| Trading Metrics calculated at close of trading on 01-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2007 |
01-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
7,954.5 |
7,927.5 |
-27.0 |
-0.3% |
7,874.5 |
| High |
7,964.0 |
8,039.0 |
75.0 |
0.9% |
7,964.0 |
| Low |
7,833.0 |
7,912.0 |
79.0 |
1.0% |
7,801.0 |
| Close |
7,954.5 |
7,991.5 |
37.0 |
0.5% |
7,954.5 |
| Range |
131.0 |
127.0 |
-4.0 |
-3.1% |
163.0 |
| ATR |
114.9 |
115.8 |
0.9 |
0.7% |
0.0 |
| Volume |
155,907 |
163,532 |
7,625 |
4.9% |
709,078 |
|
| Daily Pivots for day following 01-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,361.8 |
8,303.7 |
8,061.4 |
|
| R3 |
8,234.8 |
8,176.7 |
8,026.4 |
|
| R2 |
8,107.8 |
8,107.8 |
8,014.8 |
|
| R1 |
8,049.7 |
8,049.7 |
8,003.1 |
8,078.8 |
| PP |
7,980.8 |
7,980.8 |
7,980.8 |
7,995.4 |
| S1 |
7,922.7 |
7,922.7 |
7,979.9 |
7,951.8 |
| S2 |
7,853.8 |
7,853.8 |
7,968.2 |
|
| S3 |
7,726.8 |
7,795.7 |
7,956.6 |
|
| S4 |
7,599.8 |
7,668.7 |
7,921.7 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,395.5 |
8,338.0 |
8,044.2 |
|
| R3 |
8,232.5 |
8,175.0 |
7,999.3 |
|
| R2 |
8,069.5 |
8,069.5 |
7,984.4 |
|
| R1 |
8,012.0 |
8,012.0 |
7,969.4 |
8,040.8 |
| PP |
7,906.5 |
7,906.5 |
7,906.5 |
7,920.9 |
| S1 |
7,849.0 |
7,849.0 |
7,939.6 |
7,877.8 |
| S2 |
7,743.5 |
7,743.5 |
7,924.6 |
|
| S3 |
7,580.5 |
7,686.0 |
7,909.7 |
|
| S4 |
7,417.5 |
7,523.0 |
7,864.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,039.0 |
7,801.0 |
238.0 |
3.0% |
82.8 |
1.0% |
80% |
True |
False |
152,963 |
| 10 |
8,039.0 |
7,533.5 |
505.5 |
6.3% |
94.3 |
1.2% |
91% |
True |
False |
134,323 |
| 20 |
8,039.0 |
7,465.0 |
574.0 |
7.2% |
105.1 |
1.3% |
92% |
True |
False |
71,115 |
| 40 |
8,039.0 |
7,307.0 |
732.0 |
9.2% |
116.0 |
1.5% |
94% |
True |
False |
36,068 |
| 60 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
127.8 |
1.6% |
69% |
False |
False |
24,229 |
| 80 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
122.4 |
1.5% |
69% |
False |
False |
18,422 |
| 100 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
113.2 |
1.4% |
69% |
False |
False |
14,825 |
| 120 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
102.6 |
1.3% |
69% |
False |
False |
12,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,578.8 |
|
2.618 |
8,371.5 |
|
1.618 |
8,244.5 |
|
1.000 |
8,166.0 |
|
0.618 |
8,117.5 |
|
HIGH |
8,039.0 |
|
0.618 |
7,990.5 |
|
0.500 |
7,975.5 |
|
0.382 |
7,960.5 |
|
LOW |
7,912.0 |
|
0.618 |
7,833.5 |
|
1.000 |
7,785.0 |
|
1.618 |
7,706.5 |
|
2.618 |
7,579.5 |
|
4.250 |
7,372.3 |
|
|
| Fisher Pivots for day following 01-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,986.2 |
7,973.0 |
| PP |
7,980.8 |
7,954.5 |
| S1 |
7,975.5 |
7,936.0 |
|