| Trading Metrics calculated at close of trading on 13-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1,472.4 |
1,475.8 |
3.4 |
0.2% |
1,475.8 |
| High |
1,481.0 |
1,491.0 |
10.0 |
0.7% |
1,499.0 |
| Low |
1,465.7 |
1,471.1 |
5.4 |
0.4% |
1,450.5 |
| Close |
1,476.2 |
1,484.9 |
8.7 |
0.6% |
1,459.8 |
| Range |
15.3 |
19.9 |
4.6 |
30.1% |
48.5 |
| ATR |
26.0 |
25.5 |
-0.4 |
-1.7% |
0.0 |
| Volume |
97,632 |
87,215 |
-10,417 |
-10.7% |
205,136 |
|
| Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,542.0 |
1,533.4 |
1,495.8 |
|
| R3 |
1,522.1 |
1,513.5 |
1,490.4 |
|
| R2 |
1,502.2 |
1,502.2 |
1,488.5 |
|
| R1 |
1,493.6 |
1,493.6 |
1,486.7 |
1,497.9 |
| PP |
1,482.3 |
1,482.3 |
1,482.3 |
1,484.5 |
| S1 |
1,473.7 |
1,473.7 |
1,483.1 |
1,478.0 |
| S2 |
1,462.4 |
1,462.4 |
1,481.3 |
|
| S3 |
1,442.5 |
1,453.8 |
1,479.4 |
|
| S4 |
1,422.6 |
1,433.9 |
1,474.0 |
|
|
| 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 |
1,491.0 |
1,441.1 |
49.9 |
3.4% |
22.0 |
1.5% |
88% |
True |
False |
74,088 |
| 10 |
1,499.0 |
1,441.1 |
57.9 |
3.9% |
21.8 |
1.5% |
76% |
False |
False |
62,324 |
| 20 |
1,499.0 |
1,375.0 |
124.0 |
8.4% |
26.7 |
1.8% |
89% |
False |
False |
61,643 |
| 40 |
1,564.9 |
1,375.0 |
189.9 |
12.8% |
29.6 |
2.0% |
58% |
False |
False |
58,367 |
| 60 |
1,566.3 |
1,375.0 |
191.3 |
12.9% |
25.6 |
1.7% |
57% |
False |
False |
49,812 |
| 80 |
1,566.3 |
1,375.0 |
191.3 |
12.9% |
22.8 |
1.5% |
57% |
False |
False |
50,529 |
| 100 |
1,566.3 |
1,375.0 |
191.3 |
12.9% |
19.9 |
1.3% |
57% |
False |
False |
40,827 |
| 120 |
1,566.3 |
1,375.0 |
191.3 |
12.9% |
17.6 |
1.2% |
57% |
False |
False |
34,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,575.6 |
|
2.618 |
1,543.1 |
|
1.618 |
1,523.2 |
|
1.000 |
1,510.9 |
|
0.618 |
1,503.3 |
|
HIGH |
1,491.0 |
|
0.618 |
1,483.4 |
|
0.500 |
1,481.1 |
|
0.382 |
1,478.7 |
|
LOW |
1,471.1 |
|
0.618 |
1,458.8 |
|
1.000 |
1,451.2 |
|
1.618 |
1,438.9 |
|
2.618 |
1,419.0 |
|
4.250 |
1,386.5 |
|
|
| Fisher Pivots for day following 13-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,483.6 |
1,480.7 |
| PP |
1,482.3 |
1,476.4 |
| S1 |
1,481.1 |
1,472.2 |
|