| Trading Metrics calculated at close of trading on 12-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6,213.0 |
6,320.0 |
107.0 |
1.7% |
6,298.0 |
| High |
6,268.0 |
6,333.0 |
65.0 |
1.0% |
6,366.0 |
| Low |
6,206.0 |
6,211.0 |
5.0 |
0.1% |
6,188.0 |
| Close |
6,249.0 |
6,230.0 |
-19.0 |
-0.3% |
6,290.0 |
| Range |
62.0 |
122.0 |
60.0 |
96.8% |
178.0 |
| ATR |
115.9 |
116.4 |
0.4 |
0.4% |
0.0 |
| Volume |
24,702 |
25,463 |
761 |
3.1% |
74,402 |
|
| Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,624.0 |
6,549.0 |
6,297.1 |
|
| R3 |
6,502.0 |
6,427.0 |
6,263.6 |
|
| R2 |
6,380.0 |
6,380.0 |
6,252.4 |
|
| R1 |
6,305.0 |
6,305.0 |
6,241.2 |
6,281.5 |
| PP |
6,258.0 |
6,258.0 |
6,258.0 |
6,246.3 |
| S1 |
6,183.0 |
6,183.0 |
6,218.8 |
6,159.5 |
| S2 |
6,136.0 |
6,136.0 |
6,207.6 |
|
| S3 |
6,014.0 |
6,061.0 |
6,196.5 |
|
| S4 |
5,892.0 |
5,939.0 |
6,162.9 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,815.3 |
6,730.7 |
6,387.9 |
|
| R3 |
6,637.3 |
6,552.7 |
6,339.0 |
|
| R2 |
6,459.3 |
6,459.3 |
6,322.6 |
|
| R1 |
6,374.7 |
6,374.7 |
6,306.3 |
6,328.0 |
| PP |
6,281.3 |
6,281.3 |
6,281.3 |
6,258.0 |
| S1 |
6,196.7 |
6,196.7 |
6,273.7 |
6,150.0 |
| S2 |
6,103.3 |
6,103.3 |
6,257.4 |
|
| S3 |
5,925.3 |
6,018.7 |
6,241.1 |
|
| S4 |
5,747.3 |
5,840.7 |
6,192.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,333.0 |
6,154.0 |
179.0 |
2.9% |
81.2 |
1.3% |
42% |
True |
False |
20,568 |
| 10 |
6,366.0 |
6,017.0 |
349.0 |
5.6% |
91.1 |
1.5% |
61% |
False |
False |
21,879 |
| 20 |
6,366.0 |
5,535.0 |
831.0 |
13.3% |
106.3 |
1.7% |
84% |
False |
False |
28,816 |
| 40 |
6,428.0 |
5,535.0 |
893.0 |
14.3% |
91.2 |
1.5% |
78% |
False |
False |
27,945 |
| 60 |
6,452.0 |
5,535.0 |
917.0 |
14.7% |
78.6 |
1.3% |
76% |
False |
False |
26,602 |
| 80 |
6,452.0 |
5,535.0 |
917.0 |
14.7% |
70.2 |
1.1% |
76% |
False |
False |
22,612 |
| 100 |
6,452.0 |
5,535.0 |
917.0 |
14.7% |
60.1 |
1.0% |
76% |
False |
False |
18,116 |
| 120 |
6,452.0 |
5,535.0 |
917.0 |
14.7% |
53.6 |
0.9% |
76% |
False |
False |
15,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,851.5 |
|
2.618 |
6,652.4 |
|
1.618 |
6,530.4 |
|
1.000 |
6,455.0 |
|
0.618 |
6,408.4 |
|
HIGH |
6,333.0 |
|
0.618 |
6,286.4 |
|
0.500 |
6,272.0 |
|
0.382 |
6,257.6 |
|
LOW |
6,211.0 |
|
0.618 |
6,135.6 |
|
1.000 |
6,089.0 |
|
1.618 |
6,013.6 |
|
2.618 |
5,891.6 |
|
4.250 |
5,692.5 |
|
|
| Fisher Pivots for day following 12-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,272.0 |
6,243.5 |
| PP |
6,258.0 |
6,239.0 |
| S1 |
6,244.0 |
6,234.5 |
|