| Trading Metrics calculated at close of trading on 17-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6,334.0 |
6,344.0 |
10.0 |
0.2% |
6,230.0 |
| High |
6,370.0 |
6,364.0 |
-6.0 |
-0.1% |
6,376.0 |
| Low |
6,320.0 |
6,306.0 |
-14.0 |
-0.2% |
6,204.0 |
| Close |
6,333.0 |
6,316.0 |
-17.0 |
-0.3% |
6,333.0 |
| Range |
50.0 |
58.0 |
8.0 |
16.0% |
172.0 |
| ATR |
92.7 |
90.3 |
-2.5 |
-2.7% |
0.0 |
| Volume |
31,475 |
57,642 |
26,167 |
83.1% |
40,412 |
|
| Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,502.7 |
6,467.3 |
6,347.9 |
|
| R3 |
6,444.7 |
6,409.3 |
6,332.0 |
|
| R2 |
6,386.7 |
6,386.7 |
6,326.6 |
|
| R1 |
6,351.3 |
6,351.3 |
6,321.3 |
6,340.0 |
| PP |
6,328.7 |
6,328.7 |
6,328.7 |
6,323.0 |
| S1 |
6,293.3 |
6,293.3 |
6,310.7 |
6,282.0 |
| S2 |
6,270.7 |
6,270.7 |
6,305.4 |
|
| S3 |
6,212.7 |
6,235.3 |
6,300.1 |
|
| S4 |
6,154.7 |
6,177.3 |
6,284.1 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,820.3 |
6,748.7 |
6,427.6 |
|
| R3 |
6,648.3 |
6,576.7 |
6,380.3 |
|
| R2 |
6,476.3 |
6,476.3 |
6,364.5 |
|
| R1 |
6,404.7 |
6,404.7 |
6,348.8 |
6,440.5 |
| PP |
6,304.3 |
6,304.3 |
6,304.3 |
6,322.3 |
| S1 |
6,232.7 |
6,232.7 |
6,317.2 |
6,268.5 |
| S2 |
6,132.3 |
6,132.3 |
6,301.5 |
|
| S3 |
5,960.3 |
6,060.7 |
6,285.7 |
|
| S4 |
5,788.3 |
5,888.7 |
6,238.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,376.0 |
6,255.0 |
121.0 |
1.9% |
66.4 |
1.1% |
50% |
False |
False |
19,436 |
| 10 |
6,395.0 |
6,204.0 |
191.0 |
3.0% |
65.0 |
1.0% |
59% |
False |
False |
9,856 |
| 20 |
6,395.0 |
5,918.0 |
477.0 |
7.6% |
61.4 |
1.0% |
83% |
False |
False |
4,996 |
| 40 |
6,462.0 |
5,603.0 |
859.0 |
13.6% |
67.1 |
1.1% |
83% |
False |
False |
2,536 |
| 60 |
6,495.0 |
5,603.0 |
892.0 |
14.1% |
55.0 |
0.9% |
80% |
False |
False |
1,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,610.5 |
|
2.618 |
6,515.8 |
|
1.618 |
6,457.8 |
|
1.000 |
6,422.0 |
|
0.618 |
6,399.8 |
|
HIGH |
6,364.0 |
|
0.618 |
6,341.8 |
|
0.500 |
6,335.0 |
|
0.382 |
6,328.2 |
|
LOW |
6,306.0 |
|
0.618 |
6,270.2 |
|
1.000 |
6,248.0 |
|
1.618 |
6,212.2 |
|
2.618 |
6,154.2 |
|
4.250 |
6,059.5 |
|
|
| Fisher Pivots for day following 17-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,335.0 |
6,316.5 |
| PP |
6,328.7 |
6,316.3 |
| S1 |
6,322.3 |
6,316.2 |
|