,446.25 |
1,452.00 |
5.75 |
0.4% |
1,425.75 |
| Close |
1,452.75 |
1,452.75 |
0.00 |
0.0% |
1,452.75 |
| Range |
8.50 |
7.00 |
-1.50 |
-17.6% |
33.25 |
| ATR |
15.13 |
14.55 |
-0.58 |
-3.8% |
0.00 |
| Volume |
753,211 |
520,584 |
-232,627 |
-30.9% |
4,586,084 |
|
| Daily Pivots for day following 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,475.50 |
1,471.25 |
1,456.50 |
|
| R3 |
1,468.50 |
1,464.25 |
1,454.75 |
|
| R2 |
1,461.50 |
1,461.50 |
1,454.00 |
|
| R1 |
1,457.25 |
1,457.25 |
1,453.50 |
1,459.50 |
| PP |
1,454.50 |
1,454.50 |
1,454.50 |
1,455.75 |
| S1 |
1,450.25 |
1,450.25 |
1,452.00 |
1,452.50 |
| S2 |
1,447.50 |
1,447.50 |
1,451.50 |
|
| S3 |
1,440.50 |
1,443.25 |
1,450.75 |
|
| S4 |
1,433.50 |
1,436.25 |
1,449.00 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,545.50 |
1,532.50 |
1,471.00 |
|
| R3 |
1,512.25 |
1,499.25 |
1,462.00 |
|
| R2 |
1,479.00 |
1,479.00 |
1,458.75 |
|
| R1 |
1,466.00 |
1,466.00 |
1,455.75 |
1,472.50 |
| PP |
1,445.75 |
1,445.75 |
1,445.75 |
1,449.00 |
| S1 |
1,432.75 |
1,432.75 |
1,449.75 |
1,439.25 |
| S2 |
1,412.50 |
1,412.50 |
1,446.75 |
|
| S3 |
1,379.25 |
1,399.50 |
1,443.50 |
|
| S4 |
1,346.00 |
1,366.25 |
1,434.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,459.00 |
1,425.75 |
33.25 |
2.3% |
9.75 |
0.7% |
81% |
True |
False |
917,216 |
| 10 |
1,459.00 |
1,418.00 |
41.00 |
2.8% |
12.75 |
0.9% |
85% |
True |
False |
1,021,254 |
| 20 |
1,459.00 |
1,375.25 |
83.75 |
5.8% |
15.25 |
1.0% |
93% |
True |
False |
1,298,723 |
| 40 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
16.25 |
1.1% |
76% |
False |
False |
694,618 |
| 60 |
1,477.75 |
1,375.25 |
102.50 |
7.1% |
14.25 |
1.0% |
76% |
False |
False |
463,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,488.75 |
|
2.618 |
1,477.25 |
|
1.618 |
1,470.25 |
|
1.000 |
1,466.00 |
|
0.618 |
1,463.25 |
|
HIGH |
1,459.00 |
|
0.618 |
1,456.25 |
|
0.500 |
1,455.50 |
|
0.382 |
1,454.75 |
|
LOW |
1,452.00 |
|
0.618 |
1,447.75 |
|
1.000 |
1,445.00 |
|
1.618 |
1,440.75 |
|
2.618 |
1,433.75 |
|
4.250 |
1,422.25 |
|
|
| Fisher Pivots for day following 06-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,455.50 |
1,452.50 |
| PP |
1,454.50 |
1,452.00 |
| S1 |
1,453.75 |
1,451.50 |
|