| Trading Metrics calculated at close of trading on 24-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2007 |
24-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
6,401.0 |
6,455.0 |
54.0 |
0.8% |
6,344.0 |
| High |
6,442.0 |
6,530.0 |
88.0 |
1.4% |
6,484.0 |
| Low |
6,401.0 |
6,441.0 |
40.0 |
0.6% |
6,214.0 |
| Close |
6,422.0 |
6,502.0 |
80.0 |
1.2% |
6,422.0 |
| Range |
41.0 |
89.0 |
48.0 |
117.1% |
270.0 |
| ATR |
94.0 |
95.0 |
1.0 |
1.1% |
0.0 |
| Volume |
16,168 |
20,353 |
4,185 |
25.9% |
249,263 |
|
| Daily Pivots for day following 24-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,758.0 |
6,719.0 |
6,551.0 |
|
| R3 |
6,669.0 |
6,630.0 |
6,526.5 |
|
| R2 |
6,580.0 |
6,580.0 |
6,518.3 |
|
| R1 |
6,541.0 |
6,541.0 |
6,510.2 |
6,560.5 |
| PP |
6,491.0 |
6,491.0 |
6,491.0 |
6,500.8 |
| S1 |
6,452.0 |
6,452.0 |
6,493.8 |
6,471.5 |
| S2 |
6,402.0 |
6,402.0 |
6,485.7 |
|
| S3 |
6,313.0 |
6,363.0 |
6,477.5 |
|
| S4 |
6,224.0 |
6,274.0 |
6,453.1 |
|
|
| 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 |
6,530.0 |
6,214.0 |
316.0 |
4.9% |
76.2 |
1.2% |
91% |
True |
False |
42,394 |
| 10 |
6,530.0 |
6,214.0 |
316.0 |
4.9% |
71.3 |
1.1% |
91% |
True |
False |
30,915 |
| 20 |
6,530.0 |
6,080.0 |
450.0 |
6.9% |
60.4 |
0.9% |
94% |
True |
False |
15,563 |
| 40 |
6,530.0 |
5,603.0 |
927.0 |
14.3% |
71.7 |
1.1% |
97% |
True |
False |
7,828 |
| 60 |
6,530.0 |
5,603.0 |
927.0 |
14.3% |
57.9 |
0.9% |
97% |
True |
False |
5,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,908.3 |
|
2.618 |
6,763.0 |
|
1.618 |
6,674.0 |
|
1.000 |
6,619.0 |
|
0.618 |
6,585.0 |
|
HIGH |
6,530.0 |
|
0.618 |
6,496.0 |
|
0.500 |
6,485.5 |
|
0.382 |
6,475.0 |
|
LOW |
6,441.0 |
|
0.618 |
6,386.0 |
|
1.000 |
6,352.0 |
|
1.618 |
6,297.0 |
|
2.618 |
6,208.0 |
|
4.250 |
6,062.8 |
|
|
| Fisher Pivots for day following 24-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,496.5 |
6,489.8 |
| PP |
6,491.0 |
6,477.7 |
| S1 |
6,485.5 |
6,465.5 |
|