| 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 |
14,165.02 |
14,079.10 |
-85.92 |
-0.6% |
13,895.71 |
| High |
14,165.02 |
14,198.10 |
33.08 |
0.2% |
14,124.54 |
| Low |
14,009.51 |
13,950.25 |
-59.26 |
-0.4% |
13,893.51 |
| Close |
14,078.69 |
14,015.12 |
-63.57 |
-0.5% |
14,066.01 |
| Range |
155.51 |
247.85 |
92.34 |
59.4% |
231.03 |
| ATR |
137.24 |
145.14 |
7.90 |
5.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,798.04 |
14,654.43 |
14,151.44 |
|
| R3 |
14,550.19 |
14,406.58 |
14,083.28 |
|
| R2 |
14,302.34 |
14,302.34 |
14,060.56 |
|
| R1 |
14,158.73 |
14,158.73 |
14,037.84 |
14,106.61 |
| PP |
14,054.49 |
14,054.49 |
14,054.49 |
14,028.43 |
| S1 |
13,910.88 |
13,910.88 |
13,992.40 |
13,858.76 |
| S2 |
13,806.64 |
13,806.64 |
13,969.68 |
|
| S3 |
13,558.79 |
13,663.03 |
13,946.96 |
|
| S4 |
13,310.94 |
13,415.18 |
13,878.80 |
|
|
| 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 |
14,198.10 |
13,950.25 |
247.85 |
1.8% |
149.99 |
1.1% |
26% |
True |
True |
|
| 10 |
14,198.10 |
13,850.27 |
347.83 |
2.5% |
129.18 |
0.9% |
47% |
True |
False |
|
| 20 |
14,198.10 |
13,323.84 |
874.26 |
6.2% |
128.72 |
0.9% |
79% |
True |
False |
|
| 40 |
14,198.10 |
12,517.94 |
1,680.16 |
12.0% |
160.35 |
1.1% |
89% |
True |
False |
|
| 60 |
14,198.10 |
12,517.94 |
1,680.16 |
12.0% |
186.53 |
1.3% |
89% |
True |
False |
|
| 80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.0% |
174.16 |
1.2% |
89% |
True |
False |
|
| 100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.0% |
163.42 |
1.2% |
89% |
True |
False |
|
| 120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.0% |
151.76 |
1.1% |
89% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,251.46 |
|
2.618 |
14,846.97 |
|
1.618 |
14,599.12 |
|
1.000 |
14,445.95 |
|
0.618 |
14,351.27 |
|
HIGH |
14,198.10 |
|
0.618 |
14,103.42 |
|
0.500 |
14,074.18 |
|
0.382 |
14,044.93 |
|
LOW |
13,950.25 |
|
0.618 |
13,797.08 |
|
1.000 |
13,702.40 |
|
1.618 |
13,549.23 |
|
2.618 |
13,301.38 |
|
4.250 |
12,896.89 |
|
|
| Fisher Pivots for day following 11-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
14,074.18 |
14,074.18 |
| PP |
14,054.49 |
14,054.49 |
| S1 |
14,034.81 |
14,034.81 |
|