| Trading Metrics calculated at close of trading on 19-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2007 |
19-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1,478.75 |
1,480.50 |
1.75 |
0.1% |
1,457.25 |
| High |
1,484.50 |
1,481.75 |
-2.75 |
-0.2% |
1,461.75 |
| Low |
1,473.00 |
1,468.25 |
-4.75 |
-0.3% |
1,442.25 |
| Close |
1,480.25 |
1,480.25 |
0.00 |
0.0% |
1,461.25 |
| Range |
11.50 |
13.50 |
2.00 |
17.4% |
19.50 |
| ATR |
13.23 |
13.25 |
0.02 |
0.1% |
0.00 |
| Volume |
1,300,312 |
1,097,360 |
-202,952 |
-15.6% |
3,660,176 |
|
| Daily Pivots for day following 19-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,517.25 |
1,512.25 |
1,487.75 |
|
| R3 |
1,503.75 |
1,498.75 |
1,484.00 |
|
| R2 |
1,490.25 |
1,490.25 |
1,482.75 |
|
| R1 |
1,485.25 |
1,485.25 |
1,481.50 |
1,481.00 |
| PP |
1,476.75 |
1,476.75 |
1,476.75 |
1,474.50 |
| S1 |
1,471.75 |
1,471.75 |
1,479.00 |
1,467.50 |
| S2 |
1,463.25 |
1,463.25 |
1,477.75 |
|
| S3 |
1,449.75 |
1,458.25 |
1,476.50 |
|
| S4 |
1,436.25 |
1,444.75 |
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 |
1,484.50 |
1,452.25 |
32.25 |
2.2% |
12.50 |
0.8% |
87% |
False |
False |
1,149,191 |
| 10 |
1,484.50 |
1,442.25 |
42.25 |
2.9% |
11.00 |
0.8% |
90% |
False |
False |
875,828 |
| 20 |
1,484.50 |
1,418.00 |
66.50 |
4.5% |
12.00 |
0.8% |
94% |
False |
False |
979,315 |
| 40 |
1,484.50 |
1,375.25 |
109.25 |
7.4% |
17.00 |
1.1% |
96% |
False |
False |
900,052 |
| 60 |
1,484.50 |
1,375.25 |
109.25 |
7.4% |
14.25 |
1.0% |
96% |
False |
False |
600,736 |
| 80 |
1,484.50 |
1,375.25 |
109.25 |
7.4% |
13.75 |
0.9% |
96% |
False |
False |
450,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,539.00 |
|
2.618 |
1,517.00 |
|
1.618 |
1,503.50 |
|
1.000 |
1,495.25 |
|
0.618 |
1,490.00 |
|
HIGH |
1,481.75 |
|
0.618 |
1,476.50 |
|
0.500 |
1,475.00 |
|
0.382 |
1,473.50 |
|
LOW |
1,468.25 |
|
0.618 |
1,460.00 |
|
1.000 |
1,454.75 |
|
1.618 |
1,446.50 |
|
2.618 |
1,433.00 |
|
4.250 |
1,411.00 |
|
|
| Fisher Pivots for day following 19-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,478.50 |
1,479.00 |
| PP |
1,476.75 |
1,477.75 |
| S1 |
1,475.00 |
1,476.50 |
|