| Trading Metrics calculated at close of trading on 16-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2007 |
16-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
12,606 |
12,683 |
77 |
0.6% |
12,659 |
| High |
12,685 |
12,789 |
104 |
0.8% |
12,685 |
| Low |
12,587 |
12,676 |
89 |
0.7% |
12,487 |
| Close |
12,673 |
12,769 |
96 |
0.8% |
12,673 |
| Range |
98 |
113 |
15 |
15.3% |
198 |
| ATR |
110 |
110 |
0 |
0.4% |
0 |
| Volume |
124,997 |
109,718 |
-15,279 |
-12.2% |
401,178 |
|
| Daily Pivots for day following 16-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,084 |
13,039 |
12,831 |
|
| R3 |
12,971 |
12,926 |
12,800 |
|
| R2 |
12,858 |
12,858 |
12,790 |
|
| R1 |
12,813 |
12,813 |
12,779 |
12,836 |
| PP |
12,745 |
12,745 |
12,745 |
12,756 |
| S1 |
12,700 |
12,700 |
12,759 |
12,723 |
| S2 |
12,632 |
12,632 |
12,748 |
|
| S3 |
12,519 |
12,587 |
12,738 |
|
| S4 |
12,406 |
12,474 |
12,707 |
|
|
| 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 |
12,789 |
12,487 |
302 |
2.4% |
104 |
0.8% |
93% |
True |
False |
101,635 |
| 10 |
12,789 |
12,447 |
342 |
2.7% |
93 |
0.7% |
94% |
True |
False |
88,765 |
| 20 |
12,789 |
12,303 |
486 |
3.8% |
105 |
0.8% |
96% |
True |
False |
111,240 |
| 40 |
12,908 |
12,035 |
873 |
6.8% |
133 |
1.0% |
84% |
False |
False |
84,125 |
| 60 |
12,908 |
12,035 |
873 |
6.8% |
109 |
0.9% |
84% |
False |
False |
56,098 |
| 80 |
12,908 |
12,035 |
873 |
6.8% |
93 |
0.7% |
84% |
False |
False |
42,075 |
| 100 |
12,908 |
12,035 |
873 |
6.8% |
77 |
0.6% |
84% |
False |
False |
33,669 |
| 120 |
12,908 |
12,035 |
873 |
6.8% |
64 |
0.5% |
84% |
False |
False |
28,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,269 |
|
2.618 |
13,085 |
|
1.618 |
12,972 |
|
1.000 |
12,902 |
|
0.618 |
12,859 |
|
HIGH |
12,789 |
|
0.618 |
12,746 |
|
0.500 |
12,733 |
|
0.382 |
12,719 |
|
LOW |
12,676 |
|
0.618 |
12,606 |
|
1.000 |
12,563 |
|
1.618 |
12,493 |
|
2.618 |
12,380 |
|
4.250 |
12,196 |
|
|
| Fisher Pivots for day following 16-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,757 |
12,725 |
| PP |
12,745 |
12,682 |
| S1 |
12,733 |
12,638 |
|