| Trading Metrics calculated at close of trading on 12-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1,455.0 |
1,472.4 |
17.4 |
1.2% |
1,475.8 |
| High |
1,474.3 |
1,481.0 |
6.7 |
0.5% |
1,499.0 |
| Low |
1,453.4 |
1,465.7 |
12.3 |
0.8% |
1,450.5 |
| Close |
1,472.8 |
1,476.2 |
3.4 |
0.2% |
1,459.8 |
| Range |
20.9 |
15.3 |
-5.6 |
-26.8% |
48.5 |
| ATR |
26.8 |
26.0 |
-0.8 |
-3.1% |
0.0 |
| Volume |
63,236 |
97,632 |
34,396 |
54.4% |
205,136 |
|
| Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,520.2 |
1,513.5 |
1,484.6 |
|
| R3 |
1,504.9 |
1,498.2 |
1,480.4 |
|
| R2 |
1,489.6 |
1,489.6 |
1,479.0 |
|
| R1 |
1,482.9 |
1,482.9 |
1,477.6 |
1,486.3 |
| PP |
1,474.3 |
1,474.3 |
1,474.3 |
1,476.0 |
| S1 |
1,467.6 |
1,467.6 |
1,474.8 |
1,471.0 |
| S2 |
1,459.0 |
1,459.0 |
1,473.4 |
|
| S3 |
1,443.7 |
1,452.3 |
1,472.0 |
|
| S4 |
1,428.4 |
1,437.0 |
1,467.8 |
|
|
| 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 |
1,484.0 |
1,441.1 |
42.9 |
2.9% |
20.9 |
1.4% |
82% |
False |
False |
67,937 |
| 10 |
1,499.0 |
1,435.0 |
64.0 |
4.3% |
23.0 |
1.6% |
64% |
False |
False |
59,423 |
| 20 |
1,499.0 |
1,375.0 |
124.0 |
8.4% |
27.6 |
1.9% |
82% |
False |
False |
60,373 |
| 40 |
1,564.9 |
1,375.0 |
189.9 |
12.9% |
29.4 |
2.0% |
53% |
False |
False |
56,808 |
| 60 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
25.4 |
1.7% |
53% |
False |
False |
48,813 |
| 80 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
22.7 |
1.5% |
53% |
False |
False |
49,468 |
| 100 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
19.8 |
1.3% |
53% |
False |
False |
39,958 |
| 120 |
1,566.3 |
1,375.0 |
191.3 |
13.0% |
17.6 |
1.2% |
53% |
False |
False |
33,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,546.0 |
|
2.618 |
1,521.1 |
|
1.618 |
1,505.8 |
|
1.000 |
1,496.3 |
|
0.618 |
1,490.5 |
|
HIGH |
1,481.0 |
|
0.618 |
1,475.2 |
|
0.500 |
1,473.4 |
|
0.382 |
1,471.5 |
|
LOW |
1,465.7 |
|
0.618 |
1,456.2 |
|
1.000 |
1,450.4 |
|
1.618 |
1,440.9 |
|
2.618 |
1,425.6 |
|
4.250 |
1,400.7 |
|
|
| Fisher Pivots for day following 12-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,475.3 |
1,471.2 |
| PP |
1,474.3 |
1,466.1 |
| S1 |
1,473.4 |
1,461.1 |
|