| 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 |
6,500.5 |
6,416.0 |
-84.5 |
-1.3% |
6,420.5 |
| High |
6,503.0 |
6,475.0 |
-28.0 |
-0.4% |
6,483.0 |
| Low |
6,452.5 |
6,397.5 |
-55.0 |
-0.9% |
6,388.5 |
| Close |
6,465.0 |
6,452.5 |
-12.5 |
-0.2% |
6,472.5 |
| Range |
50.5 |
77.5 |
27.0 |
53.5% |
94.5 |
| ATR |
64.4 |
65.4 |
0.9 |
1.4% |
0.0 |
| Volume |
105,391 |
93,651 |
-11,740 |
-11.1% |
270,764 |
|
| Daily Pivots for day following 19-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,674.0 |
6,641.0 |
6,495.0 |
|
| R3 |
6,596.5 |
6,563.5 |
6,474.0 |
|
| R2 |
6,519.0 |
6,519.0 |
6,466.5 |
|
| R1 |
6,486.0 |
6,486.0 |
6,459.5 |
6,502.5 |
| PP |
6,441.5 |
6,441.5 |
6,441.5 |
6,450.0 |
| S1 |
6,408.5 |
6,408.5 |
6,445.5 |
6,425.0 |
| S2 |
6,364.0 |
6,364.0 |
6,438.5 |
|
| S3 |
6,286.5 |
6,331.0 |
6,431.0 |
|
| S4 |
6,209.0 |
6,253.5 |
6,410.0 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,731.5 |
6,696.5 |
6,524.5 |
|
| R3 |
6,637.0 |
6,602.0 |
6,498.5 |
|
| R2 |
6,542.5 |
6,542.5 |
6,490.0 |
|
| R1 |
6,507.5 |
6,507.5 |
6,481.0 |
6,525.0 |
| PP |
6,448.0 |
6,448.0 |
6,448.0 |
6,457.0 |
| S1 |
6,413.0 |
6,413.0 |
6,464.0 |
6,430.5 |
| S2 |
6,353.5 |
6,353.5 |
6,455.0 |
|
| S3 |
6,259.0 |
6,318.5 |
6,446.5 |
|
| S4 |
6,164.5 |
6,224.0 |
6,420.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,534.5 |
6,397.5 |
137.0 |
2.1% |
55.5 |
0.9% |
40% |
False |
True |
81,398 |
| 10 |
6,534.5 |
6,363.0 |
171.5 |
2.7% |
52.5 |
0.8% |
52% |
False |
False |
72,751 |
| 20 |
6,534.5 |
6,225.0 |
309.5 |
4.8% |
56.5 |
0.9% |
74% |
False |
False |
81,432 |
| 40 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
67.5 |
1.0% |
85% |
False |
False |
65,354 |
| 60 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
58.0 |
0.9% |
85% |
False |
False |
43,627 |
| 80 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
53.0 |
0.8% |
85% |
False |
False |
32,931 |
| 100 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
43.5 |
0.7% |
85% |
False |
False |
26,371 |
| 120 |
6,534.5 |
5,981.5 |
553.0 |
8.6% |
37.0 |
0.6% |
85% |
False |
False |
22,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,804.5 |
|
2.618 |
6,678.0 |
|
1.618 |
6,600.5 |
|
1.000 |
6,552.5 |
|
0.618 |
6,523.0 |
|
HIGH |
6,475.0 |
|
0.618 |
6,445.5 |
|
0.500 |
6,436.0 |
|
0.382 |
6,427.0 |
|
LOW |
6,397.5 |
|
0.618 |
6,349.5 |
|
1.000 |
6,320.0 |
|
1.618 |
6,272.0 |
|
2.618 |
6,194.5 |
|
4.250 |
6,068.0 |
|
|
| Fisher Pivots for day following 19-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,447.0 |
6,460.0 |
| PP |
6,441.5 |
6,457.5 |
| S1 |
6,436.0 |
6,455.0 |
|