| Trading Metrics calculated at close of trading on 21-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2007 |
21-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2,062.75 |
2,058.25 |
-4.50 |
-0.2% |
2,024.75 |
| High |
2,067.25 |
2,078.00 |
10.75 |
0.5% |
2,080.75 |
| Low |
2,052.75 |
2,054.25 |
1.50 |
0.1% |
2,000.25 |
| Close |
2,057.75 |
2,068.50 |
10.75 |
0.5% |
2,068.50 |
| Range |
14.50 |
23.75 |
9.25 |
63.8% |
80.50 |
| ATR |
33.04 |
32.38 |
-0.66 |
-2.0% |
0.00 |
| Volume |
409,135 |
348,964 |
-60,171 |
-14.7% |
1,770,268 |
|
| Daily Pivots for day following 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.25 |
2,127.00 |
2,081.50 |
|
| R3 |
2,114.50 |
2,103.25 |
2,075.00 |
|
| R2 |
2,090.75 |
2,090.75 |
2,072.75 |
|
| R1 |
2,079.50 |
2,079.50 |
2,070.75 |
2,085.00 |
| PP |
2,067.00 |
2,067.00 |
2,067.00 |
2,069.75 |
| S1 |
2,055.75 |
2,055.75 |
2,066.25 |
2,061.50 |
| S2 |
2,043.25 |
2,043.25 |
2,064.25 |
|
| S3 |
2,019.50 |
2,032.00 |
2,062.00 |
|
| S4 |
1,995.75 |
2,008.25 |
2,055.50 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,291.25 |
2,260.50 |
2,112.75 |
|
| R3 |
2,210.75 |
2,180.00 |
2,090.75 |
|
| R2 |
2,130.25 |
2,130.25 |
2,083.25 |
|
| R1 |
2,099.50 |
2,099.50 |
2,076.00 |
2,115.00 |
| PP |
2,049.75 |
2,049.75 |
2,049.75 |
2,057.50 |
| S1 |
2,019.00 |
2,019.00 |
2,061.00 |
2,034.50 |
| S2 |
1,969.25 |
1,969.25 |
2,053.75 |
|
| S3 |
1,888.75 |
1,938.50 |
2,046.25 |
|
| S4 |
1,808.25 |
1,858.00 |
2,024.25 |
|
|
| 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% |
29.50 |
1.4% |
85% |
False |
False |
354,053 |
| 10 |
2,080.75 |
1,971.00 |
109.75 |
5.3% |
28.25 |
1.4% |
89% |
False |
False |
204,210 |
| 20 |
2,080.75 |
1,928.50 |
152.25 |
7.4% |
31.75 |
1.5% |
92% |
False |
False |
102,946 |
| 40 |
2,080.75 |
1,835.25 |
245.50 |
11.9% |
37.50 |
1.8% |
95% |
False |
False |
51,532 |
| 60 |
2,101.75 |
1,835.25 |
266.50 |
12.9% |
33.25 |
1.6% |
88% |
False |
False |
34,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,179.00 |
|
2.618 |
2,140.25 |
|
1.618 |
2,116.50 |
|
1.000 |
2,101.75 |
|
0.618 |
2,092.75 |
|
HIGH |
2,078.00 |
|
0.618 |
2,069.00 |
|
0.500 |
2,066.00 |
|
0.382 |
2,063.25 |
|
LOW |
2,054.25 |
|
0.618 |
2,039.50 |
|
1.000 |
2,030.50 |
|
1.618 |
2,015.75 |
|
2.618 |
1,992.00 |
|
4.250 |
1,953.25 |
|
|
| Fisher Pivots for day following 21-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,067.75 |
2,068.00 |
| PP |
2,067.00 |
2,067.25 |
| S1 |
2,066.00 |
2,066.75 |
|