| Trading Metrics calculated at close of trading on 27-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2007 |
27-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6,543.0 |
6,570.0 |
27.0 |
0.4% |
6,344.0 |
| High |
6,559.0 |
6,609.0 |
50.0 |
0.8% |
6,484.0 |
| Low |
6,515.0 |
6,565.0 |
50.0 |
0.8% |
6,214.0 |
| Close |
6,548.0 |
6,577.0 |
29.0 |
0.4% |
6,422.0 |
| Range |
44.0 |
44.0 |
0.0 |
0.0% |
270.0 |
| ATR |
91.4 |
89.2 |
-2.2 |
-2.4% |
0.0 |
| Volume |
17,195 |
23,808 |
6,613 |
38.5% |
249,263 |
|
| Daily Pivots for day following 27-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,715.7 |
6,690.3 |
6,601.2 |
|
| R3 |
6,671.7 |
6,646.3 |
6,589.1 |
|
| R2 |
6,627.7 |
6,627.7 |
6,585.1 |
|
| R1 |
6,602.3 |
6,602.3 |
6,581.0 |
6,615.0 |
| PP |
6,583.7 |
6,583.7 |
6,583.7 |
6,590.0 |
| S1 |
6,558.3 |
6,558.3 |
6,573.0 |
6,571.0 |
| S2 |
6,539.7 |
6,539.7 |
6,568.9 |
|
| S3 |
6,495.7 |
6,514.3 |
6,564.9 |
|
| S4 |
6,451.7 |
6,470.3 |
6,552.8 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,183.3 |
7,072.7 |
6,570.5 |
|
| R3 |
6,913.3 |
6,802.7 |
6,496.3 |
|
| R2 |
6,643.3 |
6,643.3 |
6,471.5 |
|
| R1 |
6,532.7 |
6,532.7 |
6,446.8 |
6,588.0 |
| PP |
6,373.3 |
6,373.3 |
6,373.3 |
6,401.0 |
| S1 |
6,262.7 |
6,262.7 |
6,397.3 |
6,318.0 |
| S2 |
6,103.3 |
6,103.3 |
6,372.5 |
|
| S3 |
5,833.3 |
5,992.7 |
6,347.8 |
|
| S4 |
5,563.3 |
5,722.7 |
6,273.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,609.0 |
6,401.0 |
208.0 |
3.2% |
62.6 |
1.0% |
85% |
True |
False |
20,151 |
| 10 |
6,609.0 |
6,214.0 |
395.0 |
6.0% |
67.2 |
1.0% |
92% |
True |
False |
36,532 |
| 20 |
6,609.0 |
6,189.0 |
420.0 |
6.4% |
65.9 |
1.0% |
92% |
True |
False |
18,754 |
| 40 |
6,609.0 |
5,603.0 |
1,006.0 |
15.3% |
67.8 |
1.0% |
97% |
True |
False |
9,430 |
| 60 |
6,609.0 |
5,603.0 |
1,006.0 |
15.3% |
59.5 |
0.9% |
97% |
True |
False |
6,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,796.0 |
|
2.618 |
6,724.2 |
|
1.618 |
6,680.2 |
|
1.000 |
6,653.0 |
|
0.618 |
6,636.2 |
|
HIGH |
6,609.0 |
|
0.618 |
6,592.2 |
|
0.500 |
6,587.0 |
|
0.382 |
6,581.8 |
|
LOW |
6,565.0 |
|
0.618 |
6,537.8 |
|
1.000 |
6,521.0 |
|
1.618 |
6,493.8 |
|
2.618 |
6,449.8 |
|
4.250 |
6,378.0 |
|
|
| Fisher Pivots for day following 27-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,587.0 |
6,565.2 |
| PP |
6,583.7 |
6,553.3 |
| S1 |
6,580.3 |
6,541.5 |
|