| Trading Metrics calculated at close of trading on 12-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2007 |
12-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,765.0 |
6,801.0 |
36.0 |
0.5% |
6,716.0 |
| High |
6,832.0 |
6,808.0 |
-24.0 |
-0.4% |
6,832.0 |
| Low |
6,754.0 |
6,759.0 |
5.0 |
0.1% |
6,654.0 |
| Close |
6,825.0 |
6,798.0 |
-27.0 |
-0.4% |
6,798.0 |
| Range |
78.0 |
49.0 |
-29.0 |
-37.2% |
178.0 |
| ATR |
83.9 |
82.6 |
-1.3 |
-1.5% |
0.0 |
| Volume |
15,985 |
15,780 |
-205 |
-1.3% |
83,849 |
|
| Daily Pivots for day following 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,935.3 |
6,915.7 |
6,825.0 |
|
| R3 |
6,886.3 |
6,866.7 |
6,811.5 |
|
| R2 |
6,837.3 |
6,837.3 |
6,807.0 |
|
| R1 |
6,817.7 |
6,817.7 |
6,802.5 |
6,803.0 |
| PP |
6,788.3 |
6,788.3 |
6,788.3 |
6,781.0 |
| S1 |
6,768.7 |
6,768.7 |
6,793.5 |
6,754.0 |
| S2 |
6,739.3 |
6,739.3 |
6,789.0 |
|
| S3 |
6,690.3 |
6,719.7 |
6,784.5 |
|
| S4 |
6,641.3 |
6,670.7 |
6,771.1 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,295.3 |
7,224.7 |
6,895.9 |
|
| R3 |
7,117.3 |
7,046.7 |
6,847.0 |
|
| R2 |
6,939.3 |
6,939.3 |
6,830.6 |
|
| R1 |
6,868.7 |
6,868.7 |
6,814.3 |
6,904.0 |
| PP |
6,761.3 |
6,761.3 |
6,761.3 |
6,779.0 |
| S1 |
6,690.7 |
6,690.7 |
6,781.7 |
6,726.0 |
| S2 |
6,583.3 |
6,583.3 |
6,765.4 |
|
| S3 |
6,405.3 |
6,512.7 |
6,749.1 |
|
| S4 |
6,227.3 |
6,334.7 |
6,700.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,832.0 |
6,654.0 |
178.0 |
2.6% |
67.2 |
1.0% |
81% |
False |
False |
16,769 |
| 10 |
6,832.0 |
6,599.0 |
233.0 |
3.4% |
61.3 |
0.9% |
85% |
False |
False |
16,982 |
| 20 |
6,832.0 |
6,214.0 |
618.0 |
9.1% |
65.3 |
1.0% |
94% |
False |
False |
26,278 |
| 40 |
6,832.0 |
5,820.0 |
1,012.0 |
14.9% |
65.4 |
1.0% |
97% |
False |
False |
14,197 |
| 60 |
6,832.0 |
5,603.0 |
1,229.0 |
18.1% |
65.9 |
1.0% |
97% |
False |
False |
9,491 |
| 80 |
6,832.0 |
5,603.0 |
1,229.0 |
18.1% |
57.3 |
0.8% |
97% |
False |
False |
7,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,016.3 |
|
2.618 |
6,936.3 |
|
1.618 |
6,887.3 |
|
1.000 |
6,857.0 |
|
0.618 |
6,838.3 |
|
HIGH |
6,808.0 |
|
0.618 |
6,789.3 |
|
0.500 |
6,783.5 |
|
0.382 |
6,777.7 |
|
LOW |
6,759.0 |
|
0.618 |
6,728.7 |
|
1.000 |
6,710.0 |
|
1.618 |
6,679.7 |
|
2.618 |
6,630.7 |
|
4.250 |
6,550.8 |
|
|
| Fisher Pivots for day following 12-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,793.2 |
6,794.7 |
| PP |
6,788.3 |
6,791.3 |
| S1 |
6,783.5 |
6,788.0 |
|