| Trading Metrics calculated at close of trading on 20-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1,530.0 |
1,529.0 |
-1.0 |
-0.1% |
1,458.7 |
| High |
1,539.0 |
1,529.0 |
-10.0 |
-0.6% |
1,491.0 |
| Low |
1,523.0 |
1,517.0 |
-6.0 |
-0.4% |
1,441.1 |
| Close |
1,528.7 |
1,519.7 |
-9.0 |
-0.6% |
1,485.0 |
| Range |
16.0 |
12.0 |
-4.0 |
-25.0% |
49.9 |
| ATR |
24.8 |
23.8 |
-0.9 |
-3.7% |
0.0 |
| Volume |
85,463 |
70,493 |
-14,970 |
-17.5% |
435,940 |
|
| Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,557.9 |
1,550.8 |
1,526.3 |
|
| R3 |
1,545.9 |
1,538.8 |
1,523.0 |
|
| R2 |
1,533.9 |
1,533.9 |
1,521.9 |
|
| R1 |
1,526.8 |
1,526.8 |
1,520.8 |
1,524.4 |
| PP |
1,521.9 |
1,521.9 |
1,521.9 |
1,520.7 |
| S1 |
1,514.8 |
1,514.8 |
1,518.6 |
1,512.4 |
| S2 |
1,509.9 |
1,509.9 |
1,517.5 |
|
| S3 |
1,497.9 |
1,502.8 |
1,516.4 |
|
| S4 |
1,485.9 |
1,490.8 |
1,513.1 |
|
|
| 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 |
1,472.0 |
67.0 |
4.4% |
18.5 |
1.2% |
71% |
False |
False |
83,700 |
| 10 |
1,539.0 |
1,441.1 |
97.9 |
6.4% |
20.2 |
1.3% |
80% |
False |
False |
78,894 |
| 20 |
1,539.0 |
1,435.0 |
104.0 |
6.8% |
22.2 |
1.5% |
81% |
False |
False |
63,846 |
| 40 |
1,539.0 |
1,375.0 |
164.0 |
10.8% |
29.1 |
1.9% |
88% |
False |
False |
64,264 |
| 60 |
1,566.3 |
1,375.0 |
191.3 |
12.6% |
25.2 |
1.7% |
76% |
False |
False |
53,810 |
| 80 |
1,566.3 |
1,375.0 |
191.3 |
12.6% |
23.3 |
1.5% |
76% |
False |
False |
55,524 |
| 100 |
1,566.3 |
1,375.0 |
191.3 |
12.6% |
20.5 |
1.4% |
76% |
False |
False |
44,989 |
| 120 |
1,566.3 |
1,375.0 |
191.3 |
12.6% |
18.1 |
1.2% |
76% |
False |
False |
37,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,580.0 |
|
2.618 |
1,560.4 |
|
1.618 |
1,548.4 |
|
1.000 |
1,541.0 |
|
0.618 |
1,536.4 |
|
HIGH |
1,529.0 |
|
0.618 |
1,524.4 |
|
0.500 |
1,523.0 |
|
0.382 |
1,521.6 |
|
LOW |
1,517.0 |
|
0.618 |
1,509.6 |
|
1.000 |
1,505.0 |
|
1.618 |
1,497.6 |
|
2.618 |
1,485.6 |
|
4.250 |
1,466.0 |
|
|
| Fisher Pivots for day following 20-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,523.0 |
1,516.2 |
| PP |
1,521.9 |
1,512.7 |
| S1 |
1,520.8 |
1,509.3 |
|