| 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 |
6,716.0 |
6,654.0 |
-62.0 |
-0.9% |
6,634.0 |
| High |
6,736.0 |
6,738.0 |
2.0 |
0.0% |
6,742.0 |
| Low |
6,665.0 |
6,654.0 |
-11.0 |
-0.2% |
6,599.0 |
| Close |
6,680.0 |
6,708.0 |
28.0 |
0.4% |
6,651.0 |
| Range |
71.0 |
84.0 |
13.0 |
18.3% |
143.0 |
| ATR |
83.9 |
83.9 |
0.0 |
0.0% |
0.0 |
| Volume |
14,583 |
20,977 |
6,394 |
43.8% |
85,972 |
|
| Daily Pivots for day following 09-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,952.0 |
6,914.0 |
6,754.2 |
|
| R3 |
6,868.0 |
6,830.0 |
6,731.1 |
|
| R2 |
6,784.0 |
6,784.0 |
6,723.4 |
|
| R1 |
6,746.0 |
6,746.0 |
6,715.7 |
6,765.0 |
| PP |
6,700.0 |
6,700.0 |
6,700.0 |
6,709.5 |
| S1 |
6,662.0 |
6,662.0 |
6,700.3 |
6,681.0 |
| S2 |
6,616.0 |
6,616.0 |
6,692.6 |
|
| S3 |
6,532.0 |
6,578.0 |
6,684.9 |
|
| S4 |
6,448.0 |
6,494.0 |
6,661.8 |
|
|
| 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 |
6,738.0 |
6,599.0 |
139.0 |
2.1% |
64.4 |
1.0% |
78% |
True |
False |
17,126 |
| 10 |
6,742.0 |
6,515.0 |
227.0 |
3.4% |
59.1 |
0.9% |
85% |
False |
False |
18,443 |
| 20 |
6,742.0 |
6,214.0 |
528.0 |
7.9% |
67.0 |
1.0% |
94% |
False |
False |
25,662 |
| 40 |
6,742.0 |
5,603.0 |
1,139.0 |
17.0% |
71.0 |
1.1% |
97% |
False |
False |
13,004 |
| 60 |
6,742.0 |
5,603.0 |
1,139.0 |
17.0% |
64.5 |
1.0% |
97% |
False |
False |
8,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,095.0 |
|
2.618 |
6,957.9 |
|
1.618 |
6,873.9 |
|
1.000 |
6,822.0 |
|
0.618 |
6,789.9 |
|
HIGH |
6,738.0 |
|
0.618 |
6,705.9 |
|
0.500 |
6,696.0 |
|
0.382 |
6,686.1 |
|
LOW |
6,654.0 |
|
0.618 |
6,602.1 |
|
1.000 |
6,570.0 |
|
1.618 |
6,518.1 |
|
2.618 |
6,434.1 |
|
4.250 |
6,297.0 |
|
|
| Fisher Pivots for day following 09-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,704.0 |
6,700.7 |
| PP |
6,700.0 |
6,693.3 |
| S1 |
6,696.0 |
6,686.0 |
|