| Trading Metrics calculated at close of trading on 14-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6,309.0 |
6,334.0 |
25.0 |
0.4% |
6,230.0 |
| High |
6,311.0 |
6,370.0 |
59.0 |
0.9% |
6,376.0 |
| Low |
6,263.0 |
6,320.0 |
57.0 |
0.9% |
6,204.0 |
| Close |
6,288.0 |
6,333.0 |
45.0 |
0.7% |
6,333.0 |
| Range |
48.0 |
50.0 |
2.0 |
4.2% |
172.0 |
| ATR |
93.6 |
92.7 |
-0.8 |
-0.9% |
0.0 |
| Volume |
2,146 |
31,475 |
29,329 |
1,366.7% |
40,412 |
|
| Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,491.0 |
6,462.0 |
6,360.5 |
|
| R3 |
6,441.0 |
6,412.0 |
6,346.8 |
|
| R2 |
6,391.0 |
6,391.0 |
6,342.2 |
|
| R1 |
6,362.0 |
6,362.0 |
6,337.6 |
6,351.5 |
| PP |
6,341.0 |
6,341.0 |
6,341.0 |
6,335.8 |
| S1 |
6,312.0 |
6,312.0 |
6,328.4 |
6,301.5 |
| S2 |
6,291.0 |
6,291.0 |
6,323.8 |
|
| S3 |
6,241.0 |
6,262.0 |
6,319.3 |
|
| S4 |
6,191.0 |
6,212.0 |
6,305.5 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,820.3 |
6,748.7 |
6,427.6 |
|
| R3 |
6,648.3 |
6,576.7 |
6,380.3 |
|
| R2 |
6,476.3 |
6,476.3 |
6,364.5 |
|
| R1 |
6,404.7 |
6,404.7 |
6,348.8 |
6,440.5 |
| PP |
6,304.3 |
6,304.3 |
6,304.3 |
6,322.3 |
| S1 |
6,232.7 |
6,232.7 |
6,317.2 |
6,268.5 |
| S2 |
6,132.3 |
6,132.3 |
6,301.5 |
|
| S3 |
5,960.3 |
6,060.7 |
6,285.7 |
|
| S4 |
5,788.3 |
5,888.7 |
6,238.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,376.0 |
6,204.0 |
172.0 |
2.7% |
68.0 |
1.1% |
75% |
False |
False |
8,082 |
| 10 |
6,395.0 |
6,204.0 |
191.0 |
3.0% |
59.2 |
0.9% |
68% |
False |
False |
4,116 |
| 20 |
6,395.0 |
5,820.0 |
575.0 |
9.1% |
65.5 |
1.0% |
89% |
False |
False |
2,115 |
| 40 |
6,469.0 |
5,603.0 |
866.0 |
13.7% |
66.2 |
1.0% |
84% |
False |
False |
1,097 |
| 60 |
6,495.0 |
5,603.0 |
892.0 |
14.1% |
54.7 |
0.9% |
82% |
False |
False |
755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,582.5 |
|
2.618 |
6,500.9 |
|
1.618 |
6,450.9 |
|
1.000 |
6,420.0 |
|
0.618 |
6,400.9 |
|
HIGH |
6,370.0 |
|
0.618 |
6,350.9 |
|
0.500 |
6,345.0 |
|
0.382 |
6,339.1 |
|
LOW |
6,320.0 |
|
0.618 |
6,289.1 |
|
1.000 |
6,270.0 |
|
1.618 |
6,239.1 |
|
2.618 |
6,189.1 |
|
4.250 |
6,107.5 |
|
|
| Fisher Pivots for day following 14-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,345.0 |
6,328.0 |
| PP |
6,341.0 |
6,323.0 |
| S1 |
6,337.0 |
6,318.0 |
|