| Trading Metrics calculated at close of trading on 18-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6,294.0 |
6,246.0 |
-48.0 |
-0.8% |
6,181.0 |
| High |
6,316.0 |
6,259.0 |
-57.0 |
-0.9% |
6,333.0 |
| Low |
6,257.0 |
6,165.0 |
-92.0 |
-1.5% |
6,154.0 |
| Close |
6,265.0 |
6,203.0 |
-62.0 |
-1.0% |
6,283.0 |
| Range |
59.0 |
94.0 |
35.0 |
59.3% |
179.0 |
| ATR |
106.0 |
105.5 |
-0.4 |
-0.4% |
0.0 |
| Volume |
70,799 |
107,094 |
36,295 |
51.3% |
137,546 |
|
| Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,491.0 |
6,441.0 |
6,254.7 |
|
| R3 |
6,397.0 |
6,347.0 |
6,228.9 |
|
| R2 |
6,303.0 |
6,303.0 |
6,220.2 |
|
| R1 |
6,253.0 |
6,253.0 |
6,211.6 |
6,231.0 |
| PP |
6,209.0 |
6,209.0 |
6,209.0 |
6,198.0 |
| S1 |
6,159.0 |
6,159.0 |
6,194.4 |
6,137.0 |
| S2 |
6,115.0 |
6,115.0 |
6,185.8 |
|
| S3 |
6,021.0 |
6,065.0 |
6,177.2 |
|
| S4 |
5,927.0 |
5,971.0 |
6,151.3 |
|
|
| 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 |
6,165.0 |
168.0 |
2.7% |
75.4 |
1.2% |
23% |
False |
True |
53,883 |
| 10 |
6,366.0 |
6,154.0 |
212.0 |
3.4% |
79.4 |
1.3% |
23% |
False |
False |
36,929 |
| 20 |
6,366.0 |
5,864.0 |
502.0 |
8.1% |
83.2 |
1.3% |
68% |
False |
False |
31,513 |
| 40 |
6,427.0 |
5,535.0 |
892.0 |
14.4% |
93.6 |
1.5% |
75% |
False |
False |
32,319 |
| 60 |
6,452.0 |
5,535.0 |
917.0 |
14.8% |
79.4 |
1.3% |
73% |
False |
False |
27,757 |
| 80 |
6,452.0 |
5,535.0 |
917.0 |
14.8% |
71.2 |
1.1% |
73% |
False |
False |
25,655 |
| 100 |
6,452.0 |
5,535.0 |
917.0 |
14.8% |
62.3 |
1.0% |
73% |
False |
False |
20,556 |
| 120 |
6,452.0 |
5,535.0 |
917.0 |
14.8% |
55.0 |
0.9% |
73% |
False |
False |
17,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,658.5 |
|
2.618 |
6,505.1 |
|
1.618 |
6,411.1 |
|
1.000 |
6,353.0 |
|
0.618 |
6,317.1 |
|
HIGH |
6,259.0 |
|
0.618 |
6,223.1 |
|
0.500 |
6,212.0 |
|
0.382 |
6,200.9 |
|
LOW |
6,165.0 |
|
0.618 |
6,106.9 |
|
1.000 |
6,071.0 |
|
1.618 |
6,012.9 |
|
2.618 |
5,918.9 |
|
4.250 |
5,765.5 |
|
|
| Fisher Pivots for day following 18-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,212.0 |
6,244.0 |
| PP |
6,209.0 |
6,230.3 |
| S1 |
6,206.0 |
6,216.7 |
|