| Trading Metrics calculated at close of trading on 11-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1,968.75 |
1,968.50 |
-0.25 |
0.0% |
1,994.75 |
| High |
1,986.75 |
1,995.00 |
8.25 |
0.4% |
2,038.50 |
| Low |
1,947.00 |
1,966.50 |
19.50 |
1.0% |
1,952.75 |
| Close |
1,968.25 |
1,993.50 |
25.25 |
1.3% |
1,970.50 |
| Range |
39.75 |
28.50 |
-11.25 |
-28.3% |
85.75 |
| ATR |
39.80 |
38.99 |
-0.81 |
-2.0% |
0.00 |
| Volume |
457,589 |
408,332 |
-49,257 |
-10.8% |
1,320,827 |
|
| Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,070.50 |
2,060.50 |
2,009.25 |
|
| R3 |
2,042.00 |
2,032.00 |
2,001.25 |
|
| R2 |
2,013.50 |
2,013.50 |
1,998.75 |
|
| R1 |
2,003.50 |
2,003.50 |
1,996.00 |
2,008.50 |
| PP |
1,985.00 |
1,985.00 |
1,985.00 |
1,987.50 |
| S1 |
1,975.00 |
1,975.00 |
1,991.00 |
1,980.00 |
| S2 |
1,956.50 |
1,956.50 |
1,988.25 |
|
| S3 |
1,928.00 |
1,946.50 |
1,985.75 |
|
| S4 |
1,899.50 |
1,918.00 |
1,977.75 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,244.50 |
2,193.25 |
2,017.75 |
|
| R3 |
2,158.75 |
2,107.50 |
1,994.00 |
|
| R2 |
2,073.00 |
2,073.00 |
1,986.25 |
|
| R1 |
2,021.75 |
2,021.75 |
1,978.25 |
2,004.50 |
| PP |
1,987.25 |
1,987.25 |
1,987.25 |
1,978.50 |
| S1 |
1,936.00 |
1,936.00 |
1,962.75 |
1,918.75 |
| S2 |
1,901.50 |
1,901.50 |
1,954.75 |
|
| S3 |
1,815.75 |
1,850.25 |
1,947.00 |
|
| S4 |
1,730.00 |
1,764.50 |
1,923.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,025.50 |
1,947.00 |
78.50 |
3.9% |
35.25 |
1.8% |
59% |
False |
False |
379,463 |
| 10 |
2,038.50 |
1,905.50 |
133.00 |
6.7% |
40.00 |
2.0% |
66% |
False |
False |
349,158 |
| 20 |
2,038.50 |
1,813.75 |
224.75 |
11.3% |
41.25 |
2.1% |
80% |
False |
False |
402,308 |
| 40 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
40.50 |
2.0% |
68% |
False |
False |
451,449 |
| 60 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
34.50 |
1.7% |
68% |
False |
False |
405,615 |
| 80 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
31.75 |
1.6% |
68% |
False |
False |
336,320 |
| 100 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
29.75 |
1.5% |
68% |
False |
False |
269,069 |
| 120 |
2,077.75 |
1,794.00 |
283.75 |
14.2% |
27.75 |
1.4% |
70% |
False |
False |
224,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,116.00 |
|
2.618 |
2,069.50 |
|
1.618 |
2,041.00 |
|
1.000 |
2,023.50 |
|
0.618 |
2,012.50 |
|
HIGH |
1,995.00 |
|
0.618 |
1,984.00 |
|
0.500 |
1,980.75 |
|
0.382 |
1,977.50 |
|
LOW |
1,966.50 |
|
0.618 |
1,949.00 |
|
1.000 |
1,938.00 |
|
1.618 |
1,920.50 |
|
2.618 |
1,892.00 |
|
4.250 |
1,845.50 |
|
|
| Fisher Pivots for day following 11-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,989.25 |
1,987.50 |
| PP |
1,985.00 |
1,981.50 |
| S1 |
1,980.75 |
1,975.50 |
|