| Trading Metrics calculated at close of trading on 17-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6,286.0 |
6,294.0 |
8.0 |
0.1% |
6,181.0 |
| High |
6,323.0 |
6,316.0 |
-7.0 |
-0.1% |
6,333.0 |
| Low |
6,270.0 |
6,257.0 |
-13.0 |
-0.2% |
6,154.0 |
| Close |
6,283.0 |
6,265.0 |
-18.0 |
-0.3% |
6,283.0 |
| Range |
53.0 |
59.0 |
6.0 |
11.3% |
179.0 |
| ATR |
109.6 |
106.0 |
-3.6 |
-3.3% |
0.0 |
| Volume |
50,432 |
70,799 |
20,367 |
40.4% |
137,546 |
|
| Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,456.3 |
6,419.7 |
6,297.5 |
|
| R3 |
6,397.3 |
6,360.7 |
6,281.2 |
|
| R2 |
6,338.3 |
6,338.3 |
6,275.8 |
|
| R1 |
6,301.7 |
6,301.7 |
6,270.4 |
6,290.5 |
| PP |
6,279.3 |
6,279.3 |
6,279.3 |
6,273.8 |
| S1 |
6,242.7 |
6,242.7 |
6,259.6 |
6,231.5 |
| S2 |
6,220.3 |
6,220.3 |
6,254.2 |
|
| S3 |
6,161.3 |
6,183.7 |
6,248.8 |
|
| S4 |
6,102.3 |
6,124.7 |
6,232.6 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,793.7 |
6,717.3 |
6,381.5 |
|
| R3 |
6,614.7 |
6,538.3 |
6,332.2 |
|
| R2 |
6,435.7 |
6,435.7 |
6,315.8 |
|
| R1 |
6,359.3 |
6,359.3 |
6,299.4 |
6,397.5 |
| PP |
6,256.7 |
6,256.7 |
6,256.7 |
6,275.8 |
| S1 |
6,180.3 |
6,180.3 |
6,266.6 |
6,218.5 |
| S2 |
6,077.7 |
6,077.7 |
6,250.2 |
|
| S3 |
5,898.7 |
6,001.3 |
6,233.8 |
|
| S4 |
5,719.7 |
5,822.3 |
6,184.6 |
|
|
| 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 |
6,206.0 |
127.0 |
2.0% |
69.0 |
1.1% |
46% |
False |
False |
37,404 |
| 10 |
6,366.0 |
6,154.0 |
212.0 |
3.4% |
76.1 |
1.2% |
52% |
False |
False |
28,274 |
| 20 |
6,366.0 |
5,751.0 |
615.0 |
9.8% |
87.3 |
1.4% |
84% |
False |
False |
28,374 |
| 40 |
6,427.0 |
5,535.0 |
892.0 |
14.2% |
92.3 |
1.5% |
82% |
False |
False |
30,089 |
| 60 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
78.6 |
1.3% |
80% |
False |
False |
26,297 |
| 80 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
70.5 |
1.1% |
80% |
False |
False |
24,319 |
| 100 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
61.5 |
1.0% |
80% |
False |
False |
19,485 |
| 120 |
6,452.0 |
5,535.0 |
917.0 |
14.6% |
54.6 |
0.9% |
80% |
False |
False |
16,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,566.8 |
|
2.618 |
6,470.5 |
|
1.618 |
6,411.5 |
|
1.000 |
6,375.0 |
|
0.618 |
6,352.5 |
|
HIGH |
6,316.0 |
|
0.618 |
6,293.5 |
|
0.500 |
6,286.5 |
|
0.382 |
6,279.5 |
|
LOW |
6,257.0 |
|
0.618 |
6,220.5 |
|
1.000 |
6,198.0 |
|
1.618 |
6,161.5 |
|
2.618 |
6,102.5 |
|
4.250 |
6,006.3 |
|
|
| Fisher Pivots for day following 17-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,286.5 |
6,268.5 |
| PP |
6,279.3 |
6,267.3 |
| S1 |
6,272.2 |
6,266.2 |
|