| 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 |
6,287.0 |
6,298.5 |
11.5 |
0.2% |
6,343.0 |
| High |
6,326.0 |
6,381.0 |
55.0 |
0.9% |
6,403.0 |
| Low |
6,237.0 |
6,286.0 |
49.0 |
0.8% |
6,184.5 |
| Close |
6,305.5 |
6,376.5 |
71.0 |
1.1% |
6,187.0 |
| Range |
89.0 |
95.0 |
6.0 |
6.7% |
218.5 |
| ATR |
122.4 |
120.4 |
-2.0 |
-1.6% |
0.0 |
| Volume |
108,391 |
113,232 |
4,841 |
4.5% |
527,610 |
|
| Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,633.0 |
6,599.5 |
6,429.0 |
|
| R3 |
6,538.0 |
6,504.5 |
6,402.5 |
|
| R2 |
6,443.0 |
6,443.0 |
6,394.0 |
|
| R1 |
6,409.5 |
6,409.5 |
6,385.0 |
6,426.0 |
| PP |
6,348.0 |
6,348.0 |
6,348.0 |
6,356.0 |
| S1 |
6,314.5 |
6,314.5 |
6,368.0 |
6,331.0 |
| S2 |
6,253.0 |
6,253.0 |
6,359.0 |
|
| S3 |
6,158.0 |
6,219.5 |
6,350.5 |
|
| S4 |
6,063.0 |
6,124.5 |
6,324.0 |
|
|
| 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 |
6,381.0 |
6,125.5 |
255.5 |
4.0% |
114.0 |
1.8% |
98% |
True |
False |
118,937 |
| 10 |
6,403.0 |
6,125.5 |
277.5 |
4.4% |
107.5 |
1.7% |
90% |
False |
False |
110,177 |
| 20 |
6,403.0 |
5,840.0 |
563.0 |
8.8% |
114.5 |
1.8% |
95% |
False |
False |
117,639 |
| 40 |
6,691.0 |
5,840.0 |
851.0 |
13.3% |
118.5 |
1.9% |
63% |
False |
False |
130,019 |
| 60 |
6,772.0 |
5,840.0 |
932.0 |
14.6% |
101.0 |
1.6% |
58% |
False |
False |
115,567 |
| 80 |
6,796.0 |
5,840.0 |
956.0 |
15.0% |
92.5 |
1.5% |
56% |
False |
False |
101,036 |
| 100 |
6,796.0 |
5,840.0 |
956.0 |
15.0% |
81.5 |
1.3% |
56% |
False |
False |
80,927 |
| 120 |
6,796.0 |
5,840.0 |
956.0 |
15.0% |
73.5 |
1.2% |
56% |
False |
False |
67,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,785.0 |
|
2.618 |
6,629.5 |
|
1.618 |
6,534.5 |
|
1.000 |
6,476.0 |
|
0.618 |
6,439.5 |
|
HIGH |
6,381.0 |
|
0.618 |
6,344.5 |
|
0.500 |
6,333.5 |
|
0.382 |
6,322.5 |
|
LOW |
6,286.0 |
|
0.618 |
6,227.5 |
|
1.000 |
6,191.0 |
|
1.618 |
6,132.5 |
|
2.618 |
6,037.5 |
|
4.250 |
5,882.0 |
|
|
| Fisher Pivots for day following 13-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,362.0 |
6,345.0 |
| PP |
6,348.0 |
6,314.0 |
| S1 |
6,333.5 |
6,283.0 |
|