| Trading Metrics calculated at close of trading on 14-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2,020.25 |
2,024.25 |
4.00 |
0.2% |
1,989.50 |
| High |
2,032.25 |
2,030.50 |
-1.75 |
-0.1% |
2,032.75 |
| Low |
2,014.75 |
2,005.75 |
-9.00 |
-0.4% |
1,971.00 |
| Close |
2,024.50 |
2,025.00 |
0.50 |
0.0% |
2,025.00 |
| Range |
17.50 |
24.75 |
7.25 |
41.4% |
61.75 |
| ATR |
34.65 |
33.94 |
-0.71 |
-2.0% |
0.00 |
| Volume |
23,761 |
225,069 |
201,308 |
847.2% |
271,833 |
|
| Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,094.75 |
2,084.50 |
2,038.50 |
|
| R3 |
2,070.00 |
2,059.75 |
2,031.75 |
|
| R2 |
2,045.25 |
2,045.25 |
2,029.50 |
|
| R1 |
2,035.00 |
2,035.00 |
2,027.25 |
2,040.00 |
| PP |
2,020.50 |
2,020.50 |
2,020.50 |
2,023.00 |
| S1 |
2,010.25 |
2,010.25 |
2,022.75 |
2,015.50 |
| S2 |
1,995.75 |
1,995.75 |
2,020.50 |
|
| S3 |
1,971.00 |
1,985.50 |
2,018.25 |
|
| S4 |
1,946.25 |
1,960.75 |
2,011.50 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.75 |
2,171.75 |
2,059.00 |
|
| R3 |
2,133.00 |
2,110.00 |
2,042.00 |
|
| R2 |
2,071.25 |
2,071.25 |
2,036.25 |
|
| R1 |
2,048.25 |
2,048.25 |
2,030.75 |
2,059.75 |
| PP |
2,009.50 |
2,009.50 |
2,009.50 |
2,015.50 |
| S1 |
1,986.50 |
1,986.50 |
2,019.25 |
1,998.00 |
| S2 |
1,947.75 |
1,947.75 |
2,013.75 |
|
| S3 |
1,886.00 |
1,924.75 |
2,008.00 |
|
| S4 |
1,824.25 |
1,863.00 |
1,991.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,032.75 |
1,971.00 |
61.75 |
3.0% |
27.00 |
1.3% |
87% |
False |
False |
54,366 |
| 10 |
2,063.00 |
1,971.00 |
92.00 |
4.5% |
30.00 |
1.5% |
59% |
False |
False |
28,467 |
| 20 |
2,063.00 |
1,902.50 |
160.50 |
7.9% |
32.00 |
1.6% |
76% |
False |
False |
14,460 |
| 40 |
2,086.75 |
1,835.25 |
251.50 |
12.4% |
38.75 |
1.9% |
75% |
False |
False |
7,290 |
| 60 |
2,101.75 |
1,835.25 |
266.50 |
13.2% |
32.75 |
1.6% |
71% |
False |
False |
4,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,135.75 |
|
2.618 |
2,095.25 |
|
1.618 |
2,070.50 |
|
1.000 |
2,055.25 |
|
0.618 |
2,045.75 |
|
HIGH |
2,030.50 |
|
0.618 |
2,021.00 |
|
0.500 |
2,018.00 |
|
0.382 |
2,015.25 |
|
LOW |
2,005.75 |
|
0.618 |
1,990.50 |
|
1.000 |
1,981.00 |
|
1.618 |
1,965.75 |
|
2.618 |
1,941.00 |
|
4.250 |
1,900.50 |
|
|
| Fisher Pivots for day following 14-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,022.75 |
2,023.00 |
| PP |
2,020.50 |
2,021.25 |
| S1 |
2,018.00 |
2,019.25 |
|