| Trading Metrics calculated at close of trading on 18-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1,478.8 |
1,484.0 |
5.2 |
0.4% |
1,458.7 |
| High |
1,482.5 |
1,520.5 |
38.0 |
2.6% |
1,491.0 |
| Low |
1,472.0 |
1,479.5 |
7.5 |
0.5% |
1,441.1 |
| Close |
1,476.9 |
1,520.1 |
43.2 |
2.9% |
1,485.0 |
| Range |
10.5 |
41.0 |
30.5 |
290.5% |
49.9 |
| ATR |
23.8 |
25.2 |
1.4 |
5.9% |
0.0 |
| Volume |
67,896 |
83,145 |
15,249 |
22.5% |
435,940 |
|
| Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,629.7 |
1,615.9 |
1,542.7 |
|
| R3 |
1,588.7 |
1,574.9 |
1,531.4 |
|
| R2 |
1,547.7 |
1,547.7 |
1,527.6 |
|
| R1 |
1,533.9 |
1,533.9 |
1,523.9 |
1,540.8 |
| PP |
1,506.7 |
1,506.7 |
1,506.7 |
1,510.2 |
| S1 |
1,492.9 |
1,492.9 |
1,516.3 |
1,499.8 |
| S2 |
1,465.7 |
1,465.7 |
1,512.6 |
|
| S3 |
1,424.7 |
1,451.9 |
1,508.8 |
|
| S4 |
1,383.7 |
1,410.9 |
1,497.6 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,622.1 |
1,603.4 |
1,512.4 |
|
| R3 |
1,572.2 |
1,553.5 |
1,498.7 |
|
| R2 |
1,522.3 |
1,522.3 |
1,494.1 |
|
| R1 |
1,503.6 |
1,503.6 |
1,489.6 |
1,513.0 |
| PP |
1,472.4 |
1,472.4 |
1,472.4 |
1,477.0 |
| S1 |
1,453.7 |
1,453.7 |
1,480.4 |
1,463.1 |
| S2 |
1,422.5 |
1,422.5 |
1,475.9 |
|
| S3 |
1,372.6 |
1,403.8 |
1,471.3 |
|
| S4 |
1,322.7 |
1,353.9 |
1,457.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,520.5 |
1,465.7 |
54.8 |
3.6% |
19.9 |
1.3% |
99% |
True |
False |
89,478 |
| 10 |
1,520.5 |
1,441.1 |
79.4 |
5.2% |
21.0 |
1.4% |
99% |
True |
False |
73,967 |
| 20 |
1,520.5 |
1,435.0 |
85.5 |
5.6% |
22.8 |
1.5% |
100% |
True |
False |
61,433 |
| 40 |
1,551.7 |
1,375.0 |
176.7 |
11.6% |
29.8 |
2.0% |
82% |
False |
False |
62,075 |
| 60 |
1,566.3 |
1,375.0 |
191.3 |
12.6% |
25.5 |
1.7% |
76% |
False |
False |
52,396 |
| 80 |
1,566.3 |
1,375.0 |
191.3 |
12.6% |
23.1 |
1.5% |
76% |
False |
False |
53,681 |
| 100 |
1,566.3 |
1,375.0 |
191.3 |
12.6% |
20.3 |
1.3% |
76% |
False |
False |
43,432 |
| 120 |
1,566.3 |
1,375.0 |
191.3 |
12.6% |
18.0 |
1.2% |
76% |
False |
False |
36,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,694.8 |
|
2.618 |
1,627.8 |
|
1.618 |
1,586.8 |
|
1.000 |
1,561.5 |
|
0.618 |
1,545.8 |
|
HIGH |
1,520.5 |
|
0.618 |
1,504.8 |
|
0.500 |
1,500.0 |
|
0.382 |
1,495.2 |
|
LOW |
1,479.5 |
|
0.618 |
1,454.2 |
|
1.000 |
1,438.5 |
|
1.618 |
1,413.2 |
|
2.618 |
1,372.2 |
|
4.250 |
1,305.3 |
|
|
| Fisher Pivots for day following 18-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,513.4 |
1,512.2 |
| PP |
1,506.7 |
1,504.2 |
| S1 |
1,500.0 |
1,496.3 |
|