| 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 |
2,024.75 |
2,007.00 |
-17.75 |
-0.9% |
1,989.50 |
| High |
2,025.00 |
2,061.25 |
36.25 |
1.8% |
2,032.75 |
| Low |
2,000.25 |
2,001.25 |
1.00 |
0.0% |
1,971.00 |
| Close |
2,006.00 |
2,059.25 |
53.25 |
2.7% |
2,025.00 |
| Range |
24.75 |
60.00 |
35.25 |
142.4% |
61.75 |
| ATR |
33.29 |
35.19 |
1.91 |
5.7% |
0.00 |
| Volume |
281,648 |
293,849 |
12,201 |
4.3% |
271,833 |
|
| Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,220.50 |
2,200.00 |
2,092.25 |
|
| R3 |
2,160.50 |
2,140.00 |
2,075.75 |
|
| R2 |
2,100.50 |
2,100.50 |
2,070.25 |
|
| R1 |
2,080.00 |
2,080.00 |
2,064.75 |
2,090.25 |
| PP |
2,040.50 |
2,040.50 |
2,040.50 |
2,045.75 |
| S1 |
2,020.00 |
2,020.00 |
2,053.75 |
2,030.25 |
| S2 |
1,980.50 |
1,980.50 |
2,048.25 |
|
| S3 |
1,920.50 |
1,960.00 |
2,042.75 |
|
| S4 |
1,860.50 |
1,900.00 |
2,026.25 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.75 |
2,171.75 |
2,059.00 |
|
| R3 |
2,133.00 |
2,110.00 |
2,042.00 |
|
| R2 |
2,071.25 |
2,071.25 |
2,036.25 |
|
| R1 |
2,048.25 |
2,048.25 |
2,030.75 |
2,059.75 |
| PP |
2,009.50 |
2,009.50 |
2,009.50 |
2,015.50 |
| S1 |
1,986.50 |
1,986.50 |
2,019.25 |
1,998.00 |
| S2 |
1,947.75 |
1,947.75 |
2,013.75 |
|
| S3 |
1,886.00 |
1,924.75 |
2,008.00 |
|
| S4 |
1,824.25 |
1,863.00 |
1,991.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,061.25 |
2,000.25 |
61.00 |
3.0% |
30.50 |
1.5% |
97% |
True |
False |
167,526 |
| 10 |
2,061.25 |
1,971.00 |
90.25 |
4.4% |
32.75 |
1.6% |
98% |
True |
False |
85,769 |
| 20 |
2,063.00 |
1,928.50 |
134.50 |
6.5% |
33.50 |
1.6% |
97% |
False |
False |
43,227 |
| 40 |
2,063.00 |
1,835.25 |
227.75 |
11.1% |
39.50 |
1.9% |
98% |
False |
False |
21,677 |
| 60 |
2,101.75 |
1,835.25 |
266.50 |
12.9% |
33.25 |
1.6% |
84% |
False |
False |
14,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,316.25 |
|
2.618 |
2,218.25 |
|
1.618 |
2,158.25 |
|
1.000 |
2,121.25 |
|
0.618 |
2,098.25 |
|
HIGH |
2,061.25 |
|
0.618 |
2,038.25 |
|
0.500 |
2,031.25 |
|
0.382 |
2,024.25 |
|
LOW |
2,001.25 |
|
0.618 |
1,964.25 |
|
1.000 |
1,941.25 |
|
1.618 |
1,904.25 |
|
2.618 |
1,844.25 |
|
4.250 |
1,746.25 |
|
|
| Fisher Pivots for day following 18-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,050.00 |
2,049.75 |
| PP |
2,040.50 |
2,040.25 |
| S1 |
2,031.25 |
2,030.75 |
|