| Trading Metrics calculated at close of trading on 21-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2007 |
21-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6,446.5 |
6,411.0 |
-35.5 |
-0.6% |
6,261.0 |
| High |
6,456.0 |
6,479.0 |
23.0 |
0.4% |
6,517.0 |
| Low |
6,397.0 |
6,410.0 |
13.0 |
0.2% |
6,146.0 |
| Close |
6,438.5 |
6,474.0 |
35.5 |
0.6% |
6,474.0 |
| Range |
59.0 |
69.0 |
10.0 |
16.9% |
371.0 |
| ATR |
131.5 |
127.0 |
-4.5 |
-3.4% |
0.0 |
| Volume |
298,196 |
169,592 |
-128,604 |
-43.1% |
1,204,763 |
|
| Daily Pivots for day following 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,661.5 |
6,636.5 |
6,512.0 |
|
| R3 |
6,592.5 |
6,567.5 |
6,493.0 |
|
| R2 |
6,523.5 |
6,523.5 |
6,486.5 |
|
| R1 |
6,498.5 |
6,498.5 |
6,480.5 |
6,511.0 |
| PP |
6,454.5 |
6,454.5 |
6,454.5 |
6,460.5 |
| S1 |
6,429.5 |
6,429.5 |
6,467.5 |
6,442.0 |
| S2 |
6,385.5 |
6,385.5 |
6,461.5 |
|
| S3 |
6,316.5 |
6,360.5 |
6,455.0 |
|
| S4 |
6,247.5 |
6,291.5 |
6,436.0 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,492.0 |
7,354.0 |
6,678.0 |
|
| R3 |
7,121.0 |
6,983.0 |
6,576.0 |
|
| R2 |
6,750.0 |
6,750.0 |
6,542.0 |
|
| R1 |
6,612.0 |
6,612.0 |
6,508.0 |
6,681.0 |
| PP |
6,379.0 |
6,379.0 |
6,379.0 |
6,413.5 |
| S1 |
6,241.0 |
6,241.0 |
6,440.0 |
6,310.0 |
| S2 |
6,008.0 |
6,008.0 |
6,406.0 |
|
| S3 |
5,637.0 |
5,870.0 |
6,372.0 |
|
| S4 |
5,266.0 |
5,499.0 |
6,270.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,517.0 |
6,146.0 |
371.0 |
5.7% |
106.0 |
1.6% |
88% |
False |
False |
240,952 |
| 10 |
6,517.0 |
6,125.5 |
391.5 |
6.0% |
106.0 |
1.6% |
89% |
False |
False |
179,682 |
| 20 |
6,517.0 |
6,070.5 |
446.5 |
6.9% |
107.0 |
1.7% |
90% |
False |
False |
135,400 |
| 40 |
6,517.0 |
5,840.0 |
677.0 |
10.5% |
115.5 |
1.8% |
94% |
False |
False |
144,928 |
| 60 |
6,772.0 |
5,840.0 |
932.0 |
14.4% |
105.0 |
1.6% |
68% |
False |
False |
128,323 |
| 80 |
6,796.0 |
5,840.0 |
956.0 |
14.8% |
97.0 |
1.5% |
66% |
False |
False |
117,456 |
| 100 |
6,796.0 |
5,840.0 |
956.0 |
14.8% |
86.5 |
1.3% |
66% |
False |
False |
94,181 |
| 120 |
6,796.0 |
5,840.0 |
956.0 |
14.8% |
77.5 |
1.2% |
66% |
False |
False |
78,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,772.0 |
|
2.618 |
6,659.5 |
|
1.618 |
6,590.5 |
|
1.000 |
6,548.0 |
|
0.618 |
6,521.5 |
|
HIGH |
6,479.0 |
|
0.618 |
6,452.5 |
|
0.500 |
6,444.5 |
|
0.382 |
6,436.5 |
|
LOW |
6,410.0 |
|
0.618 |
6,367.5 |
|
1.000 |
6,341.0 |
|
1.618 |
6,298.5 |
|
2.618 |
6,229.5 |
|
4.250 |
6,117.0 |
|
|
| Fisher Pivots for day following 21-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,464.0 |
6,468.5 |
| PP |
6,454.5 |
6,462.5 |
| S1 |
6,444.5 |
6,457.0 |
|