| 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 |
1,982.50 |
2,035.75 |
53.25 |
2.7% |
1,968.75 |
| High |
2,037.50 |
2,057.25 |
19.75 |
1.0% |
2,009.25 |
| Low |
1,978.00 |
2,032.75 |
54.75 |
2.8% |
1,947.00 |
| Close |
2,035.75 |
2,040.75 |
5.00 |
0.2% |
2,001.25 |
| Range |
59.50 |
24.50 |
-35.00 |
-58.8% |
62.25 |
| ATR |
36.68 |
35.81 |
-0.87 |
-2.4% |
0.00 |
| Volume |
91,056 |
116,047 |
24,991 |
27.4% |
1,708,689 |
|
| Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,117.00 |
2,103.50 |
2,054.25 |
|
| R3 |
2,092.50 |
2,079.00 |
2,047.50 |
|
| R2 |
2,068.00 |
2,068.00 |
2,045.25 |
|
| R1 |
2,054.50 |
2,054.50 |
2,043.00 |
2,061.25 |
| PP |
2,043.50 |
2,043.50 |
2,043.50 |
2,047.00 |
| S1 |
2,030.00 |
2,030.00 |
2,038.50 |
2,036.75 |
| S2 |
2,019.00 |
2,019.00 |
2,036.25 |
|
| S3 |
1,994.50 |
2,005.50 |
2,034.00 |
|
| S4 |
1,970.00 |
1,981.00 |
2,027.25 |
|
|
| 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 |
2,057.25 |
1,976.75 |
80.50 |
3.9% |
30.00 |
1.5% |
80% |
True |
False |
160,950 |
| 10 |
2,057.25 |
1,947.00 |
110.25 |
5.4% |
31.75 |
1.6% |
85% |
True |
False |
267,688 |
| 20 |
2,057.25 |
1,905.50 |
151.75 |
7.4% |
34.75 |
1.7% |
89% |
True |
False |
292,582 |
| 40 |
2,057.25 |
1,813.75 |
243.50 |
11.9% |
41.00 |
2.0% |
93% |
True |
False |
424,148 |
| 60 |
2,077.75 |
1,813.75 |
264.00 |
12.9% |
35.00 |
1.7% |
86% |
False |
False |
391,237 |
| 80 |
2,077.75 |
1,813.75 |
264.00 |
12.9% |
32.25 |
1.6% |
86% |
False |
False |
350,525 |
| 100 |
2,077.75 |
1,813.75 |
264.00 |
12.9% |
30.50 |
1.5% |
86% |
False |
False |
280,448 |
| 120 |
2,077.75 |
1,802.00 |
275.75 |
13.5% |
28.00 |
1.4% |
87% |
False |
False |
233,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,161.50 |
|
2.618 |
2,121.50 |
|
1.618 |
2,097.00 |
|
1.000 |
2,081.75 |
|
0.618 |
2,072.50 |
|
HIGH |
2,057.25 |
|
0.618 |
2,048.00 |
|
0.500 |
2,045.00 |
|
0.382 |
2,042.00 |
|
LOW |
2,032.75 |
|
0.618 |
2,017.50 |
|
1.000 |
2,008.25 |
|
1.618 |
1,993.00 |
|
2.618 |
1,968.50 |
|
4.250 |
1,928.50 |
|
|
| Fisher Pivots for day following 19-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,045.00 |
2,032.75 |
| PP |
2,043.50 |
2,025.00 |
| S1 |
2,042.25 |
2,017.00 |
|