| Trading Metrics calculated at close of trading on 20-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1,532.25 |
1,540.75 |
8.50 |
0.6% |
1,470.50 |
| High |
1,552.00 |
1,542.25 |
-9.75 |
-0.6% |
1,504.25 |
| Low |
1,531.50 |
1,528.75 |
-2.75 |
-0.2% |
1,453.50 |
| Close |
1,541.50 |
1,531.75 |
-9.75 |
-0.6% |
1,498.00 |
| Range |
20.50 |
13.50 |
-7.00 |
-34.1% |
50.75 |
| ATR |
25.64 |
24.77 |
-0.87 |
-3.4% |
0.00 |
| Volume |
2,602,689 |
2,651,718 |
49,029 |
1.9% |
1,609,657 |
|
| Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,574.75 |
1,566.75 |
1,539.25 |
|
| R3 |
1,561.25 |
1,553.25 |
1,535.50 |
|
| R2 |
1,547.75 |
1,547.75 |
1,534.25 |
|
| R1 |
1,539.75 |
1,539.75 |
1,533.00 |
1,537.00 |
| PP |
1,534.25 |
1,534.25 |
1,534.25 |
1,533.00 |
| S1 |
1,526.25 |
1,526.25 |
1,530.50 |
1,523.50 |
| S2 |
1,520.75 |
1,520.75 |
1,529.25 |
|
| S3 |
1,507.25 |
1,512.75 |
1,528.00 |
|
| S4 |
1,493.75 |
1,499.25 |
1,524.25 |
|
|
| 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 |
1,485.00 |
67.00 |
4.4% |
22.00 |
1.4% |
70% |
False |
False |
1,830,500 |
| 10 |
1,552.00 |
1,453.50 |
98.50 |
6.4% |
22.00 |
1.4% |
79% |
False |
False |
965,416 |
| 20 |
1,552.00 |
1,446.75 |
105.25 |
6.9% |
23.00 |
1.5% |
81% |
False |
False |
494,927 |
| 40 |
1,552.00 |
1,385.00 |
167.00 |
10.9% |
30.00 |
2.0% |
88% |
False |
False |
251,052 |
| 60 |
1,579.50 |
1,385.00 |
194.50 |
12.7% |
25.75 |
1.7% |
75% |
False |
False |
167,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,599.50 |
|
2.618 |
1,577.50 |
|
1.618 |
1,564.00 |
|
1.000 |
1,555.75 |
|
0.618 |
1,550.50 |
|
HIGH |
1,542.25 |
|
0.618 |
1,537.00 |
|
0.500 |
1,535.50 |
|
0.382 |
1,534.00 |
|
LOW |
1,528.75 |
|
0.618 |
1,520.50 |
|
1.000 |
1,515.25 |
|
1.618 |
1,507.00 |
|
2.618 |
1,493.50 |
|
4.250 |
1,471.50 |
|
|
| Fisher Pivots for day following 20-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,535.50 |
1,527.25 |
| PP |
1,534.25 |
1,523.00 |
| S1 |
1,533.00 |
1,518.50 |
|