| 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 |
12,811.15 |
12,961.49 |
150.34 |
1.2% |
12,611.64 |
| High |
12,966.29 |
12,983.92 |
17.63 |
0.1% |
12,966.29 |
| Low |
12,810.17 |
12,916.63 |
106.46 |
0.8% |
12,611.31 |
| Close |
12,961.98 |
12,919.40 |
-42.58 |
-0.3% |
12,961.98 |
| Range |
156.12 |
67.29 |
-88.83 |
-56.9% |
354.98 |
| ATR |
108.91 |
105.94 |
-2.97 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,141.85 |
13,097.92 |
12,956.41 |
|
| R3 |
13,074.56 |
13,030.63 |
12,937.90 |
|
| R2 |
13,007.27 |
13,007.27 |
12,931.74 |
|
| R1 |
12,963.34 |
12,963.34 |
12,925.57 |
12,951.66 |
| PP |
12,939.98 |
12,939.98 |
12,939.98 |
12,934.15 |
| S1 |
12,896.05 |
12,896.05 |
12,913.23 |
12,884.37 |
| S2 |
12,872.69 |
12,872.69 |
12,907.06 |
|
| S3 |
12,805.40 |
12,828.76 |
12,900.90 |
|
| S4 |
12,738.11 |
12,761.47 |
12,882.39 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,911.47 |
13,791.70 |
13,157.22 |
|
| R3 |
13,556.49 |
13,436.72 |
13,059.60 |
|
| R2 |
13,201.51 |
13,201.51 |
13,027.06 |
|
| R1 |
13,081.74 |
13,081.74 |
12,994.52 |
13,141.63 |
| PP |
12,846.53 |
12,846.53 |
12,846.53 |
12,876.47 |
| S1 |
12,726.76 |
12,726.76 |
12,929.44 |
12,786.65 |
| S2 |
12,491.55 |
12,491.55 |
12,896.90 |
|
| S3 |
12,136.57 |
12,371.78 |
12,864.36 |
|
| S4 |
11,781.59 |
12,016.80 |
12,766.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,983.92 |
12,707.45 |
276.47 |
2.1% |
102.12 |
0.8% |
77% |
True |
False |
|
| 10 |
12,983.92 |
12,428.22 |
555.70 |
4.3% |
100.81 |
0.8% |
88% |
True |
False |
|
| 20 |
12,983.92 |
12,242.60 |
741.32 |
5.7% |
101.43 |
0.8% |
91% |
True |
False |
|
| 40 |
12,983.92 |
11,939.61 |
1,044.31 |
8.1% |
127.44 |
1.0% |
94% |
True |
False |
|
| 60 |
12,983.92 |
11,939.61 |
1,044.31 |
8.1% |
111.60 |
0.9% |
94% |
True |
False |
|
| 80 |
12,983.92 |
11,939.61 |
1,044.31 |
8.1% |
106.99 |
0.8% |
94% |
True |
False |
|
| 100 |
12,983.92 |
11,939.61 |
1,044.31 |
8.1% |
103.45 |
0.8% |
94% |
True |
False |
|
| 120 |
12,983.92 |
11,939.61 |
1,044.31 |
8.1% |
99.97 |
0.8% |
94% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,269.90 |
|
2.618 |
13,160.09 |
|
1.618 |
13,092.80 |
|
1.000 |
13,051.21 |
|
0.618 |
13,025.51 |
|
HIGH |
12,983.92 |
|
0.618 |
12,958.22 |
|
0.500 |
12,950.28 |
|
0.382 |
12,942.33 |
|
LOW |
12,916.63 |
|
0.618 |
12,875.04 |
|
1.000 |
12,849.34 |
|
1.618 |
12,807.75 |
|
2.618 |
12,740.46 |
|
4.250 |
12,630.65 |
|
|
| Fisher Pivots for day following 23-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
12,950.28 |
12,899.41 |
| PP |
12,939.98 |
12,879.41 |
| S1 |
12,929.69 |
12,859.42 |
|