| Trading Metrics calculated at close of trading on 23-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2007 |
23-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,483.0 |
6,508.5 |
25.5 |
0.4% |
6,496.0 |
| High |
6,522.5 |
6,514.0 |
-8.5 |
-0.1% |
6,534.5 |
| Low |
6,475.0 |
6,475.0 |
0.0 |
0.0% |
6,397.5 |
| Close |
6,492.5 |
6,492.5 |
0.0 |
0.0% |
6,492.5 |
| Range |
47.5 |
39.0 |
-8.5 |
-17.9% |
137.0 |
| ATR |
65.7 |
63.8 |
-1.9 |
-2.9% |
0.0 |
| Volume |
121,557 |
85,918 |
-35,639 |
-29.3% |
461,139 |
|
| Daily Pivots for day following 23-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,611.0 |
6,590.5 |
6,514.0 |
|
| R3 |
6,572.0 |
6,551.5 |
6,503.0 |
|
| R2 |
6,533.0 |
6,533.0 |
6,499.5 |
|
| R1 |
6,512.5 |
6,512.5 |
6,496.0 |
6,503.0 |
| PP |
6,494.0 |
6,494.0 |
6,494.0 |
6,489.0 |
| S1 |
6,473.5 |
6,473.5 |
6,489.0 |
6,464.0 |
| S2 |
6,455.0 |
6,455.0 |
6,485.5 |
|
| S3 |
6,416.0 |
6,434.5 |
6,482.0 |
|
| S4 |
6,377.0 |
6,395.5 |
6,471.0 |
|
|
| 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 |
6,522.5 |
6,397.5 |
125.0 |
1.9% |
54.0 |
0.8% |
76% |
False |
False |
95,929 |
| 10 |
6,534.5 |
6,388.5 |
146.0 |
2.2% |
51.0 |
0.8% |
71% |
False |
False |
81,782 |
| 20 |
6,534.5 |
6,270.0 |
264.5 |
4.1% |
53.5 |
0.8% |
84% |
False |
False |
80,811 |
| 40 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
67.0 |
1.0% |
92% |
False |
False |
70,497 |
| 60 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
57.0 |
0.9% |
92% |
False |
False |
47,066 |
| 80 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
53.5 |
0.8% |
92% |
False |
False |
35,524 |
| 100 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
44.5 |
0.7% |
92% |
False |
False |
28,445 |
| 120 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
37.5 |
0.6% |
92% |
False |
False |
23,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,680.0 |
|
2.618 |
6,616.0 |
|
1.618 |
6,577.0 |
|
1.000 |
6,553.0 |
|
0.618 |
6,538.0 |
|
HIGH |
6,514.0 |
|
0.618 |
6,499.0 |
|
0.500 |
6,494.5 |
|
0.382 |
6,490.0 |
|
LOW |
6,475.0 |
|
0.618 |
6,451.0 |
|
1.000 |
6,436.0 |
|
1.618 |
6,412.0 |
|
2.618 |
6,373.0 |
|
4.250 |
6,309.0 |
|
|
| Fisher Pivots for day following 23-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,494.5 |
6,481.5 |
| PP |
6,494.0 |
6,471.0 |
| S1 |
6,493.0 |
6,460.0 |
|