| Trading Metrics calculated at close of trading on 20-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2,035.75 |
2,040.00 |
4.25 |
0.2% |
1,968.75 |
| High |
2,057.25 |
2,043.75 |
-13.50 |
-0.7% |
2,009.25 |
| Low |
2,032.75 |
2,029.50 |
-3.25 |
-0.2% |
1,947.00 |
| Close |
2,040.75 |
2,034.75 |
-6.00 |
-0.3% |
2,001.25 |
| Range |
24.50 |
14.25 |
-10.25 |
-41.8% |
62.25 |
| ATR |
35.81 |
34.27 |
-1.54 |
-4.3% |
0.00 |
| Volume |
116,047 |
81,899 |
-34,148 |
-29.4% |
1,708,689 |
|
| Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,078.75 |
2,071.00 |
2,042.50 |
|
| R3 |
2,064.50 |
2,056.75 |
2,038.75 |
|
| R2 |
2,050.25 |
2,050.25 |
2,037.25 |
|
| R1 |
2,042.50 |
2,042.50 |
2,036.00 |
2,039.25 |
| PP |
2,036.00 |
2,036.00 |
2,036.00 |
2,034.50 |
| S1 |
2,028.25 |
2,028.25 |
2,033.50 |
2,025.00 |
| S2 |
2,021.75 |
2,021.75 |
2,032.25 |
|
| S3 |
2,007.50 |
2,014.00 |
2,030.75 |
|
| S4 |
1,993.25 |
1,999.75 |
2,027.00 |
|
|
| 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 |
2,057.25 |
1,976.75 |
80.50 |
4.0% |
29.50 |
1.4% |
72% |
False |
False |
108,838 |
| 10 |
2,057.25 |
1,947.00 |
110.25 |
5.4% |
31.00 |
1.5% |
80% |
False |
False |
239,900 |
| 20 |
2,057.25 |
1,905.50 |
151.75 |
7.5% |
34.25 |
1.7% |
85% |
False |
False |
280,146 |
| 40 |
2,057.25 |
1,813.75 |
243.50 |
12.0% |
40.75 |
2.0% |
91% |
False |
False |
412,955 |
| 60 |
2,077.75 |
1,813.75 |
264.00 |
13.0% |
34.75 |
1.7% |
84% |
False |
False |
386,071 |
| 80 |
2,077.75 |
1,813.75 |
264.00 |
13.0% |
32.25 |
1.6% |
84% |
False |
False |
351,546 |
| 100 |
2,077.75 |
1,813.75 |
264.00 |
13.0% |
30.25 |
1.5% |
84% |
False |
False |
281,266 |
| 120 |
2,077.75 |
1,813.75 |
264.00 |
13.0% |
28.00 |
1.4% |
84% |
False |
False |
234,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,104.25 |
|
2.618 |
2,081.00 |
|
1.618 |
2,066.75 |
|
1.000 |
2,058.00 |
|
0.618 |
2,052.50 |
|
HIGH |
2,043.75 |
|
0.618 |
2,038.25 |
|
0.500 |
2,036.50 |
|
0.382 |
2,035.00 |
|
LOW |
2,029.50 |
|
0.618 |
2,020.75 |
|
1.000 |
2,015.25 |
|
1.618 |
2,006.50 |
|
2.618 |
1,992.25 |
|
4.250 |
1,969.00 |
|
|
| Fisher Pivots for day following 20-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,036.50 |
2,029.00 |
| PP |
2,036.00 |
2,023.25 |
| S1 |
2,035.50 |
2,017.50 |
|