| 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 |
6,503.5 |
6,497.5 |
-6.0 |
-0.1% |
6,336.0 |
| High |
6,558.5 |
6,504.0 |
-54.5 |
-0.8% |
6,582.0 |
| Low |
6,502.5 |
6,426.5 |
-76.0 |
-1.2% |
6,212.0 |
| Close |
6,529.0 |
6,456.0 |
-73.0 |
-1.1% |
6,518.0 |
| Range |
56.0 |
77.5 |
21.5 |
38.4% |
370.0 |
| ATR |
115.4 |
114.5 |
-0.9 |
-0.8% |
0.0 |
| Volume |
133,342 |
61,205 |
-72,137 |
-54.1% |
649,525 |
|
| Daily Pivots for day following 25-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,694.5 |
6,653.0 |
6,498.5 |
|
| R3 |
6,617.0 |
6,575.5 |
6,477.5 |
|
| R2 |
6,539.5 |
6,539.5 |
6,470.0 |
|
| R1 |
6,498.0 |
6,498.0 |
6,463.0 |
6,480.0 |
| PP |
6,462.0 |
6,462.0 |
6,462.0 |
6,453.0 |
| S1 |
6,420.5 |
6,420.5 |
6,449.0 |
6,402.5 |
| S2 |
6,384.5 |
6,384.5 |
6,442.0 |
|
| S3 |
6,307.0 |
6,343.0 |
6,434.5 |
|
| S4 |
6,229.5 |
6,265.5 |
6,413.5 |
|
|
| 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 |
6,426.5 |
155.5 |
2.4% |
77.5 |
1.2% |
19% |
False |
True |
131,073 |
| 10 |
6,582.0 |
6,212.0 |
370.0 |
5.7% |
96.5 |
1.5% |
66% |
False |
False |
90,561 |
| 20 |
6,582.0 |
6,140.0 |
442.0 |
6.8% |
98.5 |
1.5% |
71% |
False |
False |
46,633 |
| 40 |
6,582.0 |
5,899.0 |
683.0 |
10.6% |
91.5 |
1.4% |
82% |
False |
False |
23,396 |
| 60 |
6,835.0 |
5,899.0 |
936.0 |
14.5% |
85.0 |
1.3% |
60% |
False |
False |
15,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,833.5 |
|
2.618 |
6,707.0 |
|
1.618 |
6,629.5 |
|
1.000 |
6,581.5 |
|
0.618 |
6,552.0 |
|
HIGH |
6,504.0 |
|
0.618 |
6,474.5 |
|
0.500 |
6,465.0 |
|
0.382 |
6,456.0 |
|
LOW |
6,426.5 |
|
0.618 |
6,378.5 |
|
1.000 |
6,349.0 |
|
1.618 |
6,301.0 |
|
2.618 |
6,223.5 |
|
4.250 |
6,097.0 |
|
|
| Fisher Pivots for day following 25-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,465.0 |
6,492.5 |
| PP |
6,462.0 |
6,480.5 |
| S1 |
6,459.0 |
6,468.0 |
|