| Trading Metrics calculated at close of trading on 02-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2007 |
02-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,116.25 |
2,135.75 |
19.50 |
0.9% |
2,068.50 |
| High |
2,143.50 |
2,140.50 |
-3.00 |
-0.1% |
2,124.00 |
| Low |
2,109.50 |
2,125.25 |
15.75 |
0.7% |
2,066.50 |
| Close |
2,135.25 |
2,135.50 |
0.25 |
0.0% |
2,114.00 |
| Range |
34.00 |
15.25 |
-18.75 |
-55.1% |
57.50 |
| ATR |
29.57 |
28.55 |
-1.02 |
-3.5% |
0.00 |
| Volume |
233,397 |
301,564 |
68,167 |
29.2% |
1,382,580 |
|
| Daily Pivots for day following 02-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.50 |
2,172.75 |
2,144.00 |
|
| R3 |
2,164.25 |
2,157.50 |
2,139.75 |
|
| R2 |
2,149.00 |
2,149.00 |
2,138.25 |
|
| R1 |
2,142.25 |
2,142.25 |
2,137.00 |
2,138.00 |
| PP |
2,133.75 |
2,133.75 |
2,133.75 |
2,131.50 |
| S1 |
2,127.00 |
2,127.00 |
2,134.00 |
2,122.75 |
| S2 |
2,118.50 |
2,118.50 |
2,132.75 |
|
| S3 |
2,103.25 |
2,111.75 |
2,131.25 |
|
| S4 |
2,088.00 |
2,096.50 |
2,127.00 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,274.00 |
2,251.50 |
2,145.50 |
|
| R3 |
2,216.50 |
2,194.00 |
2,129.75 |
|
| R2 |
2,159.00 |
2,159.00 |
2,124.50 |
|
| R1 |
2,136.50 |
2,136.50 |
2,119.25 |
2,147.75 |
| PP |
2,101.50 |
2,101.50 |
2,101.50 |
2,107.00 |
| S1 |
2,079.00 |
2,079.00 |
2,108.75 |
2,090.25 |
| S2 |
2,044.00 |
2,044.00 |
2,103.50 |
|
| S3 |
1,986.50 |
2,021.50 |
2,098.25 |
|
| S4 |
1,929.00 |
1,964.00 |
2,082.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,143.50 |
2,097.50 |
46.00 |
2.2% |
20.75 |
1.0% |
83% |
False |
False |
266,534 |
| 10 |
2,143.50 |
2,052.75 |
90.75 |
4.2% |
22.50 |
1.1% |
91% |
False |
False |
311,231 |
| 20 |
2,143.50 |
1,971.00 |
172.50 |
8.1% |
27.75 |
1.3% |
95% |
False |
False |
198,500 |
| 40 |
2,143.50 |
1,835.25 |
308.25 |
14.4% |
33.75 |
1.6% |
97% |
False |
False |
99,451 |
| 60 |
2,143.50 |
1,835.25 |
308.25 |
14.4% |
34.00 |
1.6% |
97% |
False |
False |
66,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,205.25 |
|
2.618 |
2,180.50 |
|
1.618 |
2,165.25 |
|
1.000 |
2,155.75 |
|
0.618 |
2,150.00 |
|
HIGH |
2,140.50 |
|
0.618 |
2,134.75 |
|
0.500 |
2,133.00 |
|
0.382 |
2,131.00 |
|
LOW |
2,125.25 |
|
0.618 |
2,115.75 |
|
1.000 |
2,110.00 |
|
1.618 |
2,100.50 |
|
2.618 |
2,085.25 |
|
4.250 |
2,060.50 |
|
|
| Fisher Pivots for day following 02-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,134.50 |
2,131.50 |
| PP |
2,133.75 |
2,127.50 |
| S1 |
2,133.00 |
2,123.50 |
|