| Trading Metrics calculated at close of trading on 12-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2007 |
12-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,191.0 |
6,181.0 |
-10.0 |
-0.2% |
6,011.0 |
| High |
6,212.0 |
6,211.0 |
-1.0 |
0.0% |
6,147.0 |
| Low |
6,173.0 |
6,161.0 |
-12.0 |
-0.2% |
5,941.0 |
| Close |
6,191.0 |
6,207.0 |
16.0 |
0.3% |
6,115.0 |
| Range |
39.0 |
50.0 |
11.0 |
28.2% |
206.0 |
| ATR |
67.6 |
66.4 |
-1.3 |
-1.9% |
0.0 |
| Volume |
18,471 |
14,294 |
-4,177 |
-22.6% |
73,617 |
|
| Daily Pivots for day following 12-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,343.0 |
6,325.0 |
6,234.5 |
|
| R3 |
6,293.0 |
6,275.0 |
6,220.8 |
|
| R2 |
6,243.0 |
6,243.0 |
6,216.2 |
|
| R1 |
6,225.0 |
6,225.0 |
6,211.6 |
6,234.0 |
| PP |
6,193.0 |
6,193.0 |
6,193.0 |
6,197.5 |
| S1 |
6,175.0 |
6,175.0 |
6,202.4 |
6,184.0 |
| S2 |
6,143.0 |
6,143.0 |
6,197.8 |
|
| S3 |
6,093.0 |
6,125.0 |
6,193.3 |
|
| S4 |
6,043.0 |
6,075.0 |
6,179.5 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,685.7 |
6,606.3 |
6,228.3 |
|
| R3 |
6,479.7 |
6,400.3 |
6,171.7 |
|
| R2 |
6,273.7 |
6,273.7 |
6,152.8 |
|
| R1 |
6,194.3 |
6,194.3 |
6,133.9 |
6,234.0 |
| PP |
6,067.7 |
6,067.7 |
6,067.7 |
6,087.5 |
| S1 |
5,988.3 |
5,988.3 |
6,096.1 |
6,028.0 |
| S2 |
5,861.7 |
5,861.7 |
6,077.2 |
|
| S3 |
5,655.7 |
5,782.3 |
6,058.4 |
|
| S4 |
5,449.7 |
5,576.3 |
6,001.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,212.0 |
6,100.0 |
112.0 |
1.8% |
46.8 |
0.8% |
96% |
False |
False |
15,696 |
| 10 |
6,212.0 |
5,941.0 |
271.0 |
4.4% |
59.7 |
1.0% |
98% |
False |
False |
17,414 |
| 20 |
6,212.0 |
5,775.0 |
437.0 |
7.0% |
57.4 |
0.9% |
99% |
False |
False |
19,805 |
| 40 |
6,212.0 |
5,665.0 |
547.0 |
8.8% |
54.4 |
0.9% |
99% |
False |
False |
13,648 |
| 60 |
6,212.0 |
5,656.0 |
556.0 |
9.0% |
44.8 |
0.7% |
99% |
False |
False |
9,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,423.5 |
|
2.618 |
6,341.9 |
|
1.618 |
6,291.9 |
|
1.000 |
6,261.0 |
|
0.618 |
6,241.9 |
|
HIGH |
6,211.0 |
|
0.618 |
6,191.9 |
|
0.500 |
6,186.0 |
|
0.382 |
6,180.1 |
|
LOW |
6,161.0 |
|
0.618 |
6,130.1 |
|
1.000 |
6,111.0 |
|
1.618 |
6,080.1 |
|
2.618 |
6,030.1 |
|
4.250 |
5,948.5 |
|
|
| Fisher Pivots for day following 12-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,200.0 |
6,193.7 |
| PP |
6,193.0 |
6,180.3 |
| S1 |
6,186.0 |
6,167.0 |
|