| Trading Metrics calculated at close of trading on 11-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2007 |
11-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,194.00 |
2,196.00 |
2.00 |
0.1% |
2,116.25 |
| High |
2,199.00 |
2,214.00 |
15.00 |
0.7% |
2,173.00 |
| Low |
2,184.25 |
2,145.75 |
-38.50 |
-1.8% |
2,108.50 |
| Close |
2,196.50 |
2,166.75 |
-29.75 |
-1.4% |
2,170.75 |
| Range |
14.75 |
68.25 |
53.50 |
362.7% |
64.50 |
| ATR |
26.95 |
29.90 |
2.95 |
10.9% |
0.00 |
| Volume |
286,138 |
263,536 |
-22,602 |
-7.9% |
1,280,584 |
|
| Daily Pivots for day following 11-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,380.25 |
2,341.75 |
2,204.25 |
|
| R3 |
2,312.00 |
2,273.50 |
2,185.50 |
|
| R2 |
2,243.75 |
2,243.75 |
2,179.25 |
|
| R1 |
2,205.25 |
2,205.25 |
2,173.00 |
2,190.50 |
| PP |
2,175.50 |
2,175.50 |
2,175.50 |
2,168.00 |
| S1 |
2,137.00 |
2,137.00 |
2,160.50 |
2,122.00 |
| S2 |
2,107.25 |
2,107.25 |
2,154.25 |
|
| S3 |
2,039.00 |
2,068.75 |
2,148.00 |
|
| S4 |
1,970.75 |
2,000.50 |
2,129.25 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,344.25 |
2,322.00 |
2,206.25 |
|
| R3 |
2,279.75 |
2,257.50 |
2,188.50 |
|
| R2 |
2,215.25 |
2,215.25 |
2,182.50 |
|
| R1 |
2,193.00 |
2,193.00 |
2,176.75 |
2,204.00 |
| PP |
2,150.75 |
2,150.75 |
2,150.75 |
2,156.25 |
| S1 |
2,128.50 |
2,128.50 |
2,164.75 |
2,139.50 |
| S2 |
2,086.25 |
2,086.25 |
2,159.00 |
|
| S3 |
2,021.75 |
2,064.00 |
2,153.00 |
|
| S4 |
1,957.25 |
1,999.50 |
2,135.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,214.00 |
2,121.50 |
92.50 |
4.3% |
34.50 |
1.6% |
49% |
True |
False |
262,983 |
| 10 |
2,214.00 |
2,103.25 |
110.75 |
5.1% |
28.50 |
1.3% |
57% |
True |
False |
260,975 |
| 20 |
2,214.00 |
2,000.25 |
213.75 |
9.9% |
27.50 |
1.3% |
78% |
True |
False |
287,910 |
| 40 |
2,214.00 |
1,841.75 |
372.25 |
17.2% |
31.50 |
1.5% |
87% |
True |
False |
145,562 |
| 60 |
2,214.00 |
1,835.25 |
378.75 |
17.5% |
35.00 |
1.6% |
88% |
True |
False |
97,081 |
| 80 |
2,214.00 |
1,835.25 |
378.75 |
17.5% |
31.50 |
1.5% |
88% |
True |
False |
72,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,504.00 |
|
2.618 |
2,392.75 |
|
1.618 |
2,324.50 |
|
1.000 |
2,282.25 |
|
0.618 |
2,256.25 |
|
HIGH |
2,214.00 |
|
0.618 |
2,188.00 |
|
0.500 |
2,180.00 |
|
0.382 |
2,171.75 |
|
LOW |
2,145.75 |
|
0.618 |
2,103.50 |
|
1.000 |
2,077.50 |
|
1.618 |
2,035.25 |
|
2.618 |
1,967.00 |
|
4.250 |
1,855.75 |
|
|
| Fisher Pivots for day following 11-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,180.00 |
2,180.00 |
| PP |
2,175.50 |
2,175.50 |
| S1 |
2,171.00 |
2,171.00 |
|