| Trading Metrics calculated at close of trading on 10-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6,305.0 |
6,181.0 |
-124.0 |
-2.0% |
6,298.0 |
| High |
6,306.0 |
6,229.0 |
-77.0 |
-1.2% |
6,366.0 |
| Low |
6,254.0 |
6,154.0 |
-100.0 |
-1.6% |
6,188.0 |
| Close |
6,290.0 |
6,227.0 |
-63.0 |
-1.0% |
6,290.0 |
| Range |
52.0 |
75.0 |
23.0 |
44.2% |
178.0 |
| ATR |
118.9 |
120.1 |
1.2 |
1.0% |
0.0 |
| Volume |
9,381 |
21,322 |
11,941 |
127.3% |
74,402 |
|
| Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,428.3 |
6,402.7 |
6,268.3 |
|
| R3 |
6,353.3 |
6,327.7 |
6,247.6 |
|
| R2 |
6,278.3 |
6,278.3 |
6,240.8 |
|
| R1 |
6,252.7 |
6,252.7 |
6,233.9 |
6,265.5 |
| PP |
6,203.3 |
6,203.3 |
6,203.3 |
6,209.8 |
| S1 |
6,177.7 |
6,177.7 |
6,220.1 |
6,190.5 |
| S2 |
6,128.3 |
6,128.3 |
6,213.3 |
|
| S3 |
6,053.3 |
6,102.7 |
6,206.4 |
|
| S4 |
5,978.3 |
6,027.7 |
6,185.8 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,815.3 |
6,730.7 |
6,387.9 |
|
| R3 |
6,637.3 |
6,552.7 |
6,339.0 |
|
| R2 |
6,459.3 |
6,459.3 |
6,322.6 |
|
| R1 |
6,374.7 |
6,374.7 |
6,306.3 |
6,328.0 |
| PP |
6,281.3 |
6,281.3 |
6,281.3 |
6,258.0 |
| S1 |
6,196.7 |
6,196.7 |
6,273.7 |
6,150.0 |
| S2 |
6,103.3 |
6,103.3 |
6,257.4 |
|
| S3 |
5,925.3 |
6,018.7 |
6,241.1 |
|
| S4 |
5,747.3 |
5,840.7 |
6,192.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,366.0 |
6,154.0 |
212.0 |
3.4% |
83.2 |
1.3% |
34% |
False |
True |
19,144 |
| 10 |
6,366.0 |
6,017.0 |
349.0 |
5.6% |
83.3 |
1.3% |
60% |
False |
False |
21,082 |
| 20 |
6,366.0 |
5,535.0 |
831.0 |
13.3% |
106.0 |
1.7% |
83% |
False |
False |
29,080 |
| 40 |
6,428.0 |
5,535.0 |
893.0 |
14.3% |
88.2 |
1.4% |
77% |
False |
False |
27,399 |
| 60 |
6,452.0 |
5,535.0 |
917.0 |
14.7% |
77.3 |
1.2% |
75% |
False |
False |
28,530 |
| 80 |
6,452.0 |
5,535.0 |
917.0 |
14.7% |
68.6 |
1.1% |
75% |
False |
False |
21,987 |
| 100 |
6,452.0 |
5,535.0 |
917.0 |
14.7% |
58.9 |
0.9% |
75% |
False |
False |
17,616 |
| 120 |
6,452.0 |
5,535.0 |
917.0 |
14.7% |
52.2 |
0.8% |
75% |
False |
False |
14,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,547.8 |
|
2.618 |
6,425.4 |
|
1.618 |
6,350.4 |
|
1.000 |
6,304.0 |
|
0.618 |
6,275.4 |
|
HIGH |
6,229.0 |
|
0.618 |
6,200.4 |
|
0.500 |
6,191.5 |
|
0.382 |
6,182.7 |
|
LOW |
6,154.0 |
|
0.618 |
6,107.7 |
|
1.000 |
6,079.0 |
|
1.618 |
6,032.7 |
|
2.618 |
5,957.7 |
|
4.250 |
5,835.3 |
|
|
| Fisher Pivots for day following 10-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,215.2 |
6,230.0 |
| PP |
6,203.3 |
6,229.0 |
| S1 |
6,191.5 |
6,228.0 |
|