| 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 |
12,683 |
12,764 |
81 |
0.6% |
12,659 |
| High |
12,789 |
12,847 |
58 |
0.5% |
12,685 |
| Low |
12,676 |
12,736 |
60 |
0.5% |
12,487 |
| Close |
12,769 |
12,826 |
57 |
0.4% |
12,673 |
| Range |
113 |
111 |
-2 |
-1.8% |
198 |
| ATR |
110 |
110 |
0 |
0.0% |
0 |
| Volume |
109,718 |
94,817 |
-14,901 |
-13.6% |
401,178 |
|
| Daily Pivots for day following 17-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,136 |
13,092 |
12,887 |
|
| R3 |
13,025 |
12,981 |
12,857 |
|
| R2 |
12,914 |
12,914 |
12,846 |
|
| R1 |
12,870 |
12,870 |
12,836 |
12,892 |
| PP |
12,803 |
12,803 |
12,803 |
12,814 |
| S1 |
12,759 |
12,759 |
12,816 |
12,781 |
| S2 |
12,692 |
12,692 |
12,806 |
|
| S3 |
12,581 |
12,648 |
12,796 |
|
| S4 |
12,470 |
12,537 |
12,765 |
|
|
| 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 |
12,847 |
12,487 |
360 |
2.8% |
118 |
0.9% |
94% |
True |
False |
108,871 |
| 10 |
12,847 |
12,487 |
360 |
2.8% |
86 |
0.7% |
94% |
True |
False |
86,590 |
| 20 |
12,847 |
12,315 |
532 |
4.1% |
106 |
0.8% |
96% |
True |
False |
110,457 |
| 40 |
12,896 |
12,035 |
861 |
6.7% |
134 |
1.0% |
92% |
False |
False |
86,494 |
| 60 |
12,908 |
12,035 |
873 |
6.8% |
109 |
0.8% |
91% |
False |
False |
57,677 |
| 80 |
12,908 |
12,035 |
873 |
6.8% |
93 |
0.7% |
91% |
False |
False |
43,260 |
| 100 |
12,908 |
12,035 |
873 |
6.8% |
78 |
0.6% |
91% |
False |
False |
34,617 |
| 120 |
12,908 |
12,035 |
873 |
6.8% |
65 |
0.5% |
91% |
False |
False |
28,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,319 |
|
2.618 |
13,138 |
|
1.618 |
13,027 |
|
1.000 |
12,958 |
|
0.618 |
12,916 |
|
HIGH |
12,847 |
|
0.618 |
12,805 |
|
0.500 |
12,792 |
|
0.382 |
12,779 |
|
LOW |
12,736 |
|
0.618 |
12,668 |
|
1.000 |
12,625 |
|
1.618 |
12,557 |
|
2.618 |
12,446 |
|
4.250 |
12,264 |
|
|
| Fisher Pivots for day following 17-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,815 |
12,790 |
| PP |
12,803 |
12,753 |
| S1 |
12,792 |
12,717 |
|