| 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 |
14,065.36 |
14,043.73 |
-21.63 |
-0.2% |
13,895.71 |
| High |
14,067.96 |
14,166.97 |
99.01 |
0.7% |
14,124.54 |
| Low |
14,009.67 |
14,034.39 |
24.72 |
0.2% |
13,893.51 |
| Close |
14,043.73 |
14,164.53 |
120.80 |
0.9% |
14,066.01 |
| Range |
58.29 |
132.58 |
74.29 |
127.4% |
231.03 |
| ATR |
136.09 |
135.84 |
-0.25 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,519.70 |
14,474.70 |
14,237.45 |
|
| R3 |
14,387.12 |
14,342.12 |
14,200.99 |
|
| R2 |
14,254.54 |
14,254.54 |
14,188.84 |
|
| R1 |
14,209.54 |
14,209.54 |
14,176.68 |
14,232.04 |
| PP |
14,121.96 |
14,121.96 |
14,121.96 |
14,133.22 |
| S1 |
14,076.96 |
14,076.96 |
14,152.38 |
14,099.46 |
| S2 |
13,989.38 |
13,989.38 |
14,140.22 |
|
| S3 |
13,856.80 |
13,944.38 |
14,128.07 |
|
| S4 |
13,724.22 |
13,811.80 |
14,091.61 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,721.11 |
14,624.59 |
14,193.08 |
|
| R3 |
14,490.08 |
14,393.56 |
14,129.54 |
|
| R2 |
14,259.05 |
14,259.05 |
14,108.37 |
|
| R1 |
14,162.53 |
14,162.53 |
14,087.19 |
14,210.79 |
| PP |
14,028.02 |
14,028.02 |
14,028.02 |
14,052.15 |
| S1 |
13,931.50 |
13,931.50 |
14,044.83 |
13,979.76 |
| S2 |
13,796.99 |
13,796.99 |
14,023.65 |
|
| S3 |
13,565.96 |
13,700.47 |
14,002.48 |
|
| S4 |
13,334.93 |
13,469.44 |
13,938.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,166.97 |
13,947.73 |
219.24 |
1.5% |
99.31 |
0.7% |
99% |
True |
False |
|
| 10 |
14,166.97 |
13,779.30 |
387.67 |
2.7% |
107.72 |
0.8% |
99% |
True |
False |
|
| 20 |
14,166.97 |
13,263.03 |
903.94 |
6.4% |
122.25 |
0.9% |
100% |
True |
False |
|
| 40 |
14,166.97 |
12,517.94 |
1,649.03 |
11.6% |
163.68 |
1.2% |
100% |
True |
False |
|
| 60 |
14,166.97 |
12,517.94 |
1,649.03 |
11.6% |
183.49 |
1.3% |
100% |
True |
False |
|
| 80 |
14,166.97 |
12,517.94 |
1,649.03 |
11.6% |
170.80 |
1.2% |
100% |
True |
False |
|
| 100 |
14,166.97 |
12,517.94 |
1,649.03 |
11.6% |
160.78 |
1.1% |
100% |
True |
False |
|
| 120 |
14,166.97 |
12,517.94 |
1,649.03 |
11.6% |
150.26 |
1.1% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,730.44 |
|
2.618 |
14,514.06 |
|
1.618 |
14,381.48 |
|
1.000 |
14,299.55 |
|
0.618 |
14,248.90 |
|
HIGH |
14,166.97 |
|
0.618 |
14,116.32 |
|
0.500 |
14,100.68 |
|
0.382 |
14,085.04 |
|
LOW |
14,034.39 |
|
0.618 |
13,952.46 |
|
1.000 |
13,901.81 |
|
1.618 |
13,819.88 |
|
2.618 |
13,687.30 |
|
4.250 |
13,470.93 |
|
|
| Fisher Pivots for day following 09-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
14,143.25 |
14,132.32 |
| PP |
14,121.96 |
14,100.11 |
| S1 |
14,100.68 |
14,067.90 |
|