| Trading Metrics calculated at close of trading on 14-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6,259.0 |
6,286.0 |
27.0 |
0.4% |
6,181.0 |
| High |
6,263.0 |
6,323.0 |
60.0 |
1.0% |
6,333.0 |
| Low |
6,214.0 |
6,270.0 |
56.0 |
0.9% |
6,154.0 |
| Close |
6,239.0 |
6,283.0 |
44.0 |
0.7% |
6,283.0 |
| Range |
49.0 |
53.0 |
4.0 |
8.2% |
179.0 |
| ATR |
111.6 |
109.6 |
-2.0 |
-1.8% |
0.0 |
| Volume |
15,627 |
50,432 |
34,805 |
222.7% |
137,546 |
|
| Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,451.0 |
6,420.0 |
6,312.2 |
|
| R3 |
6,398.0 |
6,367.0 |
6,297.6 |
|
| R2 |
6,345.0 |
6,345.0 |
6,292.7 |
|
| R1 |
6,314.0 |
6,314.0 |
6,287.9 |
6,303.0 |
| PP |
6,292.0 |
6,292.0 |
6,292.0 |
6,286.5 |
| S1 |
6,261.0 |
6,261.0 |
6,278.1 |
6,250.0 |
| S2 |
6,239.0 |
6,239.0 |
6,273.3 |
|
| S3 |
6,186.0 |
6,208.0 |
6,268.4 |
|
| S4 |
6,133.0 |
6,155.0 |
6,253.9 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,793.7 |
6,717.3 |
6,381.5 |
|
| R3 |
6,614.7 |
6,538.3 |
6,332.2 |
|
| R2 |
6,435.7 |
6,435.7 |
6,315.8 |
|
| R1 |
6,359.3 |
6,359.3 |
6,299.4 |
6,397.5 |
| PP |
6,256.7 |
6,256.7 |
6,256.7 |
6,275.8 |
| S1 |
6,180.3 |
6,180.3 |
6,266.6 |
6,218.5 |
| S2 |
6,077.7 |
6,077.7 |
6,250.2 |
|
| S3 |
5,898.7 |
6,001.3 |
6,233.8 |
|
| S4 |
5,719.7 |
5,822.3 |
6,184.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,333.0 |
6,154.0 |
179.0 |
2.8% |
72.2 |
1.1% |
72% |
False |
False |
27,509 |
| 10 |
6,366.0 |
6,135.0 |
231.0 |
3.7% |
82.8 |
1.3% |
64% |
False |
False |
23,809 |
| 20 |
6,366.0 |
5,584.0 |
782.0 |
12.4% |
94.1 |
1.5% |
89% |
False |
False |
27,286 |
| 40 |
6,428.0 |
5,535.0 |
893.0 |
14.2% |
91.7 |
1.5% |
84% |
False |
False |
28,643 |
| 60 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
78.4 |
1.2% |
82% |
False |
False |
25,393 |
| 80 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
70.4 |
1.1% |
82% |
False |
False |
23,436 |
| 100 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
61.1 |
1.0% |
82% |
False |
False |
18,777 |
| 120 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
54.2 |
0.9% |
82% |
False |
False |
15,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,548.3 |
|
2.618 |
6,461.8 |
|
1.618 |
6,408.8 |
|
1.000 |
6,376.0 |
|
0.618 |
6,355.8 |
|
HIGH |
6,323.0 |
|
0.618 |
6,302.8 |
|
0.500 |
6,296.5 |
|
0.382 |
6,290.2 |
|
LOW |
6,270.0 |
|
0.618 |
6,237.2 |
|
1.000 |
6,217.0 |
|
1.618 |
6,184.2 |
|
2.618 |
6,131.2 |
|
4.250 |
6,044.8 |
|
|
| Fisher Pivots for day following 14-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,296.5 |
6,279.3 |
| PP |
6,292.0 |
6,275.7 |
| S1 |
6,287.5 |
6,272.0 |
|