| Trading Metrics calculated at close of trading on 18-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2,000.25 |
1,982.50 |
-17.75 |
-0.9% |
1,968.75 |
| High |
2,000.75 |
2,037.50 |
36.75 |
1.8% |
2,009.25 |
| Low |
1,976.75 |
1,978.00 |
1.25 |
0.1% |
1,947.00 |
| Close |
1,982.50 |
2,035.75 |
53.25 |
2.7% |
2,001.25 |
| Range |
24.00 |
59.50 |
35.50 |
147.9% |
62.25 |
| ATR |
34.92 |
36.68 |
1.76 |
5.0% |
0.00 |
| Volume |
88,401 |
91,056 |
2,655 |
3.0% |
1,708,689 |
|
| Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,195.50 |
2,175.25 |
2,068.50 |
|
| R3 |
2,136.00 |
2,115.75 |
2,052.00 |
|
| R2 |
2,076.50 |
2,076.50 |
2,046.75 |
|
| R1 |
2,056.25 |
2,056.25 |
2,041.25 |
2,066.50 |
| PP |
2,017.00 |
2,017.00 |
2,017.00 |
2,022.25 |
| S1 |
1,996.75 |
1,996.75 |
2,030.25 |
2,007.00 |
| S2 |
1,957.50 |
1,957.50 |
2,024.75 |
|
| S3 |
1,898.00 |
1,937.25 |
2,019.50 |
|
| S4 |
1,838.50 |
1,877.75 |
2,003.00 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,172.50 |
2,149.25 |
2,035.50 |
|
| R3 |
2,110.25 |
2,087.00 |
2,018.25 |
|
| R2 |
2,048.00 |
2,048.00 |
2,012.75 |
|
| R1 |
2,024.75 |
2,024.75 |
2,007.00 |
2,036.50 |
| PP |
1,985.75 |
1,985.75 |
1,985.75 |
1,991.75 |
| S1 |
1,962.50 |
1,962.50 |
1,995.50 |
1,974.00 |
| S2 |
1,923.50 |
1,923.50 |
1,989.75 |
|
| S3 |
1,861.25 |
1,900.25 |
1,984.25 |
|
| S4 |
1,799.00 |
1,838.00 |
1,967.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,037.50 |
1,976.75 |
60.75 |
3.0% |
30.25 |
1.5% |
97% |
True |
False |
204,445 |
| 10 |
2,037.50 |
1,947.00 |
90.50 |
4.4% |
32.75 |
1.6% |
98% |
True |
False |
291,954 |
| 20 |
2,038.50 |
1,888.75 |
149.75 |
7.4% |
35.50 |
1.7% |
98% |
False |
False |
304,511 |
| 40 |
2,054.25 |
1,813.75 |
240.50 |
11.8% |
41.50 |
2.0% |
92% |
False |
False |
428,439 |
| 60 |
2,077.75 |
1,813.75 |
264.00 |
13.0% |
35.25 |
1.7% |
84% |
False |
False |
395,633 |
| 80 |
2,077.75 |
1,813.75 |
264.00 |
13.0% |
32.25 |
1.6% |
84% |
False |
False |
349,083 |
| 100 |
2,077.75 |
1,813.75 |
264.00 |
13.0% |
30.25 |
1.5% |
84% |
False |
False |
279,288 |
| 120 |
2,077.75 |
1,799.00 |
278.75 |
13.7% |
28.00 |
1.4% |
85% |
False |
False |
232,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,290.50 |
|
2.618 |
2,193.25 |
|
1.618 |
2,133.75 |
|
1.000 |
2,097.00 |
|
0.618 |
2,074.25 |
|
HIGH |
2,037.50 |
|
0.618 |
2,014.75 |
|
0.500 |
2,007.75 |
|
0.382 |
2,000.75 |
|
LOW |
1,978.00 |
|
0.618 |
1,941.25 |
|
1.000 |
1,918.50 |
|
1.618 |
1,881.75 |
|
2.618 |
1,822.25 |
|
4.250 |
1,725.00 |
|
|
| Fisher Pivots for day following 18-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,026.50 |
2,026.25 |
| PP |
2,017.00 |
2,016.75 |
| S1 |
2,007.75 |
2,007.00 |
|