| 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 |
6,536.0 |
6,550.0 |
14.0 |
0.2% |
6,503.5 |
| High |
6,569.5 |
6,563.5 |
-6.0 |
-0.1% |
6,569.5 |
| Low |
6,526.0 |
6,466.5 |
-59.5 |
-0.9% |
6,426.5 |
| Close |
6,543.5 |
6,519.5 |
-24.0 |
-0.4% |
6,519.5 |
| Range |
43.5 |
97.0 |
53.5 |
123.0% |
143.0 |
| ATR |
110.4 |
109.5 |
-1.0 |
-0.9% |
0.0 |
| Volume |
113,243 |
125,514 |
12,271 |
10.8% |
543,997 |
|
| Daily Pivots for day following 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,807.5 |
6,760.5 |
6,573.0 |
|
| R3 |
6,710.5 |
6,663.5 |
6,546.0 |
|
| R2 |
6,613.5 |
6,613.5 |
6,537.5 |
|
| R1 |
6,566.5 |
6,566.5 |
6,528.5 |
6,541.5 |
| PP |
6,516.5 |
6,516.5 |
6,516.5 |
6,504.0 |
| S1 |
6,469.5 |
6,469.5 |
6,510.5 |
6,444.5 |
| S2 |
6,419.5 |
6,419.5 |
6,501.5 |
|
| S3 |
6,322.5 |
6,372.5 |
6,493.0 |
|
| S4 |
6,225.5 |
6,275.5 |
6,466.0 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,934.0 |
6,870.0 |
6,598.0 |
|
| R3 |
6,791.0 |
6,727.0 |
6,559.0 |
|
| R2 |
6,648.0 |
6,648.0 |
6,545.5 |
|
| R1 |
6,584.0 |
6,584.0 |
6,532.5 |
6,616.0 |
| PP |
6,505.0 |
6,505.0 |
6,505.0 |
6,521.0 |
| S1 |
6,441.0 |
6,441.0 |
6,506.5 |
6,473.0 |
| S2 |
6,362.0 |
6,362.0 |
6,493.5 |
|
| S3 |
6,219.0 |
6,298.0 |
6,480.0 |
|
| S4 |
6,076.0 |
6,155.0 |
6,441.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,569.5 |
6,426.5 |
143.0 |
2.2% |
68.5 |
1.1% |
65% |
False |
False |
108,799 |
| 10 |
6,582.0 |
6,212.0 |
370.0 |
5.7% |
86.5 |
1.3% |
83% |
False |
False |
119,352 |
| 20 |
6,582.0 |
6,195.0 |
387.0 |
5.9% |
96.0 |
1.5% |
84% |
False |
False |
63,996 |
| 40 |
6,582.0 |
5,899.0 |
683.0 |
10.5% |
92.5 |
1.4% |
91% |
False |
False |
32,130 |
| 60 |
6,835.0 |
5,899.0 |
936.0 |
14.4% |
86.0 |
1.3% |
66% |
False |
False |
21,516 |
| 80 |
6,856.0 |
5,899.0 |
957.0 |
14.7% |
77.0 |
1.2% |
65% |
False |
False |
16,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,976.0 |
|
2.618 |
6,817.5 |
|
1.618 |
6,720.5 |
|
1.000 |
6,660.5 |
|
0.618 |
6,623.5 |
|
HIGH |
6,563.5 |
|
0.618 |
6,526.5 |
|
0.500 |
6,515.0 |
|
0.382 |
6,503.5 |
|
LOW |
6,466.5 |
|
0.618 |
6,406.5 |
|
1.000 |
6,369.5 |
|
1.618 |
6,309.5 |
|
2.618 |
6,212.5 |
|
4.250 |
6,054.0 |
|
|
| Fisher Pivots for day following 28-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,518.0 |
6,519.0 |
| PP |
6,516.5 |
6,518.5 |
| S1 |
6,515.0 |
6,518.0 |
|