| 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 |
6,344.0 |
6,292.0 |
-52.0 |
-0.8% |
6,230.0 |
| High |
6,364.0 |
6,308.0 |
-56.0 |
-0.9% |
6,376.0 |
| Low |
6,306.0 |
6,214.0 |
-92.0 |
-1.5% |
6,204.0 |
| Close |
6,316.0 |
6,252.0 |
-64.0 |
-1.0% |
6,333.0 |
| Range |
58.0 |
94.0 |
36.0 |
62.1% |
172.0 |
| ATR |
90.3 |
91.1 |
0.8 |
0.9% |
0.0 |
| Volume |
57,642 |
87,580 |
29,938 |
51.9% |
40,412 |
|
| Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,540.0 |
6,490.0 |
6,303.7 |
|
| R3 |
6,446.0 |
6,396.0 |
6,277.9 |
|
| R2 |
6,352.0 |
6,352.0 |
6,269.2 |
|
| R1 |
6,302.0 |
6,302.0 |
6,260.6 |
6,280.0 |
| PP |
6,258.0 |
6,258.0 |
6,258.0 |
6,247.0 |
| S1 |
6,208.0 |
6,208.0 |
6,243.4 |
6,186.0 |
| S2 |
6,164.0 |
6,164.0 |
6,234.8 |
|
| S3 |
6,070.0 |
6,114.0 |
6,226.2 |
|
| S4 |
5,976.0 |
6,020.0 |
6,200.3 |
|
|
| 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 |
6,214.0 |
162.0 |
2.6% |
73.2 |
1.2% |
23% |
False |
True |
36,237 |
| 10 |
6,395.0 |
6,204.0 |
191.0 |
3.1% |
69.8 |
1.1% |
25% |
False |
False |
18,592 |
| 20 |
6,395.0 |
5,949.0 |
446.0 |
7.1% |
60.5 |
1.0% |
68% |
False |
False |
9,370 |
| 40 |
6,395.0 |
5,603.0 |
792.0 |
12.7% |
69.2 |
1.1% |
82% |
False |
False |
4,725 |
| 60 |
6,495.0 |
5,603.0 |
892.0 |
14.3% |
56.3 |
0.9% |
73% |
False |
False |
3,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,707.5 |
|
2.618 |
6,554.1 |
|
1.618 |
6,460.1 |
|
1.000 |
6,402.0 |
|
0.618 |
6,366.1 |
|
HIGH |
6,308.0 |
|
0.618 |
6,272.1 |
|
0.500 |
6,261.0 |
|
0.382 |
6,249.9 |
|
LOW |
6,214.0 |
|
0.618 |
6,155.9 |
|
1.000 |
6,120.0 |
|
1.618 |
6,061.9 |
|
2.618 |
5,967.9 |
|
4.250 |
5,814.5 |
|
|
| Fisher Pivots for day following 18-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,261.0 |
6,292.0 |
| PP |
6,258.0 |
6,278.7 |
| S1 |
6,255.0 |
6,265.3 |
|