| Trading Metrics calculated at close of trading on 26-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2007 |
26-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,468.0 |
6,507.0 |
39.0 |
0.6% |
6,496.0 |
| High |
6,492.5 |
6,524.0 |
31.5 |
0.5% |
6,534.5 |
| Low |
6,450.5 |
6,454.5 |
4.0 |
0.1% |
6,397.5 |
| Close |
6,473.0 |
6,476.0 |
3.0 |
0.0% |
6,492.5 |
| Range |
42.0 |
69.5 |
27.5 |
65.5% |
137.0 |
| ATR |
63.9 |
64.3 |
0.4 |
0.6% |
0.0 |
| Volume |
109,594 |
88,992 |
-20,602 |
-18.8% |
461,139 |
|
| Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,693.5 |
6,654.0 |
6,514.0 |
|
| R3 |
6,624.0 |
6,584.5 |
6,495.0 |
|
| R2 |
6,554.5 |
6,554.5 |
6,488.5 |
|
| R1 |
6,515.0 |
6,515.0 |
6,482.5 |
6,500.0 |
| PP |
6,485.0 |
6,485.0 |
6,485.0 |
6,477.0 |
| S1 |
6,445.5 |
6,445.5 |
6,469.5 |
6,430.5 |
| S2 |
6,415.5 |
6,415.5 |
6,463.5 |
|
| S3 |
6,346.0 |
6,376.0 |
6,457.0 |
|
| S4 |
6,276.5 |
6,306.5 |
6,438.0 |
|
|
| 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 |
6,524.0 |
6,417.5 |
106.5 |
1.6% |
57.0 |
0.9% |
55% |
True |
False |
93,146 |
| 10 |
6,534.5 |
6,397.5 |
137.0 |
2.1% |
56.0 |
0.9% |
57% |
False |
False |
87,272 |
| 20 |
6,534.5 |
6,270.0 |
264.5 |
4.1% |
53.5 |
0.8% |
78% |
False |
False |
81,653 |
| 40 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
66.5 |
1.0% |
89% |
False |
False |
76,583 |
| 60 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
58.5 |
0.9% |
89% |
False |
False |
51,363 |
| 80 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
55.5 |
0.9% |
89% |
False |
False |
38,751 |
| 100 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
46.0 |
0.7% |
89% |
False |
False |
31,024 |
| 120 |
6,534.5 |
5,981.5 |
553.0 |
8.5% |
39.5 |
0.6% |
89% |
False |
False |
25,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,819.5 |
|
2.618 |
6,706.0 |
|
1.618 |
6,636.5 |
|
1.000 |
6,593.5 |
|
0.618 |
6,567.0 |
|
HIGH |
6,524.0 |
|
0.618 |
6,497.5 |
|
0.500 |
6,489.0 |
|
0.382 |
6,481.0 |
|
LOW |
6,454.5 |
|
0.618 |
6,411.5 |
|
1.000 |
6,385.0 |
|
1.618 |
6,342.0 |
|
2.618 |
6,272.5 |
|
4.250 |
6,159.0 |
|
|
| Fisher Pivots for day following 26-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,489.0 |
6,474.0 |
| PP |
6,485.0 |
6,472.5 |
| S1 |
6,480.5 |
6,471.0 |
|