| Trading Metrics calculated at close of trading on 19-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1,490.25 |
1,532.25 |
42.00 |
2.8% |
1,470.50 |
| High |
1,534.25 |
1,552.00 |
17.75 |
1.2% |
1,504.25 |
| Low |
1,485.00 |
1,531.50 |
46.50 |
3.1% |
1,453.50 |
| Close |
1,533.00 |
1,541.50 |
8.50 |
0.6% |
1,498.00 |
| Range |
49.25 |
20.50 |
-28.75 |
-58.4% |
50.75 |
| ATR |
26.03 |
25.64 |
-0.40 |
-1.5% |
0.00 |
| Volume |
1,352,552 |
2,602,689 |
1,250,137 |
92.4% |
1,609,657 |
|
| Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,603.25 |
1,592.75 |
1,552.75 |
|
| R3 |
1,582.75 |
1,572.25 |
1,547.25 |
|
| R2 |
1,562.25 |
1,562.25 |
1,545.25 |
|
| R1 |
1,551.75 |
1,551.75 |
1,543.50 |
1,557.00 |
| PP |
1,541.75 |
1,541.75 |
1,541.75 |
1,544.25 |
| S1 |
1,531.25 |
1,531.25 |
1,539.50 |
1,536.50 |
| S2 |
1,521.25 |
1,521.25 |
1,537.75 |
|
| S3 |
1,500.75 |
1,510.75 |
1,535.75 |
|
| S4 |
1,480.25 |
1,490.25 |
1,530.25 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,637.50 |
1,618.50 |
1,526.00 |
|
| R3 |
1,586.75 |
1,567.75 |
1,512.00 |
|
| R2 |
1,536.00 |
1,536.00 |
1,507.25 |
|
| R1 |
1,517.00 |
1,517.00 |
1,502.75 |
1,526.50 |
| PP |
1,485.25 |
1,485.25 |
1,485.25 |
1,490.00 |
| S1 |
1,466.25 |
1,466.25 |
1,493.25 |
1,475.75 |
| S2 |
1,434.50 |
1,434.50 |
1,488.75 |
|
| S3 |
1,383.75 |
1,415.50 |
1,484.00 |
|
| S4 |
1,333.00 |
1,364.75 |
1,470.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,552.00 |
1,484.25 |
67.75 |
4.4% |
23.25 |
1.5% |
85% |
True |
False |
1,339,555 |
| 10 |
1,552.00 |
1,453.50 |
98.50 |
6.4% |
22.25 |
1.4% |
89% |
True |
False |
703,894 |
| 20 |
1,552.00 |
1,446.75 |
105.25 |
6.8% |
23.50 |
1.5% |
90% |
True |
False |
362,902 |
| 40 |
1,552.00 |
1,385.00 |
167.00 |
10.8% |
30.25 |
2.0% |
94% |
True |
False |
184,878 |
| 60 |
1,579.50 |
1,385.00 |
194.50 |
12.6% |
25.75 |
1.7% |
80% |
False |
False |
123,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,639.00 |
|
2.618 |
1,605.75 |
|
1.618 |
1,585.25 |
|
1.000 |
1,572.50 |
|
0.618 |
1,564.75 |
|
HIGH |
1,552.00 |
|
0.618 |
1,544.25 |
|
0.500 |
1,541.75 |
|
0.382 |
1,539.25 |
|
LOW |
1,531.50 |
|
0.618 |
1,518.75 |
|
1.000 |
1,511.00 |
|
1.618 |
1,498.25 |
|
2.618 |
1,477.75 |
|
4.250 |
1,444.50 |
|
|
| Fisher Pivots for day following 19-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,541.75 |
1,533.75 |
| PP |
1,541.75 |
1,526.25 |
| S1 |
1,541.50 |
1,518.50 |
|