| 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 |
6,292.0 |
6,413.0 |
121.0 |
1.9% |
6,230.0 |
| High |
6,308.0 |
6,455.0 |
147.0 |
2.3% |
6,376.0 |
| Low |
6,214.0 |
6,370.0 |
156.0 |
2.5% |
6,204.0 |
| Close |
6,252.0 |
6,444.0 |
192.0 |
3.1% |
6,333.0 |
| Range |
94.0 |
85.0 |
-9.0 |
-9.6% |
172.0 |
| ATR |
91.1 |
99.1 |
8.0 |
8.8% |
0.0 |
| Volume |
87,580 |
62,719 |
-24,861 |
-28.4% |
40,412 |
|
| Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,678.0 |
6,646.0 |
6,490.8 |
|
| R3 |
6,593.0 |
6,561.0 |
6,467.4 |
|
| R2 |
6,508.0 |
6,508.0 |
6,459.6 |
|
| R1 |
6,476.0 |
6,476.0 |
6,451.8 |
6,492.0 |
| PP |
6,423.0 |
6,423.0 |
6,423.0 |
6,431.0 |
| S1 |
6,391.0 |
6,391.0 |
6,436.2 |
6,407.0 |
| S2 |
6,338.0 |
6,338.0 |
6,428.4 |
|
| S3 |
6,253.0 |
6,306.0 |
6,420.6 |
|
| S4 |
6,168.0 |
6,221.0 |
6,397.3 |
|
|
| 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 |
6,455.0 |
6,214.0 |
241.0 |
3.7% |
67.0 |
1.0% |
95% |
True |
False |
48,312 |
| 10 |
6,455.0 |
6,204.0 |
251.0 |
3.9% |
68.8 |
1.1% |
96% |
True |
False |
24,859 |
| 20 |
6,455.0 |
6,080.0 |
375.0 |
5.8% |
58.2 |
0.9% |
97% |
True |
False |
12,501 |
| 40 |
6,455.0 |
5,603.0 |
852.0 |
13.2% |
70.8 |
1.1% |
99% |
True |
False |
6,293 |
| 60 |
6,495.0 |
5,603.0 |
892.0 |
13.8% |
56.8 |
0.9% |
94% |
False |
False |
4,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,816.3 |
|
2.618 |
6,677.5 |
|
1.618 |
6,592.5 |
|
1.000 |
6,540.0 |
|
0.618 |
6,507.5 |
|
HIGH |
6,455.0 |
|
0.618 |
6,422.5 |
|
0.500 |
6,412.5 |
|
0.382 |
6,402.5 |
|
LOW |
6,370.0 |
|
0.618 |
6,317.5 |
|
1.000 |
6,285.0 |
|
1.618 |
6,232.5 |
|
2.618 |
6,147.5 |
|
4.250 |
6,008.8 |
|
|
| Fisher Pivots for day following 19-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,433.5 |
6,407.5 |
| PP |
6,423.0 |
6,371.0 |
| S1 |
6,412.5 |
6,334.5 |
|