| Trading Metrics calculated at close of trading on 28-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2007 |
28-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2,109.50 |
2,121.25 |
11.75 |
0.6% |
2,068.50 |
| High |
2,123.00 |
2,124.00 |
1.00 |
0.0% |
2,124.00 |
| Low |
2,109.50 |
2,103.25 |
-6.25 |
-0.3% |
2,066.50 |
| Close |
2,121.75 |
2,114.00 |
-7.75 |
-0.4% |
2,114.00 |
| Range |
13.50 |
20.75 |
7.25 |
53.7% |
57.50 |
| ATR |
29.88 |
29.23 |
-0.65 |
-2.2% |
0.00 |
| Volume |
292,449 |
229,470 |
-62,979 |
-21.5% |
1,382,580 |
|
| Daily Pivots for day following 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,176.00 |
2,165.75 |
2,125.50 |
|
| R3 |
2,155.25 |
2,145.00 |
2,119.75 |
|
| R2 |
2,134.50 |
2,134.50 |
2,117.75 |
|
| R1 |
2,124.25 |
2,124.25 |
2,116.00 |
2,119.00 |
| PP |
2,113.75 |
2,113.75 |
2,113.75 |
2,111.00 |
| S1 |
2,103.50 |
2,103.50 |
2,112.00 |
2,098.25 |
| S2 |
2,093.00 |
2,093.00 |
2,110.25 |
|
| S3 |
2,072.25 |
2,082.75 |
2,108.25 |
|
| S4 |
2,051.50 |
2,062.00 |
2,102.50 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,274.00 |
2,251.50 |
2,145.50 |
|
| R3 |
2,216.50 |
2,194.00 |
2,129.75 |
|
| R2 |
2,159.00 |
2,159.00 |
2,124.50 |
|
| R1 |
2,136.50 |
2,136.50 |
2,119.25 |
2,147.75 |
| PP |
2,101.50 |
2,101.50 |
2,101.50 |
2,107.00 |
| S1 |
2,079.00 |
2,079.00 |
2,108.75 |
2,090.25 |
| S2 |
2,044.00 |
2,044.00 |
2,103.50 |
|
| S3 |
1,986.50 |
2,021.50 |
2,098.25 |
|
| S4 |
1,929.00 |
1,964.00 |
2,082.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,124.00 |
2,066.50 |
57.50 |
2.7% |
22.75 |
1.1% |
83% |
True |
False |
276,516 |
| 10 |
2,124.00 |
2,000.25 |
123.75 |
5.9% |
26.25 |
1.2% |
92% |
True |
False |
315,284 |
| 20 |
2,124.00 |
1,971.00 |
153.00 |
7.2% |
28.00 |
1.3% |
93% |
True |
False |
171,876 |
| 40 |
2,124.00 |
1,835.25 |
288.75 |
13.7% |
34.75 |
1.6% |
97% |
True |
False |
86,081 |
| 60 |
2,124.00 |
1,835.25 |
288.75 |
13.7% |
33.75 |
1.6% |
97% |
True |
False |
57,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,212.25 |
|
2.618 |
2,178.25 |
|
1.618 |
2,157.50 |
|
1.000 |
2,144.75 |
|
0.618 |
2,136.75 |
|
HIGH |
2,124.00 |
|
0.618 |
2,116.00 |
|
0.500 |
2,113.50 |
|
0.382 |
2,111.25 |
|
LOW |
2,103.25 |
|
0.618 |
2,090.50 |
|
1.000 |
2,082.50 |
|
1.618 |
2,069.75 |
|
2.618 |
2,049.00 |
|
4.250 |
2,015.00 |
|
|
| Fisher Pivots for day following 28-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,114.00 |
2,113.00 |
| PP |
2,113.75 |
2,111.75 |
| S1 |
2,113.50 |
2,110.75 |
|