| Trading Metrics calculated at close of trading on 13-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1,993.25 |
1,997.00 |
3.75 |
0.2% |
1,994.75 |
| High |
2,009.25 |
2,008.50 |
-0.75 |
0.0% |
2,038.50 |
| Low |
1,984.00 |
1,991.25 |
7.25 |
0.4% |
1,952.75 |
| Close |
1,996.25 |
2,000.75 |
4.50 |
0.2% |
1,970.50 |
| Range |
25.25 |
17.25 |
-8.00 |
-31.7% |
85.75 |
| ATR |
38.01 |
36.53 |
-1.48 |
-3.9% |
0.00 |
| Volume |
333,519 |
342,460 |
8,941 |
2.7% |
1,320,827 |
|
| Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,052.00 |
2,043.50 |
2,010.25 |
|
| R3 |
2,034.75 |
2,026.25 |
2,005.50 |
|
| R2 |
2,017.50 |
2,017.50 |
2,004.00 |
|
| R1 |
2,009.00 |
2,009.00 |
2,002.25 |
2,013.25 |
| PP |
2,000.25 |
2,000.25 |
2,000.25 |
2,002.25 |
| S1 |
1,991.75 |
1,991.75 |
1,999.25 |
1,996.00 |
| S2 |
1,983.00 |
1,983.00 |
1,997.50 |
|
| S3 |
1,965.75 |
1,974.50 |
1,996.00 |
|
| S4 |
1,948.50 |
1,957.25 |
1,991.25 |
|
|
| 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 |
2,009.25 |
1,947.00 |
62.25 |
3.1% |
32.50 |
1.6% |
86% |
False |
False |
370,963 |
| 10 |
2,038.50 |
1,946.75 |
91.75 |
4.6% |
33.75 |
1.7% |
59% |
False |
False |
364,488 |
| 20 |
2,038.50 |
1,813.75 |
224.75 |
11.2% |
38.75 |
1.9% |
83% |
False |
False |
397,480 |
| 40 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
40.25 |
2.0% |
71% |
False |
False |
453,959 |
| 60 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
34.75 |
1.7% |
71% |
False |
False |
407,775 |
| 80 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
31.75 |
1.6% |
71% |
False |
False |
344,765 |
| 100 |
2,077.75 |
1,813.75 |
264.00 |
13.2% |
29.75 |
1.5% |
71% |
False |
False |
275,828 |
| 120 |
2,077.75 |
1,794.00 |
283.75 |
14.2% |
27.75 |
1.4% |
73% |
False |
False |
229,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,081.75 |
|
2.618 |
2,053.75 |
|
1.618 |
2,036.50 |
|
1.000 |
2,025.75 |
|
0.618 |
2,019.25 |
|
HIGH |
2,008.50 |
|
0.618 |
2,002.00 |
|
0.500 |
2,000.00 |
|
0.382 |
1,997.75 |
|
LOW |
1,991.25 |
|
0.618 |
1,980.50 |
|
1.000 |
1,974.00 |
|
1.618 |
1,963.25 |
|
2.618 |
1,946.00 |
|
4.250 |
1,918.00 |
|
|
| Fisher Pivots for day following 13-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,000.50 |
1,996.50 |
| PP |
2,000.25 |
1,992.25 |
| S1 |
2,000.00 |
1,988.00 |
|