| Trading Metrics calculated at close of trading on 17-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2007 |
17-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1,461.50 |
1,474.75 |
13.25 |
0.9% |
1,457.25 |
| High |
1,477.25 |
1,482.75 |
5.50 |
0.4% |
1,461.75 |
| Low |
1,461.00 |
1,471.25 |
10.25 |
0.7% |
1,442.25 |
| Close |
1,475.50 |
1,479.00 |
3.50 |
0.2% |
1,461.25 |
| Range |
16.25 |
11.50 |
-4.75 |
-29.2% |
19.50 |
| ATR |
13.50 |
13.36 |
-0.14 |
-1.1% |
0.00 |
| Volume |
975,395 |
1,204,460 |
229,065 |
23.5% |
3,660,176 |
|
| Daily Pivots for day following 17-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,512.25 |
1,507.00 |
1,485.25 |
|
| R3 |
1,500.75 |
1,495.50 |
1,482.25 |
|
| R2 |
1,489.25 |
1,489.25 |
1,481.00 |
|
| R1 |
1,484.00 |
1,484.00 |
1,480.00 |
1,486.50 |
| PP |
1,477.75 |
1,477.75 |
1,477.75 |
1,479.00 |
| S1 |
1,472.50 |
1,472.50 |
1,478.00 |
1,475.00 |
| S2 |
1,466.25 |
1,466.25 |
1,477.00 |
|
| S3 |
1,454.75 |
1,461.00 |
1,475.75 |
|
| S4 |
1,443.25 |
1,449.50 |
1,472.75 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,513.50 |
1,507.00 |
1,472.00 |
|
| R3 |
1,494.00 |
1,487.50 |
1,466.50 |
|
| R2 |
1,474.50 |
1,474.50 |
1,464.75 |
|
| R1 |
1,468.00 |
1,468.00 |
1,463.00 |
1,471.25 |
| PP |
1,455.00 |
1,455.00 |
1,455.00 |
1,456.75 |
| S1 |
1,448.50 |
1,448.50 |
1,459.50 |
1,451.75 |
| S2 |
1,435.50 |
1,435.50 |
1,457.75 |
|
| S3 |
1,416.00 |
1,429.00 |
1,456.00 |
|
| S4 |
1,396.50 |
1,409.50 |
1,450.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,482.75 |
1,442.25 |
40.50 |
2.7% |
13.25 |
0.9% |
91% |
True |
False |
1,043,423 |
| 10 |
1,482.75 |
1,442.25 |
40.50 |
2.7% |
10.00 |
0.7% |
91% |
True |
False |
812,223 |
| 20 |
1,482.75 |
1,418.00 |
64.75 |
4.4% |
12.75 |
0.9% |
94% |
True |
False |
993,126 |
| 40 |
1,482.75 |
1,375.25 |
107.50 |
7.3% |
16.75 |
1.1% |
97% |
True |
False |
840,258 |
| 60 |
1,482.75 |
1,375.25 |
107.50 |
7.3% |
14.50 |
1.0% |
97% |
True |
False |
560,839 |
| 80 |
1,482.75 |
1,375.25 |
107.50 |
7.3% |
13.50 |
0.9% |
97% |
True |
False |
420,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,531.50 |
|
2.618 |
1,512.75 |
|
1.618 |
1,501.25 |
|
1.000 |
1,494.25 |
|
0.618 |
1,489.75 |
|
HIGH |
1,482.75 |
|
0.618 |
1,478.25 |
|
0.500 |
1,477.00 |
|
0.382 |
1,475.75 |
|
LOW |
1,471.25 |
|
0.618 |
1,464.25 |
|
1.000 |
1,459.75 |
|
1.618 |
1,452.75 |
|
2.618 |
1,441.25 |
|
4.250 |
1,422.50 |
|
|
| Fisher Pivots for day following 17-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,478.25 |
1,475.25 |
| PP |
1,477.75 |
1,471.25 |
| S1 |
1,477.00 |
1,467.50 |
|