| Trading Metrics calculated at close of trading on 03-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2007 |
03-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,135.75 |
2,134.75 |
-1.00 |
0.0% |
2,068.50 |
| High |
2,140.50 |
2,138.75 |
-1.75 |
-0.1% |
2,124.00 |
| Low |
2,125.25 |
2,115.25 |
-10.00 |
-0.5% |
2,066.50 |
| Close |
2,135.50 |
2,120.75 |
-14.75 |
-0.7% |
2,114.00 |
| Range |
15.25 |
23.50 |
8.25 |
54.1% |
57.50 |
| ATR |
28.55 |
28.19 |
-0.36 |
-1.3% |
0.00 |
| Volume |
301,564 |
247,898 |
-53,666 |
-17.8% |
1,382,580 |
|
| Daily Pivots for day following 03-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,195.50 |
2,181.50 |
2,133.75 |
|
| R3 |
2,172.00 |
2,158.00 |
2,127.25 |
|
| R2 |
2,148.50 |
2,148.50 |
2,125.00 |
|
| R1 |
2,134.50 |
2,134.50 |
2,123.00 |
2,129.75 |
| PP |
2,125.00 |
2,125.00 |
2,125.00 |
2,122.50 |
| S1 |
2,111.00 |
2,111.00 |
2,118.50 |
2,106.25 |
| S2 |
2,101.50 |
2,101.50 |
2,116.50 |
|
| S3 |
2,078.00 |
2,087.50 |
2,114.25 |
|
| S4 |
2,054.50 |
2,064.00 |
2,107.75 |
|
|
| 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 |
2,103.25 |
40.25 |
1.9% |
21.50 |
1.0% |
43% |
False |
False |
260,955 |
| 10 |
2,143.50 |
2,052.75 |
90.75 |
4.3% |
22.50 |
1.1% |
75% |
False |
False |
292,353 |
| 20 |
2,143.50 |
1,971.00 |
172.50 |
8.1% |
27.25 |
1.3% |
87% |
False |
False |
210,827 |
| 40 |
2,143.50 |
1,835.25 |
308.25 |
14.5% |
33.50 |
1.6% |
93% |
False |
False |
105,647 |
| 60 |
2,143.50 |
1,835.25 |
308.25 |
14.5% |
34.00 |
1.6% |
93% |
False |
False |
70,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,238.50 |
|
2.618 |
2,200.25 |
|
1.618 |
2,176.75 |
|
1.000 |
2,162.25 |
|
0.618 |
2,153.25 |
|
HIGH |
2,138.75 |
|
0.618 |
2,129.75 |
|
0.500 |
2,127.00 |
|
0.382 |
2,124.25 |
|
LOW |
2,115.25 |
|
0.618 |
2,100.75 |
|
1.000 |
2,091.75 |
|
1.618 |
2,077.25 |
|
2.618 |
2,053.75 |
|
4.250 |
2,015.50 |
|
|
| Fisher Pivots for day following 03-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,127.00 |
2,126.50 |
| PP |
2,125.00 |
2,124.50 |
| S1 |
2,122.75 |
2,122.75 |
|