| Trading Metrics calculated at close of trading on 27-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2007 |
27-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2,098.00 |
2,109.50 |
11.50 |
0.5% |
2,024.75 |
| High |
2,117.75 |
2,123.00 |
5.25 |
0.2% |
2,080.75 |
| Low |
2,097.50 |
2,109.50 |
12.00 |
0.6% |
2,000.25 |
| Close |
2,109.50 |
2,121.75 |
12.25 |
0.6% |
2,068.50 |
| Range |
20.25 |
13.50 |
-6.75 |
-33.3% |
80.50 |
| ATR |
31.14 |
29.88 |
-1.26 |
-4.0% |
0.00 |
| Volume |
275,794 |
292,449 |
16,655 |
6.0% |
1,770,268 |
|
| Daily Pivots for day following 27-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,158.50 |
2,153.75 |
2,129.25 |
|
| R3 |
2,145.00 |
2,140.25 |
2,125.50 |
|
| R2 |
2,131.50 |
2,131.50 |
2,124.25 |
|
| R1 |
2,126.75 |
2,126.75 |
2,123.00 |
2,129.00 |
| PP |
2,118.00 |
2,118.00 |
2,118.00 |
2,119.25 |
| S1 |
2,113.25 |
2,113.25 |
2,120.50 |
2,115.50 |
| S2 |
2,104.50 |
2,104.50 |
2,119.25 |
|
| S3 |
2,091.00 |
2,099.75 |
2,118.00 |
|
| S4 |
2,077.50 |
2,086.25 |
2,114.25 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,291.25 |
2,260.50 |
2,112.75 |
|
| R3 |
2,210.75 |
2,180.00 |
2,090.75 |
|
| R2 |
2,130.25 |
2,130.25 |
2,083.25 |
|
| R1 |
2,099.50 |
2,099.50 |
2,076.00 |
2,115.00 |
| PP |
2,049.75 |
2,049.75 |
2,049.75 |
2,057.50 |
| S1 |
2,019.00 |
2,019.00 |
2,061.00 |
2,034.50 |
| S2 |
1,969.25 |
1,969.25 |
2,053.75 |
|
| S3 |
1,888.75 |
1,938.50 |
2,046.25 |
|
| S4 |
1,808.25 |
1,858.00 |
2,024.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,123.00 |
2,054.25 |
68.75 |
3.2% |
23.25 |
1.1% |
98% |
True |
False |
300,414 |
| 10 |
2,123.00 |
2,000.25 |
122.75 |
5.8% |
26.50 |
1.3% |
99% |
True |
False |
314,844 |
| 20 |
2,123.00 |
1,971.00 |
152.00 |
7.2% |
28.25 |
1.3% |
99% |
True |
False |
160,502 |
| 40 |
2,123.00 |
1,835.25 |
287.75 |
13.6% |
35.25 |
1.7% |
100% |
True |
False |
80,344 |
| 60 |
2,123.00 |
1,835.25 |
287.75 |
13.6% |
33.50 |
1.6% |
100% |
True |
False |
53,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,180.50 |
|
2.618 |
2,158.25 |
|
1.618 |
2,144.75 |
|
1.000 |
2,136.50 |
|
0.618 |
2,131.25 |
|
HIGH |
2,123.00 |
|
0.618 |
2,117.75 |
|
0.500 |
2,116.25 |
|
0.382 |
2,114.75 |
|
LOW |
2,109.50 |
|
0.618 |
2,101.25 |
|
1.000 |
2,096.00 |
|
1.618 |
2,087.75 |
|
2.618 |
2,074.25 |
|
4.250 |
2,052.00 |
|
|
| Fisher Pivots for day following 27-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,120.00 |
2,113.50 |
| PP |
2,118.00 |
2,105.25 |
| S1 |
2,116.25 |
2,097.00 |
|