| 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 |
6,471.5 |
6,503.5 |
32.0 |
0.5% |
6,336.0 |
| High |
6,550.0 |
6,558.5 |
8.5 |
0.1% |
6,582.0 |
| Low |
6,471.5 |
6,502.5 |
31.0 |
0.5% |
6,212.0 |
| Close |
6,518.0 |
6,529.0 |
11.0 |
0.2% |
6,518.0 |
| Range |
78.5 |
56.0 |
-22.5 |
-28.7% |
370.0 |
| ATR |
120.0 |
115.4 |
-4.6 |
-3.8% |
0.0 |
| Volume |
103,215 |
133,342 |
30,127 |
29.2% |
649,525 |
|
| Daily Pivots for day following 24-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,698.0 |
6,669.5 |
6,560.0 |
|
| R3 |
6,642.0 |
6,613.5 |
6,544.5 |
|
| R2 |
6,586.0 |
6,586.0 |
6,539.5 |
|
| R1 |
6,557.5 |
6,557.5 |
6,534.0 |
6,572.0 |
| PP |
6,530.0 |
6,530.0 |
6,530.0 |
6,537.0 |
| S1 |
6,501.5 |
6,501.5 |
6,524.0 |
6,516.0 |
| S2 |
6,474.0 |
6,474.0 |
6,518.5 |
|
| S3 |
6,418.0 |
6,445.5 |
6,513.5 |
|
| S4 |
6,362.0 |
6,389.5 |
6,498.0 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,547.5 |
7,402.5 |
6,721.5 |
|
| R3 |
7,177.5 |
7,032.5 |
6,620.0 |
|
| R2 |
6,807.5 |
6,807.5 |
6,586.0 |
|
| R1 |
6,662.5 |
6,662.5 |
6,552.0 |
6,735.0 |
| PP |
6,437.5 |
6,437.5 |
6,437.5 |
6,473.5 |
| S1 |
6,292.5 |
6,292.5 |
6,484.0 |
6,365.0 |
| S2 |
6,067.5 |
6,067.5 |
6,450.0 |
|
| S3 |
5,697.5 |
5,922.5 |
6,416.0 |
|
| S4 |
5,327.5 |
5,552.5 |
6,314.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,582.0 |
6,226.0 |
356.0 |
5.5% |
90.5 |
1.4% |
85% |
False |
False |
147,895 |
| 10 |
6,582.0 |
6,212.0 |
370.0 |
5.7% |
99.0 |
1.5% |
86% |
False |
False |
84,487 |
| 20 |
6,582.0 |
6,140.0 |
442.0 |
6.8% |
100.0 |
1.5% |
88% |
False |
False |
43,586 |
| 40 |
6,582.0 |
5,899.0 |
683.0 |
10.5% |
91.0 |
1.4% |
92% |
False |
False |
21,867 |
| 60 |
6,835.0 |
5,899.0 |
936.0 |
14.3% |
84.5 |
1.3% |
67% |
False |
False |
14,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,796.5 |
|
2.618 |
6,705.0 |
|
1.618 |
6,649.0 |
|
1.000 |
6,614.5 |
|
0.618 |
6,593.0 |
|
HIGH |
6,558.5 |
|
0.618 |
6,537.0 |
|
0.500 |
6,530.5 |
|
0.382 |
6,524.0 |
|
LOW |
6,502.5 |
|
0.618 |
6,468.0 |
|
1.000 |
6,446.5 |
|
1.618 |
6,412.0 |
|
2.618 |
6,356.0 |
|
4.250 |
6,264.5 |
|
|
| Fisher Pivots for day following 24-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,530.5 |
6,523.0 |
| PP |
6,530.0 |
6,516.5 |
| S1 |
6,529.5 |
6,510.0 |
|