| Trading Metrics calculated at close of trading on 11-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6,226.0 |
6,203.0 |
-23.0 |
-0.4% |
6,343.0 |
| High |
6,239.5 |
6,290.5 |
51.0 |
0.8% |
6,403.0 |
| Low |
6,125.5 |
6,184.5 |
59.0 |
1.0% |
6,184.5 |
| Close |
6,141.0 |
6,285.5 |
144.5 |
2.4% |
6,187.0 |
| Range |
114.0 |
106.0 |
-8.0 |
-7.0% |
218.5 |
| ATR |
123.0 |
124.9 |
1.9 |
1.5% |
0.0 |
| Volume |
133,203 |
116,406 |
-16,797 |
-12.6% |
527,610 |
|
| Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,571.5 |
6,534.5 |
6,344.0 |
|
| R3 |
6,465.5 |
6,428.5 |
6,314.5 |
|
| R2 |
6,359.5 |
6,359.5 |
6,305.0 |
|
| R1 |
6,322.5 |
6,322.5 |
6,295.0 |
6,341.0 |
| PP |
6,253.5 |
6,253.5 |
6,253.5 |
6,263.0 |
| S1 |
6,216.5 |
6,216.5 |
6,276.0 |
6,235.0 |
| S2 |
6,147.5 |
6,147.5 |
6,266.0 |
|
| S3 |
6,041.5 |
6,110.5 |
6,256.5 |
|
| S4 |
5,935.5 |
6,004.5 |
6,227.0 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,913.5 |
6,769.0 |
6,307.0 |
|
| R3 |
6,695.0 |
6,550.5 |
6,247.0 |
|
| R2 |
6,476.5 |
6,476.5 |
6,227.0 |
|
| R1 |
6,332.0 |
6,332.0 |
6,207.0 |
6,295.0 |
| PP |
6,258.0 |
6,258.0 |
6,258.0 |
6,240.0 |
| S1 |
6,113.5 |
6,113.5 |
6,167.0 |
6,076.5 |
| S2 |
6,039.5 |
6,039.5 |
6,147.0 |
|
| S3 |
5,821.0 |
5,895.0 |
6,127.0 |
|
| S4 |
5,602.5 |
5,676.5 |
6,067.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,403.0 |
6,125.5 |
277.5 |
4.4% |
128.0 |
2.0% |
58% |
False |
False |
123,394 |
| 10 |
6,403.0 |
6,070.5 |
332.5 |
5.3% |
109.5 |
1.7% |
65% |
False |
False |
109,123 |
| 20 |
6,403.0 |
5,840.0 |
563.0 |
9.0% |
119.0 |
1.9% |
79% |
False |
False |
119,803 |
| 40 |
6,691.0 |
5,840.0 |
851.0 |
13.5% |
118.0 |
1.9% |
52% |
False |
False |
129,596 |
| 60 |
6,772.0 |
5,840.0 |
932.0 |
14.8% |
100.0 |
1.6% |
48% |
False |
False |
114,739 |
| 80 |
6,796.0 |
5,840.0 |
956.0 |
15.2% |
91.0 |
1.4% |
47% |
False |
False |
98,307 |
| 100 |
6,796.0 |
5,840.0 |
956.0 |
15.2% |
80.5 |
1.3% |
47% |
False |
False |
78,713 |
| 120 |
6,796.0 |
5,840.0 |
956.0 |
15.2% |
73.0 |
1.2% |
47% |
False |
False |
65,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,741.0 |
|
2.618 |
6,568.0 |
|
1.618 |
6,462.0 |
|
1.000 |
6,396.5 |
|
0.618 |
6,356.0 |
|
HIGH |
6,290.5 |
|
0.618 |
6,250.0 |
|
0.500 |
6,237.5 |
|
0.382 |
6,225.0 |
|
LOW |
6,184.5 |
|
0.618 |
6,119.0 |
|
1.000 |
6,078.5 |
|
1.618 |
6,013.0 |
|
2.618 |
5,907.0 |
|
4.250 |
5,734.0 |
|
|
| Fisher Pivots for day following 11-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,269.5 |
6,270.0 |
| PP |
6,253.5 |
6,254.0 |
| S1 |
6,237.5 |
6,238.5 |
|