| Trading Metrics calculated at close of trading on 19-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2,007.00 |
2,057.75 |
50.75 |
2.5% |
1,989.50 |
| High |
2,061.25 |
2,080.75 |
19.50 |
0.9% |
2,032.75 |
| Low |
2,001.25 |
2,055.75 |
54.50 |
2.7% |
1,971.00 |
| Close |
2,059.25 |
2,064.00 |
4.75 |
0.2% |
2,025.00 |
| Range |
60.00 |
25.00 |
-35.00 |
-58.3% |
61.75 |
| ATR |
35.19 |
34.47 |
-0.73 |
-2.1% |
0.00 |
| Volume |
293,849 |
436,672 |
142,823 |
48.6% |
271,833 |
|
| Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,141.75 |
2,128.00 |
2,077.75 |
|
| R3 |
2,116.75 |
2,103.00 |
2,071.00 |
|
| R2 |
2,091.75 |
2,091.75 |
2,068.50 |
|
| R1 |
2,078.00 |
2,078.00 |
2,066.25 |
2,085.00 |
| PP |
2,066.75 |
2,066.75 |
2,066.75 |
2,070.25 |
| S1 |
2,053.00 |
2,053.00 |
2,061.75 |
2,060.00 |
| S2 |
2,041.75 |
2,041.75 |
2,059.50 |
|
| S3 |
2,016.75 |
2,028.00 |
2,057.00 |
|
| S4 |
1,991.75 |
2,003.00 |
2,050.25 |
|
|
| 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 |
2,080.75 |
2,000.25 |
80.50 |
3.9% |
30.50 |
1.5% |
79% |
True |
False |
252,199 |
| 10 |
2,080.75 |
1,971.00 |
109.75 |
5.3% |
32.00 |
1.5% |
85% |
True |
False |
129,300 |
| 20 |
2,080.75 |
1,928.50 |
152.25 |
7.4% |
33.25 |
1.6% |
89% |
True |
False |
65,058 |
| 40 |
2,080.75 |
1,835.25 |
245.50 |
11.9% |
39.50 |
1.9% |
93% |
True |
False |
32,589 |
| 60 |
2,101.75 |
1,835.25 |
266.50 |
12.9% |
33.25 |
1.6% |
86% |
False |
False |
21,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,187.00 |
|
2.618 |
2,146.25 |
|
1.618 |
2,121.25 |
|
1.000 |
2,105.75 |
|
0.618 |
2,096.25 |
|
HIGH |
2,080.75 |
|
0.618 |
2,071.25 |
|
0.500 |
2,068.25 |
|
0.382 |
2,065.25 |
|
LOW |
2,055.75 |
|
0.618 |
2,040.25 |
|
1.000 |
2,030.75 |
|
1.618 |
2,015.25 |
|
2.618 |
1,990.25 |
|
4.250 |
1,949.50 |
|
|
| Fisher Pivots for day following 19-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,068.25 |
2,056.25 |
| PP |
2,066.75 |
2,048.25 |
| S1 |
2,065.50 |
2,040.50 |
|