| Trading Metrics calculated at close of trading on 19-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1,484.0 |
1,530.0 |
46.0 |
3.1% |
1,458.7 |
| High |
1,520.5 |
1,539.0 |
18.5 |
1.2% |
1,491.0 |
| Low |
1,479.5 |
1,523.0 |
43.5 |
2.9% |
1,441.1 |
| Close |
1,520.1 |
1,528.7 |
8.6 |
0.6% |
1,485.0 |
| Range |
41.0 |
16.0 |
-25.0 |
-61.0% |
49.9 |
| ATR |
25.2 |
24.8 |
-0.5 |
-1.8% |
0.0 |
| Volume |
83,145 |
85,463 |
2,318 |
2.8% |
435,940 |
|
| Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,578.2 |
1,569.5 |
1,537.5 |
|
| R3 |
1,562.2 |
1,553.5 |
1,533.1 |
|
| R2 |
1,546.2 |
1,546.2 |
1,531.6 |
|
| R1 |
1,537.5 |
1,537.5 |
1,530.2 |
1,533.9 |
| PP |
1,530.2 |
1,530.2 |
1,530.2 |
1,528.4 |
| S1 |
1,521.5 |
1,521.5 |
1,527.2 |
1,517.9 |
| S2 |
1,514.2 |
1,514.2 |
1,525.8 |
|
| S3 |
1,498.2 |
1,505.5 |
1,524.3 |
|
| S4 |
1,482.2 |
1,489.5 |
1,519.9 |
|
|
| 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 |
1,539.0 |
1,471.1 |
67.9 |
4.4% |
20.0 |
1.3% |
85% |
True |
False |
87,045 |
| 10 |
1,539.0 |
1,441.1 |
97.9 |
6.4% |
20.5 |
1.3% |
89% |
True |
False |
77,491 |
| 20 |
1,539.0 |
1,435.0 |
104.0 |
6.8% |
22.6 |
1.5% |
90% |
True |
False |
63,069 |
| 40 |
1,539.0 |
1,375.0 |
164.0 |
10.7% |
29.4 |
1.9% |
94% |
True |
False |
63,539 |
| 60 |
1,566.3 |
1,375.0 |
191.3 |
12.5% |
25.4 |
1.7% |
80% |
False |
False |
53,232 |
| 80 |
1,566.3 |
1,375.0 |
191.3 |
12.5% |
23.2 |
1.5% |
80% |
False |
False |
54,666 |
| 100 |
1,566.3 |
1,375.0 |
191.3 |
12.5% |
20.4 |
1.3% |
80% |
False |
False |
44,285 |
| 120 |
1,566.3 |
1,375.0 |
191.3 |
12.5% |
18.0 |
1.2% |
80% |
False |
False |
36,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,607.0 |
|
2.618 |
1,580.9 |
|
1.618 |
1,564.9 |
|
1.000 |
1,555.0 |
|
0.618 |
1,548.9 |
|
HIGH |
1,539.0 |
|
0.618 |
1,532.9 |
|
0.500 |
1,531.0 |
|
0.382 |
1,529.1 |
|
LOW |
1,523.0 |
|
0.618 |
1,513.1 |
|
1.000 |
1,507.0 |
|
1.618 |
1,497.1 |
|
2.618 |
1,481.1 |
|
4.250 |
1,455.0 |
|
|
| Fisher Pivots for day following 19-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,531.0 |
1,521.0 |
| PP |
1,530.2 |
1,513.2 |
| S1 |
1,529.5 |
1,505.5 |
|