| Trading Metrics calculated at close of trading on 24-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2007 |
24-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2,058.25 |
2,068.50 |
10.25 |
0.5% |
2,024.75 |
| High |
2,078.00 |
2,095.75 |
17.75 |
0.9% |
2,080.75 |
| Low |
2,054.25 |
2,066.50 |
12.25 |
0.6% |
2,000.25 |
| Close |
2,068.50 |
2,079.75 |
11.25 |
0.5% |
2,068.50 |
| Range |
23.75 |
29.25 |
5.50 |
23.2% |
80.50 |
| ATR |
32.38 |
32.15 |
-0.22 |
-0.7% |
0.00 |
| Volume |
348,964 |
257,684 |
-91,280 |
-26.2% |
1,770,268 |
|
| Daily Pivots for day following 24-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,168.50 |
2,153.25 |
2,095.75 |
|
| R3 |
2,139.25 |
2,124.00 |
2,087.75 |
|
| R2 |
2,110.00 |
2,110.00 |
2,085.00 |
|
| R1 |
2,094.75 |
2,094.75 |
2,082.50 |
2,102.50 |
| PP |
2,080.75 |
2,080.75 |
2,080.75 |
2,084.50 |
| S1 |
2,065.50 |
2,065.50 |
2,077.00 |
2,073.00 |
| S2 |
2,051.50 |
2,051.50 |
2,074.50 |
|
| S3 |
2,022.25 |
2,036.25 |
2,071.75 |
|
| S4 |
1,993.00 |
2,007.00 |
2,063.75 |
|
|
| 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 |
2,095.75 |
2,001.25 |
94.50 |
4.5% |
30.50 |
1.5% |
83% |
True |
False |
349,260 |
| 10 |
2,095.75 |
1,989.75 |
106.00 |
5.1% |
27.25 |
1.3% |
85% |
True |
False |
229,657 |
| 20 |
2,095.75 |
1,928.50 |
167.25 |
8.0% |
32.25 |
1.5% |
90% |
True |
False |
115,820 |
| 40 |
2,095.75 |
1,835.25 |
260.50 |
12.5% |
37.25 |
1.8% |
94% |
True |
False |
57,970 |
| 60 |
2,101.75 |
1,835.25 |
266.50 |
12.8% |
33.25 |
1.6% |
92% |
False |
False |
38,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,220.00 |
|
2.618 |
2,172.25 |
|
1.618 |
2,143.00 |
|
1.000 |
2,125.00 |
|
0.618 |
2,113.75 |
|
HIGH |
2,095.75 |
|
0.618 |
2,084.50 |
|
0.500 |
2,081.00 |
|
0.382 |
2,077.75 |
|
LOW |
2,066.50 |
|
0.618 |
2,048.50 |
|
1.000 |
2,037.25 |
|
1.618 |
2,019.25 |
|
2.618 |
1,990.00 |
|
4.250 |
1,942.25 |
|
|
| Fisher Pivots for day following 24-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,081.00 |
2,078.00 |
| PP |
2,080.75 |
2,076.00 |
| S1 |
2,080.25 |
2,074.25 |
|