| 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 |
1,458.7 |
1,455.0 |
-3.7 |
-0.3% |
1,475.8 |
| High |
1,465.6 |
1,474.3 |
8.7 |
0.6% |
1,499.0 |
| Low |
1,441.1 |
1,453.4 |
12.3 |
0.9% |
1,450.5 |
| Close |
1,455.3 |
1,472.8 |
17.5 |
1.2% |
1,459.8 |
| Range |
24.5 |
20.9 |
-3.6 |
-14.7% |
48.5 |
| ATR |
27.2 |
26.8 |
-0.5 |
-1.7% |
0.0 |
| Volume |
76,351 |
63,236 |
-13,115 |
-17.2% |
205,136 |
|
| Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,529.5 |
1,522.1 |
1,484.3 |
|
| R3 |
1,508.6 |
1,501.2 |
1,478.5 |
|
| R2 |
1,487.7 |
1,487.7 |
1,476.6 |
|
| R1 |
1,480.3 |
1,480.3 |
1,474.7 |
1,484.0 |
| PP |
1,466.8 |
1,466.8 |
1,466.8 |
1,468.7 |
| S1 |
1,459.4 |
1,459.4 |
1,470.9 |
1,463.1 |
| S2 |
1,445.9 |
1,445.9 |
1,469.0 |
|
| S3 |
1,425.0 |
1,438.5 |
1,467.1 |
|
| S4 |
1,404.1 |
1,417.6 |
1,461.3 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,615.3 |
1,586.0 |
1,486.5 |
|
| R3 |
1,566.8 |
1,537.5 |
1,473.1 |
|
| R2 |
1,518.3 |
1,518.3 |
1,468.7 |
|
| R1 |
1,489.0 |
1,489.0 |
1,464.2 |
1,479.4 |
| PP |
1,469.8 |
1,469.8 |
1,469.8 |
1,465.0 |
| S1 |
1,440.5 |
1,440.5 |
1,455.4 |
1,430.9 |
| S2 |
1,421.3 |
1,421.3 |
1,450.9 |
|
| S3 |
1,372.8 |
1,392.0 |
1,446.5 |
|
| S4 |
1,324.3 |
1,343.5 |
1,433.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,489.5 |
1,441.1 |
48.4 |
3.3% |
22.0 |
1.5% |
65% |
False |
False |
58,456 |
| 10 |
1,499.0 |
1,435.0 |
64.0 |
4.3% |
25.0 |
1.7% |
59% |
False |
False |
52,697 |
| 20 |
1,499.0 |
1,375.0 |
124.0 |
8.4% |
28.4 |
1.9% |
79% |
False |
False |
58,447 |
| 40 |
1,565.4 |
1,375.0 |
190.4 |
12.9% |
29.3 |
2.0% |
51% |
False |
False |
54,967 |
| 60 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
25.3 |
1.7% |
51% |
False |
False |
47,803 |
| 80 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
22.6 |
1.5% |
51% |
False |
False |
48,266 |
| 100 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
19.7 |
1.3% |
51% |
False |
False |
38,997 |
| 120 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
17.5 |
1.2% |
51% |
False |
False |
32,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,563.1 |
|
2.618 |
1,529.0 |
|
1.618 |
1,508.1 |
|
1.000 |
1,495.2 |
|
0.618 |
1,487.2 |
|
HIGH |
1,474.3 |
|
0.618 |
1,466.3 |
|
0.500 |
1,463.9 |
|
0.382 |
1,461.4 |
|
LOW |
1,453.4 |
|
0.618 |
1,440.5 |
|
1.000 |
1,432.5 |
|
1.618 |
1,419.6 |
|
2.618 |
1,398.7 |
|
4.250 |
1,364.6 |
|
|
| Fisher Pivots for day following 11-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,469.8 |
1,468.7 |
| PP |
1,466.8 |
1,464.6 |
| S1 |
1,463.9 |
1,460.6 |
|