| Trading Metrics calculated at close of trading on 02-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2007 |
02-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,634.0 |
6,704.0 |
70.0 |
1.1% |
6,455.0 |
| High |
6,662.0 |
6,742.0 |
80.0 |
1.2% |
6,653.0 |
| Low |
6,607.0 |
6,687.0 |
80.0 |
1.2% |
6,441.0 |
| Close |
6,628.0 |
6,723.0 |
95.0 |
1.4% |
6,607.0 |
| Range |
55.0 |
55.0 |
0.0 |
0.0% |
212.0 |
| ATR |
85.9 |
87.9 |
2.0 |
2.3% |
0.0 |
| Volume |
11,494 |
24,408 |
12,914 |
112.4% |
106,485 |
|
| Daily Pivots for day following 02-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,882.3 |
6,857.7 |
6,753.3 |
|
| R3 |
6,827.3 |
6,802.7 |
6,738.1 |
|
| R2 |
6,772.3 |
6,772.3 |
6,733.1 |
|
| R1 |
6,747.7 |
6,747.7 |
6,728.0 |
6,760.0 |
| PP |
6,717.3 |
6,717.3 |
6,717.3 |
6,723.5 |
| S1 |
6,692.7 |
6,692.7 |
6,718.0 |
6,705.0 |
| S2 |
6,662.3 |
6,662.3 |
6,712.9 |
|
| S3 |
6,607.3 |
6,637.7 |
6,707.9 |
|
| S4 |
6,552.3 |
6,582.7 |
6,692.8 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,203.0 |
7,117.0 |
6,723.6 |
|
| R3 |
6,991.0 |
6,905.0 |
6,665.3 |
|
| R2 |
6,779.0 |
6,779.0 |
6,645.9 |
|
| R1 |
6,693.0 |
6,693.0 |
6,626.4 |
6,736.0 |
| PP |
6,567.0 |
6,567.0 |
6,567.0 |
6,588.5 |
| S1 |
6,481.0 |
6,481.0 |
6,587.6 |
6,524.0 |
| S2 |
6,355.0 |
6,355.0 |
6,568.1 |
|
| S3 |
6,143.0 |
6,269.0 |
6,548.7 |
|
| S4 |
5,931.0 |
6,057.0 |
6,490.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,742.0 |
6,515.0 |
227.0 |
3.4% |
53.8 |
0.8% |
92% |
True |
False |
19,760 |
| 10 |
6,742.0 |
6,370.0 |
372.0 |
5.5% |
65.1 |
1.0% |
95% |
True |
False |
24,642 |
| 20 |
6,742.0 |
6,204.0 |
538.0 |
8.0% |
67.5 |
1.0% |
96% |
True |
False |
21,617 |
| 40 |
6,742.0 |
5,603.0 |
1,139.0 |
16.9% |
69.6 |
1.0% |
98% |
True |
False |
10,866 |
| 60 |
6,742.0 |
5,603.0 |
1,139.0 |
16.9% |
61.4 |
0.9% |
98% |
True |
False |
7,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,975.8 |
|
2.618 |
6,886.0 |
|
1.618 |
6,831.0 |
|
1.000 |
6,797.0 |
|
0.618 |
6,776.0 |
|
HIGH |
6,742.0 |
|
0.618 |
6,721.0 |
|
0.500 |
6,714.5 |
|
0.382 |
6,708.0 |
|
LOW |
6,687.0 |
|
0.618 |
6,653.0 |
|
1.000 |
6,632.0 |
|
1.618 |
6,598.0 |
|
2.618 |
6,543.0 |
|
4.250 |
6,453.3 |
|
|
| Fisher Pivots for day following 02-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,720.2 |
6,702.7 |
| PP |
6,717.3 |
6,682.3 |
| S1 |
6,714.5 |
6,662.0 |
|