| 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 |
2,057.75 |
2,062.75 |
5.00 |
0.2% |
1,989.50 |
| High |
2,080.75 |
2,067.25 |
-13.50 |
-0.6% |
2,032.75 |
| Low |
2,055.75 |
2,052.75 |
-3.00 |
-0.1% |
1,971.00 |
| Close |
2,064.00 |
2,057.75 |
-6.25 |
-0.3% |
2,025.00 |
| Range |
25.00 |
14.50 |
-10.50 |
-42.0% |
61.75 |
| ATR |
34.47 |
33.04 |
-1.43 |
-4.1% |
0.00 |
| Volume |
436,672 |
409,135 |
-27,537 |
-6.3% |
271,833 |
|
| Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,102.75 |
2,094.75 |
2,065.75 |
|
| R3 |
2,088.25 |
2,080.25 |
2,061.75 |
|
| R2 |
2,073.75 |
2,073.75 |
2,060.50 |
|
| R1 |
2,065.75 |
2,065.75 |
2,059.00 |
2,062.50 |
| PP |
2,059.25 |
2,059.25 |
2,059.25 |
2,057.50 |
| S1 |
2,051.25 |
2,051.25 |
2,056.50 |
2,048.00 |
| S2 |
2,044.75 |
2,044.75 |
2,055.00 |
|
| S3 |
2,030.25 |
2,036.75 |
2,053.75 |
|
| S4 |
2,015.75 |
2,022.25 |
2,049.75 |
|
|
| 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 |
2,080.75 |
2,000.25 |
80.50 |
3.9% |
29.75 |
1.4% |
71% |
False |
False |
329,274 |
| 10 |
2,080.75 |
1,971.00 |
109.75 |
5.3% |
31.25 |
1.5% |
79% |
False |
False |
170,137 |
| 20 |
2,080.75 |
1,928.50 |
152.25 |
7.4% |
32.50 |
1.6% |
85% |
False |
False |
85,511 |
| 40 |
2,080.75 |
1,835.25 |
245.50 |
11.9% |
38.00 |
1.9% |
91% |
False |
False |
42,815 |
| 60 |
2,101.75 |
1,835.25 |
266.50 |
13.0% |
33.00 |
1.6% |
83% |
False |
False |
28,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,129.00 |
|
2.618 |
2,105.25 |
|
1.618 |
2,090.75 |
|
1.000 |
2,081.75 |
|
0.618 |
2,076.25 |
|
HIGH |
2,067.25 |
|
0.618 |
2,061.75 |
|
0.500 |
2,060.00 |
|
0.382 |
2,058.25 |
|
LOW |
2,052.75 |
|
0.618 |
2,043.75 |
|
1.000 |
2,038.25 |
|
1.618 |
2,029.25 |
|
2.618 |
2,014.75 |
|
4.250 |
1,991.00 |
|
|
| Fisher Pivots for day following 20-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,060.00 |
2,052.25 |
| PP |
2,059.25 |
2,046.50 |
| S1 |
2,058.50 |
2,041.00 |
|