| Trading Metrics calculated at close of trading on 13-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
12,554 |
12,606 |
52 |
0.4% |
12,659 |
| High |
12,619 |
12,685 |
66 |
0.5% |
12,685 |
| Low |
12,487 |
12,587 |
100 |
0.8% |
12,487 |
| Close |
12,604 |
12,673 |
69 |
0.5% |
12,673 |
| Range |
132 |
98 |
-34 |
-25.8% |
198 |
| ATR |
111 |
110 |
-1 |
-0.8% |
0 |
| Volume |
143,884 |
124,997 |
-18,887 |
-13.1% |
401,178 |
|
| Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,942 |
12,906 |
12,727 |
|
| R3 |
12,844 |
12,808 |
12,700 |
|
| R2 |
12,746 |
12,746 |
12,691 |
|
| R1 |
12,710 |
12,710 |
12,682 |
12,728 |
| PP |
12,648 |
12,648 |
12,648 |
12,658 |
| S1 |
12,612 |
12,612 |
12,664 |
12,630 |
| S2 |
12,550 |
12,550 |
12,655 |
|
| S3 |
12,452 |
12,514 |
12,646 |
|
| S4 |
12,354 |
12,416 |
12,619 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,209 |
13,139 |
12,782 |
|
| R3 |
13,011 |
12,941 |
12,728 |
|
| R2 |
12,813 |
12,813 |
12,709 |
|
| R1 |
12,743 |
12,743 |
12,691 |
12,778 |
| PP |
12,615 |
12,615 |
12,615 |
12,633 |
| S1 |
12,545 |
12,545 |
12,655 |
12,580 |
| S2 |
12,417 |
12,417 |
12,637 |
|
| S3 |
12,219 |
12,347 |
12,619 |
|
| S4 |
12,021 |
12,149 |
12,564 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,685 |
12,487 |
198 |
1.6% |
90 |
0.7% |
94% |
True |
False |
80,235 |
| 10 |
12,685 |
12,391 |
294 |
2.3% |
89 |
0.7% |
96% |
True |
False |
94,223 |
| 20 |
12,685 |
12,190 |
495 |
3.9% |
106 |
0.8% |
98% |
True |
False |
111,927 |
| 40 |
12,908 |
12,035 |
873 |
6.9% |
131 |
1.0% |
73% |
False |
False |
81,383 |
| 60 |
12,908 |
12,035 |
873 |
6.9% |
108 |
0.9% |
73% |
False |
False |
54,270 |
| 80 |
12,908 |
12,035 |
873 |
6.9% |
91 |
0.7% |
73% |
False |
False |
40,704 |
| 100 |
12,908 |
12,035 |
873 |
6.9% |
76 |
0.6% |
73% |
False |
False |
32,572 |
| 120 |
12,908 |
12,035 |
873 |
6.9% |
63 |
0.5% |
73% |
False |
False |
27,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,102 |
|
2.618 |
12,942 |
|
1.618 |
12,844 |
|
1.000 |
12,783 |
|
0.618 |
12,746 |
|
HIGH |
12,685 |
|
0.618 |
12,648 |
|
0.500 |
12,636 |
|
0.382 |
12,625 |
|
LOW |
12,587 |
|
0.618 |
12,527 |
|
1.000 |
12,489 |
|
1.618 |
12,429 |
|
2.618 |
12,331 |
|
4.250 |
12,171 |
|
|
| Fisher Pivots for day following 13-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,661 |
12,644 |
| PP |
12,648 |
12,615 |
| S1 |
12,636 |
12,586 |
|