| Trading Metrics calculated at close of trading on 18-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6,336.0 |
6,231.0 |
-105.0 |
-1.7% |
6,292.5 |
| High |
6,338.0 |
6,369.0 |
31.0 |
0.5% |
6,450.0 |
| Low |
6,212.0 |
6,226.0 |
14.0 |
0.2% |
6,195.0 |
| Close |
6,252.5 |
6,344.5 |
92.0 |
1.5% |
6,366.5 |
| Range |
126.0 |
143.0 |
17.0 |
13.5% |
255.0 |
| ATR |
117.0 |
118.9 |
1.9 |
1.6% |
0.0 |
| Volume |
43,388 |
145,319 |
101,931 |
234.9% |
62,462 |
|
| Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,742.0 |
6,686.5 |
6,423.0 |
|
| R3 |
6,599.0 |
6,543.5 |
6,384.0 |
|
| R2 |
6,456.0 |
6,456.0 |
6,370.5 |
|
| R1 |
6,400.5 |
6,400.5 |
6,357.5 |
6,428.0 |
| PP |
6,313.0 |
6,313.0 |
6,313.0 |
6,327.0 |
| S1 |
6,257.5 |
6,257.5 |
6,331.5 |
6,285.0 |
| S2 |
6,170.0 |
6,170.0 |
6,318.5 |
|
| S3 |
6,027.0 |
6,114.5 |
6,305.0 |
|
| S4 |
5,884.0 |
5,971.5 |
6,266.0 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,102.0 |
6,989.5 |
6,507.0 |
|
| R3 |
6,847.0 |
6,734.5 |
6,436.5 |
|
| R2 |
6,592.0 |
6,592.0 |
6,413.0 |
|
| R1 |
6,479.5 |
6,479.5 |
6,390.0 |
6,536.0 |
| PP |
6,337.0 |
6,337.0 |
6,337.0 |
6,365.5 |
| S1 |
6,224.5 |
6,224.5 |
6,343.0 |
6,281.0 |
| S2 |
6,082.0 |
6,082.0 |
6,320.0 |
|
| S3 |
5,827.0 |
5,969.5 |
6,296.5 |
|
| S4 |
5,572.0 |
5,714.5 |
6,226.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,450.0 |
6,212.0 |
238.0 |
3.8% |
115.0 |
1.8% |
56% |
False |
False |
50,050 |
| 10 |
6,464.0 |
6,195.0 |
269.0 |
4.2% |
119.5 |
1.9% |
56% |
False |
False |
27,058 |
| 20 |
6,464.0 |
6,119.5 |
344.5 |
5.4% |
97.5 |
1.5% |
65% |
False |
False |
13,896 |
| 40 |
6,690.5 |
5,899.0 |
791.5 |
12.5% |
96.0 |
1.5% |
56% |
False |
False |
7,082 |
| 60 |
6,835.0 |
5,899.0 |
936.0 |
14.8% |
82.5 |
1.3% |
48% |
False |
False |
4,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,977.0 |
|
2.618 |
6,743.5 |
|
1.618 |
6,600.5 |
|
1.000 |
6,512.0 |
|
0.618 |
6,457.5 |
|
HIGH |
6,369.0 |
|
0.618 |
6,314.5 |
|
0.500 |
6,297.5 |
|
0.382 |
6,280.5 |
|
LOW |
6,226.0 |
|
0.618 |
6,137.5 |
|
1.000 |
6,083.0 |
|
1.618 |
5,994.5 |
|
2.618 |
5,851.5 |
|
4.250 |
5,618.0 |
|
|
| Fisher Pivots for day following 18-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,329.0 |
6,333.0 |
| PP |
6,313.0 |
6,321.5 |
| S1 |
6,297.5 |
6,310.0 |
|