| Trading Metrics calculated at close of trading on 25-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2007 |
25-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2,068.50 |
2,079.00 |
10.50 |
0.5% |
2,024.75 |
| High |
2,095.75 |
2,101.00 |
5.25 |
0.3% |
2,080.75 |
| Low |
2,066.50 |
2,071.25 |
4.75 |
0.2% |
2,000.25 |
| Close |
2,079.75 |
2,097.50 |
17.75 |
0.9% |
2,068.50 |
| Range |
29.25 |
29.75 |
0.50 |
1.7% |
80.50 |
| ATR |
32.15 |
31.98 |
-0.17 |
-0.5% |
0.00 |
| Volume |
257,684 |
327,183 |
69,499 |
27.0% |
1,770,268 |
|
| Daily Pivots for day following 25-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.25 |
2,168.00 |
2,113.75 |
|
| R3 |
2,149.50 |
2,138.25 |
2,105.75 |
|
| R2 |
2,119.75 |
2,119.75 |
2,103.00 |
|
| R1 |
2,108.50 |
2,108.50 |
2,100.25 |
2,114.00 |
| PP |
2,090.00 |
2,090.00 |
2,090.00 |
2,092.75 |
| S1 |
2,078.75 |
2,078.75 |
2,094.75 |
2,084.50 |
| S2 |
2,060.25 |
2,060.25 |
2,092.00 |
|
| S3 |
2,030.50 |
2,049.00 |
2,089.25 |
|
| S4 |
2,000.75 |
2,019.25 |
2,081.25 |
|
|
| 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 |
2,101.00 |
2,052.75 |
48.25 |
2.3% |
24.50 |
1.2% |
93% |
True |
False |
355,927 |
| 10 |
2,101.00 |
2,000.25 |
100.75 |
4.8% |
27.50 |
1.3% |
97% |
True |
False |
261,726 |
| 20 |
2,101.00 |
1,929.25 |
171.75 |
8.2% |
31.50 |
1.5% |
98% |
True |
False |
132,174 |
| 40 |
2,101.00 |
1,835.25 |
265.75 |
12.7% |
36.25 |
1.7% |
99% |
True |
False |
66,147 |
| 60 |
2,101.75 |
1,835.25 |
266.50 |
12.7% |
33.50 |
1.6% |
98% |
False |
False |
44,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,227.50 |
|
2.618 |
2,179.00 |
|
1.618 |
2,149.25 |
|
1.000 |
2,130.75 |
|
0.618 |
2,119.50 |
|
HIGH |
2,101.00 |
|
0.618 |
2,089.75 |
|
0.500 |
2,086.00 |
|
0.382 |
2,082.50 |
|
LOW |
2,071.25 |
|
0.618 |
2,052.75 |
|
1.000 |
2,041.50 |
|
1.618 |
2,023.00 |
|
2.618 |
1,993.25 |
|
4.250 |
1,944.75 |
|
|
| Fisher Pivots for day following 25-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,093.75 |
2,091.00 |
| PP |
2,090.00 |
2,084.25 |
| S1 |
2,086.00 |
2,077.50 |
|