| Trading Metrics calculated at close of trading on 27-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2007 |
27-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
13,125 |
13,162 |
37 |
0.3% |
13,020 |
| High |
13,173 |
13,188 |
15 |
0.1% |
13,188 |
| Low |
13,112 |
13,113 |
1 |
0.0% |
12,948 |
| Close |
13,169 |
13,175 |
6 |
0.0% |
13,175 |
| Range |
61 |
75 |
14 |
23.0% |
240 |
| ATR |
110 |
107 |
-2 |
-2.3% |
0 |
| Volume |
149,103 |
111,092 |
-38,011 |
-25.5% |
615,997 |
|
| Daily Pivots for day following 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,384 |
13,354 |
13,216 |
|
| R3 |
13,309 |
13,279 |
13,196 |
|
| R2 |
13,234 |
13,234 |
13,189 |
|
| R1 |
13,204 |
13,204 |
13,182 |
13,219 |
| PP |
13,159 |
13,159 |
13,159 |
13,166 |
| S1 |
13,129 |
13,129 |
13,168 |
13,144 |
| S2 |
13,084 |
13,084 |
13,161 |
|
| S3 |
13,009 |
13,054 |
13,155 |
|
| S4 |
12,934 |
12,979 |
13,134 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,824 |
13,739 |
13,307 |
|
| R3 |
13,584 |
13,499 |
13,241 |
|
| R2 |
13,344 |
13,344 |
13,219 |
|
| R1 |
13,259 |
13,259 |
13,197 |
13,302 |
| PP |
13,104 |
13,104 |
13,104 |
13,125 |
| S1 |
13,019 |
13,019 |
13,153 |
13,062 |
| S2 |
12,864 |
12,864 |
13,131 |
|
| S3 |
12,624 |
12,779 |
13,109 |
|
| S4 |
12,384 |
12,539 |
13,043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,188 |
12,948 |
240 |
1.8% |
93 |
0.7% |
95% |
True |
False |
123,199 |
| 10 |
13,188 |
12,676 |
512 |
3.9% |
107 |
0.8% |
97% |
True |
False |
120,862 |
| 20 |
13,188 |
12,391 |
797 |
6.0% |
98 |
0.7% |
98% |
True |
False |
107,543 |
| 40 |
13,188 |
12,035 |
1,153 |
8.8% |
117 |
0.9% |
99% |
True |
False |
111,512 |
| 60 |
13,188 |
12,035 |
1,153 |
8.8% |
115 |
0.9% |
99% |
True |
False |
74,406 |
| 80 |
13,188 |
12,035 |
1,153 |
8.8% |
101 |
0.8% |
99% |
True |
False |
55,811 |
| 100 |
13,188 |
12,035 |
1,153 |
8.8% |
86 |
0.7% |
99% |
True |
False |
44,658 |
| 120 |
13,188 |
12,035 |
1,153 |
8.8% |
72 |
0.5% |
99% |
True |
False |
37,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,507 |
|
2.618 |
13,384 |
|
1.618 |
13,309 |
|
1.000 |
13,263 |
|
0.618 |
13,234 |
|
HIGH |
13,188 |
|
0.618 |
13,159 |
|
0.500 |
13,151 |
|
0.382 |
13,142 |
|
LOW |
13,113 |
|
0.618 |
13,067 |
|
1.000 |
13,038 |
|
1.618 |
12,992 |
|
2.618 |
12,917 |
|
4.250 |
12,794 |
|
|
| Fisher Pivots for day following 27-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,167 |
13,146 |
| PP |
13,159 |
13,118 |
| S1 |
13,151 |
13,089 |
|