| 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 |
13,403.18 |
13,740.61 |
337.43 |
2.5% |
13,116.39 |
| High |
13,739.96 |
13,867.50 |
127.54 |
0.9% |
13,469.27 |
| Low |
13,403.18 |
13,739.88 |
336.70 |
2.5% |
13,021.93 |
| Close |
13,739.39 |
13,815.56 |
76.17 |
0.6% |
13,442.52 |
| Range |
336.78 |
127.62 |
-209.16 |
-62.1% |
447.34 |
| ATR |
192.81 |
188.19 |
-4.62 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,190.51 |
14,130.65 |
13,885.75 |
|
| R3 |
14,062.89 |
14,003.03 |
13,850.66 |
|
| R2 |
13,935.27 |
13,935.27 |
13,838.96 |
|
| R1 |
13,875.41 |
13,875.41 |
13,827.26 |
13,905.34 |
| PP |
13,807.65 |
13,807.65 |
13,807.65 |
13,822.61 |
| S1 |
13,747.79 |
13,747.79 |
13,803.86 |
13,777.72 |
| S2 |
13,680.03 |
13,680.03 |
13,792.16 |
|
| S3 |
13,552.41 |
13,620.17 |
13,780.46 |
|
| S4 |
13,424.79 |
13,492.55 |
13,745.37 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,653.26 |
14,495.23 |
13,688.56 |
|
| R3 |
14,205.92 |
14,047.89 |
13,565.54 |
|
| R2 |
13,758.58 |
13,758.58 |
13,524.53 |
|
| R1 |
13,600.55 |
13,600.55 |
13,483.53 |
13,679.57 |
| PP |
13,311.24 |
13,311.24 |
13,311.24 |
13,350.75 |
| S1 |
13,153.21 |
13,153.21 |
13,401.51 |
13,232.23 |
| S2 |
12,863.90 |
12,863.90 |
13,360.51 |
|
| S3 |
12,416.56 |
12,705.87 |
13,319.50 |
|
| S4 |
11,969.22 |
12,258.53 |
13,196.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,867.50 |
13,292.38 |
575.12 |
4.2% |
173.27 |
1.3% |
91% |
True |
False |
|
| 10 |
13,867.50 |
13,021.93 |
845.57 |
6.1% |
174.80 |
1.3% |
94% |
True |
False |
|
| 20 |
13,867.50 |
13,021.93 |
845.57 |
6.1% |
175.81 |
1.3% |
94% |
True |
False |
|
| 40 |
13,867.50 |
12,517.94 |
1,349.56 |
9.8% |
215.91 |
1.6% |
96% |
True |
False |
|
| 60 |
14,021.95 |
12,517.94 |
1,504.01 |
10.9% |
188.62 |
1.4% |
86% |
False |
False |
|
| 80 |
14,021.95 |
12,517.94 |
1,504.01 |
10.9% |
175.23 |
1.3% |
86% |
False |
False |
|
| 100 |
14,021.95 |
12,517.94 |
1,504.01 |
10.9% |
159.43 |
1.2% |
86% |
False |
False |
|
| 120 |
14,021.95 |
12,242.60 |
1,779.35 |
12.9% |
149.09 |
1.1% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,409.89 |
|
2.618 |
14,201.61 |
|
1.618 |
14,073.99 |
|
1.000 |
13,995.12 |
|
0.618 |
13,946.37 |
|
HIGH |
13,867.50 |
|
0.618 |
13,818.75 |
|
0.500 |
13,803.69 |
|
0.382 |
13,788.63 |
|
LOW |
13,739.88 |
|
0.618 |
13,661.01 |
|
1.000 |
13,612.26 |
|
1.618 |
13,533.39 |
|
2.618 |
13,405.77 |
|
4.250 |
13,197.50 |
|
|
| Fisher Pivots for day following 19-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,811.60 |
13,748.69 |
| PP |
13,807.65 |
13,681.81 |
| S1 |
13,803.69 |
13,614.94 |
|