| Trading Metrics calculated at close of trading on 09-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2007 |
09-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,654.5 |
6,593.5 |
-61.0 |
-0.9% |
6,473.0 |
| High |
6,658.5 |
6,678.5 |
20.0 |
0.3% |
6,662.0 |
| Low |
6,578.5 |
6,576.5 |
-2.0 |
0.0% |
6,467.0 |
| Close |
6,608.0 |
6,668.5 |
60.5 |
0.9% |
6,631.0 |
| Range |
80.0 |
102.0 |
22.0 |
27.5% |
195.0 |
| ATR |
97.1 |
97.4 |
0.4 |
0.4% |
0.0 |
| Volume |
77,751 |
60,292 |
-17,459 |
-22.5% |
558,623 |
|
| Daily Pivots for day following 09-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,947.0 |
6,910.0 |
6,724.5 |
|
| R3 |
6,845.0 |
6,808.0 |
6,696.5 |
|
| R2 |
6,743.0 |
6,743.0 |
6,687.0 |
|
| R1 |
6,706.0 |
6,706.0 |
6,678.0 |
6,724.5 |
| PP |
6,641.0 |
6,641.0 |
6,641.0 |
6,650.5 |
| S1 |
6,604.0 |
6,604.0 |
6,659.0 |
6,622.5 |
| S2 |
6,539.0 |
6,539.0 |
6,650.0 |
|
| S3 |
6,437.0 |
6,502.0 |
6,640.5 |
|
| S4 |
6,335.0 |
6,400.0 |
6,612.5 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,171.5 |
7,096.5 |
6,738.0 |
|
| R3 |
6,976.5 |
6,901.5 |
6,684.5 |
|
| R2 |
6,781.5 |
6,781.5 |
6,667.0 |
|
| R1 |
6,706.5 |
6,706.5 |
6,649.0 |
6,744.0 |
| PP |
6,586.5 |
6,586.5 |
6,586.5 |
6,605.5 |
| S1 |
6,511.5 |
6,511.5 |
6,613.0 |
6,549.0 |
| S2 |
6,391.5 |
6,391.5 |
6,595.0 |
|
| S3 |
6,196.5 |
6,316.5 |
6,577.5 |
|
| S4 |
6,001.5 |
6,121.5 |
6,524.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,678.5 |
6,552.0 |
126.5 |
1.9% |
73.5 |
1.1% |
92% |
True |
False |
90,467 |
| 10 |
6,678.5 |
6,466.5 |
212.0 |
3.2% |
77.0 |
1.2% |
95% |
True |
False |
104,611 |
| 20 |
6,678.5 |
6,212.0 |
466.5 |
7.0% |
86.5 |
1.3% |
98% |
True |
False |
97,586 |
| 40 |
6,678.5 |
5,899.0 |
779.5 |
11.7% |
95.5 |
1.4% |
99% |
True |
False |
49,491 |
| 60 |
6,759.5 |
5,899.0 |
860.5 |
12.9% |
89.0 |
1.3% |
89% |
False |
False |
33,094 |
| 80 |
6,835.0 |
5,899.0 |
936.0 |
14.0% |
80.5 |
1.2% |
82% |
False |
False |
24,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,112.0 |
|
2.618 |
6,945.5 |
|
1.618 |
6,843.5 |
|
1.000 |
6,780.5 |
|
0.618 |
6,741.5 |
|
HIGH |
6,678.5 |
|
0.618 |
6,639.5 |
|
0.500 |
6,627.5 |
|
0.382 |
6,615.5 |
|
LOW |
6,576.5 |
|
0.618 |
6,513.5 |
|
1.000 |
6,474.5 |
|
1.618 |
6,411.5 |
|
2.618 |
6,309.5 |
|
4.250 |
6,143.0 |
|
|
| Fisher Pivots for day following 09-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,655.0 |
6,655.0 |
| PP |
6,641.0 |
6,641.0 |
| S1 |
6,627.5 |
6,627.5 |
|