| 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 |
6,320.0 |
6,259.0 |
-61.0 |
-1.0% |
6,298.0 |
| High |
6,333.0 |
6,263.0 |
-70.0 |
-1.1% |
6,366.0 |
| Low |
6,211.0 |
6,214.0 |
3.0 |
0.0% |
6,188.0 |
| Close |
6,230.0 |
6,239.0 |
9.0 |
0.1% |
6,290.0 |
| Range |
122.0 |
49.0 |
-73.0 |
-59.8% |
178.0 |
| ATR |
116.4 |
111.6 |
-4.8 |
-4.1% |
0.0 |
| Volume |
25,463 |
15,627 |
-9,836 |
-38.6% |
74,402 |
|
| Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,385.7 |
6,361.3 |
6,266.0 |
|
| R3 |
6,336.7 |
6,312.3 |
6,252.5 |
|
| R2 |
6,287.7 |
6,287.7 |
6,248.0 |
|
| R1 |
6,263.3 |
6,263.3 |
6,243.5 |
6,251.0 |
| PP |
6,238.7 |
6,238.7 |
6,238.7 |
6,232.5 |
| S1 |
6,214.3 |
6,214.3 |
6,234.5 |
6,202.0 |
| S2 |
6,189.7 |
6,189.7 |
6,230.0 |
|
| S3 |
6,140.7 |
6,165.3 |
6,225.5 |
|
| S4 |
6,091.7 |
6,116.3 |
6,212.1 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,815.3 |
6,730.7 |
6,387.9 |
|
| R3 |
6,637.3 |
6,552.7 |
6,339.0 |
|
| R2 |
6,459.3 |
6,459.3 |
6,322.6 |
|
| R1 |
6,374.7 |
6,374.7 |
6,306.3 |
6,328.0 |
| PP |
6,281.3 |
6,281.3 |
6,281.3 |
6,258.0 |
| S1 |
6,196.7 |
6,196.7 |
6,273.7 |
6,150.0 |
| S2 |
6,103.3 |
6,103.3 |
6,257.4 |
|
| S3 |
5,925.3 |
6,018.7 |
6,241.1 |
|
| S4 |
5,747.3 |
5,840.7 |
6,192.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,333.0 |
6,154.0 |
179.0 |
2.9% |
72.0 |
1.2% |
47% |
False |
False |
19,299 |
| 10 |
6,366.0 |
6,116.0 |
250.0 |
4.0% |
86.3 |
1.4% |
49% |
False |
False |
20,853 |
| 20 |
6,366.0 |
5,535.0 |
831.0 |
13.3% |
102.2 |
1.6% |
85% |
False |
False |
27,593 |
| 40 |
6,428.0 |
5,535.0 |
893.0 |
14.3% |
91.3 |
1.5% |
79% |
False |
False |
27,767 |
| 60 |
6,452.0 |
5,535.0 |
917.0 |
14.7% |
78.1 |
1.3% |
77% |
False |
False |
24,924 |
| 80 |
6,452.0 |
5,535.0 |
917.0 |
14.7% |
70.3 |
1.1% |
77% |
False |
False |
22,806 |
| 100 |
6,452.0 |
5,535.0 |
917.0 |
14.7% |
60.5 |
1.0% |
77% |
False |
False |
18,273 |
| 120 |
6,452.0 |
5,535.0 |
917.0 |
14.7% |
53.9 |
0.9% |
77% |
False |
False |
15,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,471.3 |
|
2.618 |
6,391.3 |
|
1.618 |
6,342.3 |
|
1.000 |
6,312.0 |
|
0.618 |
6,293.3 |
|
HIGH |
6,263.0 |
|
0.618 |
6,244.3 |
|
0.500 |
6,238.5 |
|
0.382 |
6,232.7 |
|
LOW |
6,214.0 |
|
0.618 |
6,183.7 |
|
1.000 |
6,165.0 |
|
1.618 |
6,134.7 |
|
2.618 |
6,085.7 |
|
4.250 |
6,005.8 |
|
|
| Fisher Pivots for day following 13-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,238.8 |
6,269.5 |
| PP |
6,238.7 |
6,259.3 |
| S1 |
6,238.5 |
6,249.2 |
|