| Trading Metrics calculated at close of trading on 12-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1,467.50 |
1,485.00 |
17.50 |
1.2% |
1,489.50 |
| High |
1,487.50 |
1,494.25 |
6.75 |
0.5% |
1,512.25 |
| Low |
1,465.75 |
1,479.00 |
13.25 |
0.9% |
1,463.00 |
| Close |
1,485.75 |
1,489.50 |
3.75 |
0.3% |
1,472.50 |
| Range |
21.75 |
15.25 |
-6.50 |
-29.9% |
49.25 |
| ATR |
27.26 |
26.40 |
-0.86 |
-3.1% |
0.00 |
| Volume |
104,431 |
93,240 |
-11,191 |
-10.7% |
131,063 |
|
| Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,533.25 |
1,526.75 |
1,498.00 |
|
| R3 |
1,518.00 |
1,511.50 |
1,493.75 |
|
| R2 |
1,502.75 |
1,502.75 |
1,492.25 |
|
| R1 |
1,496.25 |
1,496.25 |
1,491.00 |
1,499.50 |
| PP |
1,487.50 |
1,487.50 |
1,487.50 |
1,489.25 |
| S1 |
1,481.00 |
1,481.00 |
1,488.00 |
1,484.25 |
| S2 |
1,472.25 |
1,472.25 |
1,486.75 |
|
| S3 |
1,457.00 |
1,465.75 |
1,485.25 |
|
| S4 |
1,441.75 |
1,450.50 |
1,481.00 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,630.25 |
1,600.75 |
1,499.50 |
|
| R3 |
1,581.00 |
1,551.50 |
1,486.00 |
|
| R2 |
1,531.75 |
1,531.75 |
1,481.50 |
|
| R1 |
1,502.25 |
1,502.25 |
1,477.00 |
1,492.50 |
| PP |
1,482.50 |
1,482.50 |
1,482.50 |
1,477.75 |
| S1 |
1,453.00 |
1,453.00 |
1,468.00 |
1,443.00 |
| S2 |
1,433.25 |
1,433.25 |
1,463.50 |
|
| S3 |
1,384.00 |
1,403.75 |
1,459.00 |
|
| S4 |
1,334.75 |
1,354.50 |
1,445.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,497.25 |
1,453.50 |
43.75 |
2.9% |
21.25 |
1.4% |
82% |
False |
False |
68,233 |
| 10 |
1,512.25 |
1,447.00 |
65.25 |
4.4% |
23.25 |
1.6% |
65% |
False |
False |
48,180 |
| 20 |
1,512.25 |
1,385.00 |
127.25 |
8.5% |
28.25 |
1.9% |
82% |
False |
False |
31,457 |
| 40 |
1,578.25 |
1,385.00 |
193.25 |
13.0% |
29.75 |
2.0% |
54% |
False |
False |
17,556 |
| 60 |
1,579.50 |
1,385.00 |
194.50 |
13.1% |
25.50 |
1.7% |
54% |
False |
False |
12,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,559.00 |
|
2.618 |
1,534.25 |
|
1.618 |
1,519.00 |
|
1.000 |
1,509.50 |
|
0.618 |
1,503.75 |
|
HIGH |
1,494.25 |
|
0.618 |
1,488.50 |
|
0.500 |
1,486.50 |
|
0.382 |
1,484.75 |
|
LOW |
1,479.00 |
|
0.618 |
1,469.50 |
|
1.000 |
1,463.75 |
|
1.618 |
1,454.25 |
|
2.618 |
1,439.00 |
|
4.250 |
1,414.25 |
|
|
| Fisher Pivots for day following 12-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,488.50 |
1,484.25 |
| PP |
1,487.50 |
1,479.00 |
| S1 |
1,486.50 |
1,474.00 |
|