| Trading Metrics calculated at close of trading on 08-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2007 |
08-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,655.0 |
6,716.0 |
61.0 |
0.9% |
6,634.0 |
| High |
6,672.0 |
6,736.0 |
64.0 |
1.0% |
6,742.0 |
| Low |
6,634.0 |
6,665.0 |
31.0 |
0.5% |
6,599.0 |
| Close |
6,651.0 |
6,680.0 |
29.0 |
0.4% |
6,651.0 |
| Range |
38.0 |
71.0 |
33.0 |
86.8% |
143.0 |
| ATR |
83.8 |
83.9 |
0.1 |
0.1% |
0.0 |
| Volume |
11,380 |
14,583 |
3,203 |
28.1% |
85,972 |
|
| Daily Pivots for day following 08-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,906.7 |
6,864.3 |
6,719.1 |
|
| R3 |
6,835.7 |
6,793.3 |
6,699.5 |
|
| R2 |
6,764.7 |
6,764.7 |
6,693.0 |
|
| R1 |
6,722.3 |
6,722.3 |
6,686.5 |
6,708.0 |
| PP |
6,693.7 |
6,693.7 |
6,693.7 |
6,686.5 |
| S1 |
6,651.3 |
6,651.3 |
6,673.5 |
6,637.0 |
| S2 |
6,622.7 |
6,622.7 |
6,667.0 |
|
| S3 |
6,551.7 |
6,580.3 |
6,660.5 |
|
| S4 |
6,480.7 |
6,509.3 |
6,641.0 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,093.0 |
7,015.0 |
6,729.7 |
|
| R3 |
6,950.0 |
6,872.0 |
6,690.3 |
|
| R2 |
6,807.0 |
6,807.0 |
6,677.2 |
|
| R1 |
6,729.0 |
6,729.0 |
6,664.1 |
6,768.0 |
| PP |
6,664.0 |
6,664.0 |
6,664.0 |
6,683.5 |
| S1 |
6,586.0 |
6,586.0 |
6,637.9 |
6,625.0 |
| S2 |
6,521.0 |
6,521.0 |
6,624.8 |
|
| S3 |
6,378.0 |
6,443.0 |
6,611.7 |
|
| S4 |
6,235.0 |
6,300.0 |
6,572.4 |
|
|
| 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 |
6,599.0 |
143.0 |
2.1% |
58.6 |
0.9% |
57% |
False |
False |
17,812 |
| 10 |
6,742.0 |
6,474.0 |
268.0 |
4.0% |
60.2 |
0.9% |
77% |
False |
False |
18,668 |
| 20 |
6,742.0 |
6,214.0 |
528.0 |
7.9% |
65.8 |
1.0% |
88% |
False |
False |
24,792 |
| 40 |
6,742.0 |
5,603.0 |
1,139.0 |
17.1% |
70.5 |
1.1% |
95% |
False |
False |
12,480 |
| 60 |
6,742.0 |
5,603.0 |
1,139.0 |
17.1% |
63.5 |
1.0% |
95% |
False |
False |
8,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,037.8 |
|
2.618 |
6,921.9 |
|
1.618 |
6,850.9 |
|
1.000 |
6,807.0 |
|
0.618 |
6,779.9 |
|
HIGH |
6,736.0 |
|
0.618 |
6,708.9 |
|
0.500 |
6,700.5 |
|
0.382 |
6,692.1 |
|
LOW |
6,665.0 |
|
0.618 |
6,621.1 |
|
1.000 |
6,594.0 |
|
1.618 |
6,550.1 |
|
2.618 |
6,479.1 |
|
4.250 |
6,363.3 |
|
|
| Fisher Pivots for day following 08-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,700.5 |
6,675.8 |
| PP |
6,693.7 |
6,671.7 |
| S1 |
6,686.8 |
6,667.5 |
|