| Trading Metrics calculated at close of trading on 25-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2007 |
25-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
12,984 |
13,013 |
29 |
0.2% |
12,683 |
| High |
13,037 |
13,153 |
116 |
0.9% |
13,031 |
| Low |
12,948 |
12,990 |
42 |
0.3% |
12,676 |
| Close |
13,007 |
13,120 |
113 |
0.9% |
13,019 |
| Range |
89 |
163 |
74 |
83.1% |
355 |
| ATR |
110 |
114 |
4 |
3.5% |
0 |
| Volume |
95,435 |
134,108 |
38,673 |
40.5% |
592,630 |
|
| Daily Pivots for day following 25-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,577 |
13,511 |
13,210 |
|
| R3 |
13,414 |
13,348 |
13,165 |
|
| R2 |
13,251 |
13,251 |
13,150 |
|
| R1 |
13,185 |
13,185 |
13,135 |
13,218 |
| PP |
13,088 |
13,088 |
13,088 |
13,104 |
| S1 |
13,022 |
13,022 |
13,105 |
13,055 |
| S2 |
12,925 |
12,925 |
13,090 |
|
| S3 |
12,762 |
12,859 |
13,075 |
|
| S4 |
12,599 |
12,696 |
13,030 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,974 |
13,851 |
13,214 |
|
| R3 |
13,619 |
13,496 |
13,117 |
|
| R2 |
13,264 |
13,264 |
13,084 |
|
| R1 |
13,141 |
13,141 |
13,052 |
13,203 |
| PP |
12,909 |
12,909 |
12,909 |
12,939 |
| S1 |
12,786 |
12,786 |
12,987 |
12,848 |
| S2 |
12,554 |
12,554 |
12,954 |
|
| S3 |
12,199 |
12,431 |
12,922 |
|
| S4 |
11,844 |
12,076 |
12,824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,153 |
12,766 |
387 |
2.9% |
121 |
0.9% |
91% |
True |
False |
123,003 |
| 10 |
13,153 |
12,487 |
666 |
5.1% |
117 |
0.9% |
95% |
True |
False |
121,731 |
| 20 |
13,153 |
12,315 |
838 |
6.4% |
106 |
0.8% |
96% |
True |
False |
110,680 |
| 40 |
13,153 |
12,035 |
1,118 |
8.5% |
124 |
0.9% |
97% |
True |
False |
105,042 |
| 60 |
13,153 |
12,035 |
1,118 |
8.5% |
115 |
0.9% |
97% |
True |
False |
70,072 |
| 80 |
13,153 |
12,035 |
1,118 |
8.5% |
101 |
0.8% |
97% |
True |
False |
52,559 |
| 100 |
13,153 |
12,035 |
1,118 |
8.5% |
85 |
0.6% |
97% |
True |
False |
42,056 |
| 120 |
13,153 |
12,035 |
1,118 |
8.5% |
71 |
0.5% |
97% |
True |
False |
35,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,846 |
|
2.618 |
13,580 |
|
1.618 |
13,417 |
|
1.000 |
13,316 |
|
0.618 |
13,254 |
|
HIGH |
13,153 |
|
0.618 |
13,091 |
|
0.500 |
13,072 |
|
0.382 |
13,052 |
|
LOW |
12,990 |
|
0.618 |
12,889 |
|
1.000 |
12,827 |
|
1.618 |
12,726 |
|
2.618 |
12,563 |
|
4.250 |
12,297 |
|
|
| Fisher Pivots for day following 25-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,104 |
13,097 |
| PP |
13,088 |
13,074 |
| S1 |
13,072 |
13,051 |
|