| Trading Metrics calculated at close of trading on 02-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2007 |
02-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,347.0 |
6,323.0 |
-24.0 |
-0.4% |
6,363.5 |
| High |
6,353.0 |
6,364.0 |
11.0 |
0.2% |
6,379.5 |
| Low |
6,307.0 |
6,310.5 |
3.5 |
0.1% |
6,270.0 |
| Close |
6,326.0 |
6,329.5 |
3.5 |
0.1% |
6,326.0 |
| Range |
46.0 |
53.5 |
7.5 |
16.3% |
109.5 |
| ATR |
75.2 |
73.6 |
-1.5 |
-2.1% |
0.0 |
| Volume |
100,784 |
78,814 |
-21,970 |
-21.8% |
438,702 |
|
| Daily Pivots for day following 02-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,495.0 |
6,466.0 |
6,359.0 |
|
| R3 |
6,441.5 |
6,412.5 |
6,344.0 |
|
| R2 |
6,388.0 |
6,388.0 |
6,339.5 |
|
| R1 |
6,359.0 |
6,359.0 |
6,334.5 |
6,373.5 |
| PP |
6,334.5 |
6,334.5 |
6,334.5 |
6,342.0 |
| S1 |
6,305.5 |
6,305.5 |
6,324.5 |
6,320.0 |
| S2 |
6,281.0 |
6,281.0 |
6,319.5 |
|
| S3 |
6,227.5 |
6,252.0 |
6,315.0 |
|
| S4 |
6,174.0 |
6,198.5 |
6,300.0 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,653.5 |
6,599.5 |
6,386.0 |
|
| R3 |
6,544.0 |
6,490.0 |
6,356.0 |
|
| R2 |
6,434.5 |
6,434.5 |
6,346.0 |
|
| R1 |
6,380.5 |
6,380.5 |
6,336.0 |
6,353.0 |
| PP |
6,325.0 |
6,325.0 |
6,325.0 |
6,311.5 |
| S1 |
6,271.0 |
6,271.0 |
6,316.0 |
6,243.0 |
| S2 |
6,215.5 |
6,215.5 |
6,306.0 |
|
| S3 |
6,106.0 |
6,161.5 |
6,296.0 |
|
| S4 |
5,996.5 |
6,052.0 |
6,266.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,364.0 |
6,270.0 |
94.0 |
1.5% |
54.0 |
0.9% |
63% |
True |
False |
85,949 |
| 10 |
6,379.5 |
6,172.0 |
207.5 |
3.3% |
63.0 |
1.0% |
76% |
False |
False |
89,927 |
| 20 |
6,379.5 |
5,987.0 |
392.5 |
6.2% |
67.5 |
1.1% |
87% |
False |
False |
89,148 |
| 40 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
62.5 |
1.0% |
73% |
False |
False |
45,154 |
| 60 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
57.0 |
0.9% |
73% |
False |
False |
30,170 |
| 80 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
46.5 |
0.7% |
73% |
False |
False |
22,817 |
| 100 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
38.5 |
0.6% |
73% |
False |
False |
18,313 |
| 120 |
6,458.5 |
5,981.5 |
477.0 |
7.5% |
32.5 |
0.5% |
73% |
False |
False |
15,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,591.5 |
|
2.618 |
6,504.0 |
|
1.618 |
6,450.5 |
|
1.000 |
6,417.5 |
|
0.618 |
6,397.0 |
|
HIGH |
6,364.0 |
|
0.618 |
6,343.5 |
|
0.500 |
6,337.0 |
|
0.382 |
6,331.0 |
|
LOW |
6,310.5 |
|
0.618 |
6,277.5 |
|
1.000 |
6,257.0 |
|
1.618 |
6,224.0 |
|
2.618 |
6,170.5 |
|
4.250 |
6,083.0 |
|
|
| Fisher Pivots for day following 02-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,337.0 |
6,333.5 |
| PP |
6,334.5 |
6,332.0 |
| S1 |
6,332.0 |
6,331.0 |
|