| Trading Metrics calculated at close of trading on 18-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2007 |
18-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,548.5 |
6,535.0 |
-13.5 |
-0.2% |
6,471.0 |
| High |
6,558.0 |
6,535.0 |
-23.0 |
-0.4% |
6,512.0 |
| Low |
6,512.0 |
6,502.5 |
-9.5 |
-0.1% |
6,432.5 |
| Close |
6,555.0 |
6,503.5 |
-51.5 |
-0.8% |
6,508.5 |
| Range |
46.0 |
32.5 |
-13.5 |
-29.3% |
79.5 |
| ATR |
49.1 |
49.3 |
0.2 |
0.5% |
0.0 |
| Volume |
933 |
142 |
-791 |
-84.8% |
1,207 |
|
| Daily Pivots for day following 18-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,611.0 |
6,590.0 |
6,521.5 |
|
| R3 |
6,578.5 |
6,557.5 |
6,512.5 |
|
| R2 |
6,546.0 |
6,546.0 |
6,509.5 |
|
| R1 |
6,525.0 |
6,525.0 |
6,506.5 |
6,519.0 |
| PP |
6,513.5 |
6,513.5 |
6,513.5 |
6,511.0 |
| S1 |
6,492.5 |
6,492.5 |
6,500.5 |
6,487.0 |
| S2 |
6,481.0 |
6,481.0 |
6,497.5 |
|
| S3 |
6,448.5 |
6,460.0 |
6,494.5 |
|
| S4 |
6,416.0 |
6,427.5 |
6,485.5 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,723.0 |
6,695.0 |
6,552.0 |
|
| R3 |
6,643.5 |
6,615.5 |
6,530.5 |
|
| R2 |
6,564.0 |
6,564.0 |
6,523.0 |
|
| R1 |
6,536.0 |
6,536.0 |
6,516.0 |
6,550.0 |
| PP |
6,484.5 |
6,484.5 |
6,484.5 |
6,491.0 |
| S1 |
6,456.5 |
6,456.5 |
6,501.0 |
6,470.5 |
| S2 |
6,405.0 |
6,405.0 |
6,494.0 |
|
| S3 |
6,325.5 |
6,377.0 |
6,486.5 |
|
| S4 |
6,246.0 |
6,297.5 |
6,465.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,571.0 |
6,432.5 |
138.5 |
2.1% |
38.0 |
0.6% |
51% |
False |
False |
340 |
| 10 |
6,571.0 |
6,402.0 |
169.0 |
2.6% |
37.5 |
0.6% |
60% |
False |
False |
352 |
| 20 |
6,571.0 |
6,286.5 |
284.5 |
4.4% |
39.5 |
0.6% |
76% |
False |
False |
395 |
| 40 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
32.5 |
0.5% |
87% |
False |
False |
269 |
| 60 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
24.0 |
0.4% |
87% |
False |
False |
215 |
| 80 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
20.0 |
0.3% |
87% |
False |
False |
162 |
| 100 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
16.0 |
0.2% |
87% |
False |
False |
130 |
| 120 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
13.5 |
0.2% |
87% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,673.0 |
|
2.618 |
6,620.0 |
|
1.618 |
6,587.5 |
|
1.000 |
6,567.5 |
|
0.618 |
6,555.0 |
|
HIGH |
6,535.0 |
|
0.618 |
6,522.5 |
|
0.500 |
6,519.0 |
|
0.382 |
6,515.0 |
|
LOW |
6,502.5 |
|
0.618 |
6,482.5 |
|
1.000 |
6,470.0 |
|
1.618 |
6,450.0 |
|
2.618 |
6,417.5 |
|
4.250 |
6,364.5 |
|
|
| Fisher Pivots for day following 18-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,519.0 |
6,537.0 |
| PP |
6,513.5 |
6,525.5 |
| S1 |
6,508.5 |
6,514.5 |
|