| Trading Metrics calculated at close of trading on 14-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1,475.8 |
1,476.2 |
0.4 |
0.0% |
1,458.7 |
| High |
1,491.0 |
1,486.5 |
-4.5 |
-0.3% |
1,491.0 |
| Low |
1,471.1 |
1,473.7 |
2.6 |
0.2% |
1,441.1 |
| Close |
1,484.9 |
1,485.0 |
0.1 |
0.0% |
1,485.0 |
| Range |
19.9 |
12.8 |
-7.1 |
-35.7% |
49.9 |
| ATR |
25.5 |
24.6 |
-0.9 |
-3.6% |
0.0 |
| Volume |
87,215 |
111,506 |
24,291 |
27.9% |
435,940 |
|
| Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,520.1 |
1,515.4 |
1,492.0 |
|
| R3 |
1,507.3 |
1,502.6 |
1,488.5 |
|
| R2 |
1,494.5 |
1,494.5 |
1,487.3 |
|
| R1 |
1,489.8 |
1,489.8 |
1,486.2 |
1,492.2 |
| PP |
1,481.7 |
1,481.7 |
1,481.7 |
1,482.9 |
| S1 |
1,477.0 |
1,477.0 |
1,483.8 |
1,479.4 |
| S2 |
1,468.9 |
1,468.9 |
1,482.7 |
|
| S3 |
1,456.1 |
1,464.2 |
1,481.5 |
|
| S4 |
1,443.3 |
1,451.4 |
1,478.0 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,622.1 |
1,603.4 |
1,512.4 |
|
| R3 |
1,572.2 |
1,553.5 |
1,498.7 |
|
| R2 |
1,522.3 |
1,522.3 |
1,494.1 |
|
| R1 |
1,503.6 |
1,503.6 |
1,489.6 |
1,513.0 |
| PP |
1,472.4 |
1,472.4 |
1,472.4 |
1,477.0 |
| S1 |
1,453.7 |
1,453.7 |
1,480.4 |
1,463.1 |
| S2 |
1,422.5 |
1,422.5 |
1,475.9 |
|
| S3 |
1,372.6 |
1,403.8 |
1,471.3 |
|
| S4 |
1,322.7 |
1,353.9 |
1,457.6 |
|
|
| 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% |
18.7 |
1.3% |
88% |
False |
False |
87,188 |
| 10 |
1,499.0 |
1,441.1 |
57.9 |
3.9% |
21.2 |
1.4% |
76% |
False |
False |
68,292 |
| 20 |
1,499.0 |
1,399.5 |
99.5 |
6.7% |
24.8 |
1.7% |
86% |
False |
False |
63,624 |
| 40 |
1,561.8 |
1,375.0 |
186.8 |
12.6% |
29.5 |
2.0% |
59% |
False |
False |
60,167 |
| 60 |
1,566.3 |
1,375.0 |
191.3 |
12.9% |
25.3 |
1.7% |
58% |
False |
False |
51,129 |
| 80 |
1,566.3 |
1,375.0 |
191.3 |
12.9% |
22.9 |
1.5% |
58% |
False |
False |
51,874 |
| 100 |
1,566.3 |
1,375.0 |
191.3 |
12.9% |
19.9 |
1.3% |
58% |
False |
False |
41,924 |
| 120 |
1,566.3 |
1,375.0 |
191.3 |
12.9% |
17.8 |
1.2% |
58% |
False |
False |
35,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,540.9 |
|
2.618 |
1,520.0 |
|
1.618 |
1,507.2 |
|
1.000 |
1,499.3 |
|
0.618 |
1,494.4 |
|
HIGH |
1,486.5 |
|
0.618 |
1,481.6 |
|
0.500 |
1,480.1 |
|
0.382 |
1,478.6 |
|
LOW |
1,473.7 |
|
0.618 |
1,465.8 |
|
1.000 |
1,460.9 |
|
1.618 |
1,453.0 |
|
2.618 |
1,440.2 |
|
4.250 |
1,419.3 |
|
|
| Fisher Pivots for day following 14-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,483.4 |
1,482.8 |
| PP |
1,481.7 |
1,480.6 |
| S1 |
1,480.1 |
1,478.4 |
|