| 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 |
6,007.0 |
6,011.0 |
4.0 |
0.1% |
6,040.0 |
| High |
6,052.0 |
6,033.0 |
-19.0 |
-0.3% |
6,052.0 |
| Low |
6,007.0 |
5,941.0 |
-66.0 |
-1.1% |
5,950.0 |
| Close |
6,034.0 |
5,959.0 |
-75.0 |
-1.2% |
6,034.0 |
| Range |
45.0 |
92.0 |
47.0 |
104.4% |
102.0 |
| ATR |
66.8 |
68.7 |
1.9 |
2.8% |
0.0 |
| Volume |
17,371 |
21,568 |
4,197 |
24.2% |
81,154 |
|
| Daily Pivots for day following 02-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,253.7 |
6,198.3 |
6,009.6 |
|
| R3 |
6,161.7 |
6,106.3 |
5,984.3 |
|
| R2 |
6,069.7 |
6,069.7 |
5,975.9 |
|
| R1 |
6,014.3 |
6,014.3 |
5,967.4 |
5,996.0 |
| PP |
5,977.7 |
5,977.7 |
5,977.7 |
5,968.5 |
| S1 |
5,922.3 |
5,922.3 |
5,950.6 |
5,904.0 |
| S2 |
5,885.7 |
5,885.7 |
5,942.1 |
|
| S3 |
5,793.7 |
5,830.3 |
5,933.7 |
|
| S4 |
5,701.7 |
5,738.3 |
5,908.4 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,318.0 |
6,278.0 |
6,090.1 |
|
| R3 |
6,216.0 |
6,176.0 |
6,062.1 |
|
| R2 |
6,114.0 |
6,114.0 |
6,052.7 |
|
| R1 |
6,074.0 |
6,074.0 |
6,043.4 |
6,043.0 |
| PP |
6,012.0 |
6,012.0 |
6,012.0 |
5,996.5 |
| S1 |
5,972.0 |
5,972.0 |
6,024.7 |
5,941.0 |
| S2 |
5,910.0 |
5,910.0 |
6,015.3 |
|
| S3 |
5,808.0 |
5,870.0 |
6,006.0 |
|
| S4 |
5,706.0 |
5,768.0 |
5,977.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,052.0 |
5,941.0 |
111.0 |
1.9% |
60.6 |
1.0% |
16% |
False |
True |
17,425 |
| 10 |
6,052.0 |
5,895.0 |
157.0 |
2.6% |
55.8 |
0.9% |
41% |
False |
False |
16,825 |
| 20 |
6,052.0 |
5,670.0 |
382.0 |
6.4% |
61.9 |
1.0% |
76% |
False |
False |
21,921 |
| 40 |
6,086.0 |
5,665.0 |
421.0 |
7.1% |
50.3 |
0.8% |
70% |
False |
False |
11,193 |
| 60 |
6,086.0 |
5,541.0 |
545.0 |
9.1% |
42.2 |
0.7% |
77% |
False |
False |
7,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,424.0 |
|
2.618 |
6,273.9 |
|
1.618 |
6,181.9 |
|
1.000 |
6,125.0 |
|
0.618 |
6,089.9 |
|
HIGH |
6,033.0 |
|
0.618 |
5,997.9 |
|
0.500 |
5,987.0 |
|
0.382 |
5,976.1 |
|
LOW |
5,941.0 |
|
0.618 |
5,884.1 |
|
1.000 |
5,849.0 |
|
1.618 |
5,792.1 |
|
2.618 |
5,700.1 |
|
4.250 |
5,550.0 |
|
|
| Fisher Pivots for day following 02-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
5,987.0 |
5,996.5 |
| PP |
5,977.7 |
5,984.0 |
| S1 |
5,968.3 |
5,971.5 |
|