| Trading Metrics calculated at close of trading on 21-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2007 |
21-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6,480.0 |
6,401.0 |
-79.0 |
-1.2% |
6,344.0 |
| High |
6,484.0 |
6,442.0 |
-42.0 |
-0.6% |
6,484.0 |
| Low |
6,412.0 |
6,401.0 |
-11.0 |
-0.2% |
6,214.0 |
| Close |
6,454.0 |
6,422.0 |
-32.0 |
-0.5% |
6,422.0 |
| Range |
72.0 |
41.0 |
-31.0 |
-43.1% |
270.0 |
| ATR |
97.2 |
94.0 |
-3.2 |
-3.2% |
0.0 |
| Volume |
25,154 |
16,168 |
-8,986 |
-35.7% |
249,263 |
|
| Daily Pivots for day following 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,544.7 |
6,524.3 |
6,444.6 |
|
| R3 |
6,503.7 |
6,483.3 |
6,433.3 |
|
| R2 |
6,462.7 |
6,462.7 |
6,429.5 |
|
| R1 |
6,442.3 |
6,442.3 |
6,425.8 |
6,452.5 |
| PP |
6,421.7 |
6,421.7 |
6,421.7 |
6,426.8 |
| S1 |
6,401.3 |
6,401.3 |
6,418.2 |
6,411.5 |
| S2 |
6,380.7 |
6,380.7 |
6,414.5 |
|
| S3 |
6,339.7 |
6,360.3 |
6,410.7 |
|
| S4 |
6,298.7 |
6,319.3 |
6,399.5 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,183.3 |
7,072.7 |
6,570.5 |
|
| R3 |
6,913.3 |
6,802.7 |
6,496.3 |
|
| R2 |
6,643.3 |
6,643.3 |
6,471.5 |
|
| R1 |
6,532.7 |
6,532.7 |
6,446.8 |
6,588.0 |
| PP |
6,373.3 |
6,373.3 |
6,373.3 |
6,401.0 |
| S1 |
6,262.7 |
6,262.7 |
6,397.3 |
6,318.0 |
| S2 |
6,103.3 |
6,103.3 |
6,372.5 |
|
| S3 |
5,833.3 |
5,992.7 |
6,347.8 |
|
| S4 |
5,563.3 |
5,722.7 |
6,273.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,484.0 |
6,214.0 |
270.0 |
4.2% |
70.0 |
1.1% |
77% |
False |
False |
49,852 |
| 10 |
6,484.0 |
6,204.0 |
280.0 |
4.4% |
69.0 |
1.1% |
78% |
False |
False |
28,967 |
| 20 |
6,484.0 |
6,080.0 |
404.0 |
6.3% |
59.2 |
0.9% |
85% |
False |
False |
14,550 |
| 40 |
6,484.0 |
5,603.0 |
881.0 |
13.7% |
71.9 |
1.1% |
93% |
False |
False |
7,325 |
| 60 |
6,495.0 |
5,603.0 |
892.0 |
13.9% |
57.1 |
0.9% |
92% |
False |
False |
4,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,616.3 |
|
2.618 |
6,549.3 |
|
1.618 |
6,508.3 |
|
1.000 |
6,483.0 |
|
0.618 |
6,467.3 |
|
HIGH |
6,442.0 |
|
0.618 |
6,426.3 |
|
0.500 |
6,421.5 |
|
0.382 |
6,416.7 |
|
LOW |
6,401.0 |
|
0.618 |
6,375.7 |
|
1.000 |
6,360.0 |
|
1.618 |
6,334.7 |
|
2.618 |
6,293.7 |
|
4.250 |
6,226.8 |
|
|
| Fisher Pivots for day following 21-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,421.8 |
6,427.0 |
| PP |
6,421.7 |
6,425.3 |
| S1 |
6,421.5 |
6,423.7 |
|