| 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 |
12,951.42 |
13,088.84 |
137.42 |
1.1% |
12,611.64 |
| High |
13,107.45 |
13,132.80 |
25.35 |
0.2% |
12,966.29 |
| Low |
12,951.42 |
13,068.12 |
116.70 |
0.9% |
12,611.31 |
| Close |
13,089.89 |
13,105.50 |
15.61 |
0.1% |
12,961.98 |
| Range |
156.03 |
64.68 |
-91.35 |
-58.5% |
354.98 |
| ATR |
108.34 |
105.22 |
-3.12 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,296.18 |
13,265.52 |
13,141.07 |
|
| R3 |
13,231.50 |
13,200.84 |
13,123.29 |
|
| R2 |
13,166.82 |
13,166.82 |
13,117.36 |
|
| R1 |
13,136.16 |
13,136.16 |
13,111.43 |
13,151.49 |
| PP |
13,102.14 |
13,102.14 |
13,102.14 |
13,109.81 |
| S1 |
13,071.48 |
13,071.48 |
13,099.57 |
13,086.81 |
| S2 |
13,037.46 |
13,037.46 |
13,093.64 |
|
| S3 |
12,972.78 |
13,006.80 |
13,087.71 |
|
| S4 |
12,908.10 |
12,942.12 |
13,069.93 |
|
|
| 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 |
13,132.80 |
12,810.17 |
322.63 |
2.5% |
106.46 |
0.8% |
92% |
True |
False |
|
| 10 |
13,132.80 |
12,530.21 |
602.59 |
4.6% |
102.45 |
0.8% |
95% |
True |
False |
|
| 20 |
13,132.80 |
12,242.60 |
890.20 |
6.8% |
99.37 |
0.8% |
97% |
True |
False |
|
| 40 |
13,132.80 |
11,939.61 |
1,193.19 |
9.1% |
115.17 |
0.9% |
98% |
True |
False |
|
| 60 |
13,132.80 |
11,939.61 |
1,193.19 |
9.1% |
112.61 |
0.9% |
98% |
True |
False |
|
| 80 |
13,132.80 |
11,939.61 |
1,193.19 |
9.1% |
107.80 |
0.8% |
98% |
True |
False |
|
| 100 |
13,132.80 |
11,939.61 |
1,193.19 |
9.1% |
103.02 |
0.8% |
98% |
True |
False |
|
| 120 |
13,132.80 |
11,939.61 |
1,193.19 |
9.1% |
100.49 |
0.8% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,407.69 |
|
2.618 |
13,302.13 |
|
1.618 |
13,237.45 |
|
1.000 |
13,197.48 |
|
0.618 |
13,172.77 |
|
HIGH |
13,132.80 |
|
0.618 |
13,108.09 |
|
0.500 |
13,100.46 |
|
0.382 |
13,092.83 |
|
LOW |
13,068.12 |
|
0.618 |
13,028.15 |
|
1.000 |
13,003.44 |
|
1.618 |
12,963.47 |
|
2.618 |
12,898.79 |
|
4.250 |
12,793.23 |
|
|
| Fisher Pivots for day following 26-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,103.82 |
13,076.08 |
| PP |
13,102.14 |
13,046.66 |
| S1 |
13,100.46 |
13,017.24 |
|