| Trading Metrics calculated at close of trading on 20-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2007 |
20-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,416.0 |
6,483.0 |
67.0 |
1.0% |
6,496.0 |
| High |
6,475.0 |
6,522.5 |
47.5 |
0.7% |
6,534.5 |
| Low |
6,397.5 |
6,475.0 |
77.5 |
1.2% |
6,397.5 |
| Close |
6,452.5 |
6,492.5 |
40.0 |
0.6% |
6,492.5 |
| Range |
77.5 |
47.5 |
-30.0 |
-38.7% |
137.0 |
| ATR |
65.4 |
65.7 |
0.3 |
0.5% |
0.0 |
| Volume |
93,651 |
121,557 |
27,906 |
29.8% |
461,139 |
|
| Daily Pivots for day following 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,639.0 |
6,613.5 |
6,518.5 |
|
| R3 |
6,591.5 |
6,566.0 |
6,505.5 |
|
| R2 |
6,544.0 |
6,544.0 |
6,501.0 |
|
| R1 |
6,518.5 |
6,518.5 |
6,497.0 |
6,531.0 |
| PP |
6,496.5 |
6,496.5 |
6,496.5 |
6,503.0 |
| S1 |
6,471.0 |
6,471.0 |
6,488.0 |
6,484.0 |
| S2 |
6,449.0 |
6,449.0 |
6,484.0 |
|
| S3 |
6,401.5 |
6,423.5 |
6,479.5 |
|
| S4 |
6,354.0 |
6,376.0 |
6,466.5 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,886.0 |
6,826.0 |
6,568.0 |
|
| R3 |
6,749.0 |
6,689.0 |
6,530.0 |
|
| R2 |
6,612.0 |
6,612.0 |
6,517.5 |
|
| R1 |
6,552.0 |
6,552.0 |
6,505.0 |
6,513.5 |
| PP |
6,475.0 |
6,475.0 |
6,475.0 |
6,455.5 |
| S1 |
6,415.0 |
6,415.0 |
6,480.0 |
6,376.5 |
| S2 |
6,338.0 |
6,338.0 |
6,467.5 |
|
| S3 |
6,201.0 |
6,278.0 |
6,455.0 |
|
| S4 |
6,064.0 |
6,141.0 |
6,417.0 |
|
|
| 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% |
55.0 |
0.8% |
69% |
False |
False |
92,227 |
| 10 |
6,534.5 |
6,364.0 |
170.5 |
2.6% |
53.5 |
0.8% |
75% |
False |
False |
78,975 |
| 20 |
6,534.5 |
6,270.0 |
264.5 |
4.1% |
54.5 |
0.8% |
84% |
False |
False |
82,305 |
| 40 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
67.0 |
1.0% |
92% |
False |
False |
68,354 |
| 60 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
58.0 |
0.9% |
92% |
False |
False |
45,635 |
| 80 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
53.5 |
0.8% |
92% |
False |
False |
34,450 |
| 100 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
44.0 |
0.7% |
92% |
False |
False |
27,586 |
| 120 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
37.5 |
0.6% |
92% |
False |
False |
23,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,724.5 |
|
2.618 |
6,647.0 |
|
1.618 |
6,599.5 |
|
1.000 |
6,570.0 |
|
0.618 |
6,552.0 |
|
HIGH |
6,522.5 |
|
0.618 |
6,504.5 |
|
0.500 |
6,499.0 |
|
0.382 |
6,493.0 |
|
LOW |
6,475.0 |
|
0.618 |
6,445.5 |
|
1.000 |
6,427.5 |
|
1.618 |
6,398.0 |
|
2.618 |
6,350.5 |
|
4.250 |
6,273.0 |
|
|
| Fisher Pivots for day following 20-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,499.0 |
6,481.5 |
| PP |
6,496.5 |
6,471.0 |
| S1 |
6,494.5 |
6,460.0 |
|