| Trading Metrics calculated at close of trading on 17-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2,003.00 |
2,000.25 |
-2.75 |
-0.1% |
1,968.75 |
| High |
2,006.50 |
2,000.75 |
-5.75 |
-0.3% |
2,009.25 |
| Low |
1,981.25 |
1,976.75 |
-4.50 |
-0.2% |
1,947.00 |
| Close |
2,001.25 |
1,982.50 |
-18.75 |
-0.9% |
2,001.25 |
| Range |
25.25 |
24.00 |
-1.25 |
-5.0% |
62.25 |
| ATR |
35.72 |
34.92 |
-0.80 |
-2.2% |
0.00 |
| Volume |
166,789 |
88,401 |
-78,388 |
-47.0% |
1,708,689 |
|
| Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,058.75 |
2,044.50 |
1,995.75 |
|
| R3 |
2,034.75 |
2,020.50 |
1,989.00 |
|
| R2 |
2,010.75 |
2,010.75 |
1,987.00 |
|
| R1 |
1,996.50 |
1,996.50 |
1,984.75 |
1,991.50 |
| PP |
1,986.75 |
1,986.75 |
1,986.75 |
1,984.25 |
| S1 |
1,972.50 |
1,972.50 |
1,980.25 |
1,967.50 |
| S2 |
1,962.75 |
1,962.75 |
1,978.00 |
|
| S3 |
1,938.75 |
1,948.50 |
1,976.00 |
|
| S4 |
1,914.75 |
1,924.50 |
1,969.25 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,172.50 |
2,149.25 |
2,035.50 |
|
| R3 |
2,110.25 |
2,087.00 |
2,018.25 |
|
| R2 |
2,048.00 |
2,048.00 |
2,012.75 |
|
| R1 |
2,024.75 |
2,024.75 |
2,007.00 |
2,036.50 |
| PP |
1,985.75 |
1,985.75 |
1,985.75 |
1,991.75 |
| S1 |
1,962.50 |
1,962.50 |
1,995.50 |
1,974.00 |
| S2 |
1,923.50 |
1,923.50 |
1,989.75 |
|
| S3 |
1,861.25 |
1,900.25 |
1,984.25 |
|
| S4 |
1,799.00 |
1,838.00 |
1,967.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,009.25 |
1,966.50 |
42.75 |
2.2% |
24.00 |
1.2% |
37% |
False |
False |
267,900 |
| 10 |
2,038.50 |
1,947.00 |
91.50 |
4.6% |
32.00 |
1.6% |
39% |
False |
False |
311,791 |
| 20 |
2,038.50 |
1,881.25 |
157.25 |
7.9% |
33.75 |
1.7% |
64% |
False |
False |
331,701 |
| 40 |
2,063.00 |
1,813.75 |
249.25 |
12.6% |
40.25 |
2.0% |
68% |
False |
False |
438,465 |
| 60 |
2,077.75 |
1,813.75 |
264.00 |
13.3% |
34.50 |
1.7% |
64% |
False |
False |
401,397 |
| 80 |
2,077.75 |
1,813.75 |
264.00 |
13.3% |
32.00 |
1.6% |
64% |
False |
False |
347,949 |
| 100 |
2,077.75 |
1,813.75 |
264.00 |
13.3% |
29.75 |
1.5% |
64% |
False |
False |
278,379 |
| 120 |
2,077.75 |
1,794.00 |
283.75 |
14.3% |
27.75 |
1.4% |
66% |
False |
False |
231,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,102.75 |
|
2.618 |
2,063.50 |
|
1.618 |
2,039.50 |
|
1.000 |
2,024.75 |
|
0.618 |
2,015.50 |
|
HIGH |
2,000.75 |
|
0.618 |
1,991.50 |
|
0.500 |
1,988.75 |
|
0.382 |
1,986.00 |
|
LOW |
1,976.75 |
|
0.618 |
1,962.00 |
|
1.000 |
1,952.75 |
|
1.618 |
1,938.00 |
|
2.618 |
1,914.00 |
|
4.250 |
1,874.75 |
|
|
| Fisher Pivots for day following 17-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,988.75 |
1,992.50 |
| PP |
1,986.75 |
1,989.25 |
| S1 |
1,984.50 |
1,986.00 |
|