| Trading Metrics calculated at close of trading on 10-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6,316.0 |
6,226.0 |
-90.0 |
-1.4% |
6,343.0 |
| High |
6,351.5 |
6,239.5 |
-112.0 |
-1.8% |
6,403.0 |
| Low |
6,184.5 |
6,125.5 |
-59.0 |
-1.0% |
6,184.5 |
| Close |
6,187.0 |
6,141.0 |
-46.0 |
-0.7% |
6,187.0 |
| Range |
167.0 |
114.0 |
-53.0 |
-31.7% |
218.5 |
| ATR |
123.7 |
123.0 |
-0.7 |
-0.6% |
0.0 |
| Volume |
123,456 |
133,203 |
9,747 |
7.9% |
527,610 |
|
| Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,510.5 |
6,440.0 |
6,203.5 |
|
| R3 |
6,396.5 |
6,326.0 |
6,172.5 |
|
| R2 |
6,282.5 |
6,282.5 |
6,162.0 |
|
| R1 |
6,212.0 |
6,212.0 |
6,151.5 |
6,190.0 |
| PP |
6,168.5 |
6,168.5 |
6,168.5 |
6,158.0 |
| S1 |
6,098.0 |
6,098.0 |
6,130.5 |
6,076.0 |
| S2 |
6,054.5 |
6,054.5 |
6,120.0 |
|
| S3 |
5,940.5 |
5,984.0 |
6,109.5 |
|
| S4 |
5,826.5 |
5,870.0 |
6,078.5 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,913.5 |
6,769.0 |
6,307.0 |
|
| R3 |
6,695.0 |
6,550.5 |
6,247.0 |
|
| R2 |
6,476.5 |
6,476.5 |
6,227.0 |
|
| R1 |
6,332.0 |
6,332.0 |
6,207.0 |
6,295.0 |
| PP |
6,258.0 |
6,258.0 |
6,258.0 |
6,240.0 |
| S1 |
6,113.5 |
6,113.5 |
6,167.0 |
6,076.5 |
| S2 |
6,039.5 |
6,039.5 |
6,147.0 |
|
| S3 |
5,821.0 |
5,895.0 |
6,127.0 |
|
| S4 |
5,602.5 |
5,676.5 |
6,067.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,403.0 |
6,125.5 |
277.5 |
4.5% |
129.0 |
2.1% |
6% |
False |
True |
108,161 |
| 10 |
6,403.0 |
6,070.5 |
332.5 |
5.4% |
113.0 |
1.8% |
21% |
False |
False |
104,438 |
| 20 |
6,403.0 |
5,840.0 |
563.0 |
9.2% |
120.5 |
2.0% |
53% |
False |
False |
120,783 |
| 40 |
6,712.5 |
5,840.0 |
872.5 |
14.2% |
117.0 |
1.9% |
34% |
False |
False |
128,064 |
| 60 |
6,772.0 |
5,840.0 |
932.0 |
15.2% |
99.5 |
1.6% |
32% |
False |
False |
114,161 |
| 80 |
6,796.0 |
5,840.0 |
956.0 |
15.6% |
90.0 |
1.5% |
31% |
False |
False |
96,854 |
| 100 |
6,796.0 |
5,840.0 |
956.0 |
15.6% |
79.5 |
1.3% |
31% |
False |
False |
77,549 |
| 120 |
6,796.0 |
5,840.0 |
956.0 |
15.6% |
72.5 |
1.2% |
31% |
False |
False |
64,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,724.0 |
|
2.618 |
6,538.0 |
|
1.618 |
6,424.0 |
|
1.000 |
6,353.5 |
|
0.618 |
6,310.0 |
|
HIGH |
6,239.5 |
|
0.618 |
6,196.0 |
|
0.500 |
6,182.5 |
|
0.382 |
6,169.0 |
|
LOW |
6,125.5 |
|
0.618 |
6,055.0 |
|
1.000 |
6,011.5 |
|
1.618 |
5,941.0 |
|
2.618 |
5,827.0 |
|
4.250 |
5,641.0 |
|
|
| Fisher Pivots for day following 10-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,182.5 |
6,238.5 |
| PP |
6,168.5 |
6,206.0 |
| S1 |
6,155.0 |
6,173.5 |
|