| Trading Metrics calculated at close of trading on 03-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2007 |
03-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
8,025.0 |
8,042.0 |
17.0 |
0.2% |
7,874.5 |
| High |
8,049.0 |
8,047.0 |
-2.0 |
0.0% |
7,964.0 |
| Low |
8,001.5 |
8,003.5 |
2.0 |
0.0% |
7,801.0 |
| Close |
8,021.0 |
8,028.5 |
7.5 |
0.1% |
7,954.5 |
| Range |
47.5 |
43.5 |
-4.0 |
-8.4% |
163.0 |
| ATR |
111.6 |
106.8 |
-4.9 |
-4.4% |
0.0 |
| Volume |
144,768 |
111,850 |
-32,918 |
-22.7% |
709,078 |
|
| Daily Pivots for day following 03-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,156.8 |
8,136.2 |
8,052.4 |
|
| R3 |
8,113.3 |
8,092.7 |
8,040.5 |
|
| R2 |
8,069.8 |
8,069.8 |
8,036.5 |
|
| R1 |
8,049.2 |
8,049.2 |
8,032.5 |
8,037.8 |
| PP |
8,026.3 |
8,026.3 |
8,026.3 |
8,020.6 |
| S1 |
8,005.7 |
8,005.7 |
8,024.5 |
7,994.3 |
| S2 |
7,982.8 |
7,982.8 |
8,020.5 |
|
| S3 |
7,939.3 |
7,962.2 |
8,016.5 |
|
| S4 |
7,895.8 |
7,918.7 |
8,004.6 |
|
|
| 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 |
8,049.0 |
7,833.0 |
216.0 |
2.7% |
79.3 |
1.0% |
91% |
False |
False |
145,089 |
| 10 |
8,049.0 |
7,783.0 |
266.0 |
3.3% |
70.7 |
0.9% |
92% |
False |
False |
139,276 |
| 20 |
8,049.0 |
7,465.0 |
584.0 |
7.3% |
95.0 |
1.2% |
96% |
False |
False |
83,804 |
| 40 |
8,049.0 |
7,307.0 |
742.0 |
9.2% |
112.3 |
1.4% |
97% |
False |
False |
42,455 |
| 60 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
123.1 |
1.5% |
73% |
False |
False |
28,492 |
| 80 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
120.5 |
1.5% |
73% |
False |
False |
21,490 |
| 100 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
112.9 |
1.4% |
73% |
False |
False |
17,382 |
| 120 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
102.7 |
1.3% |
73% |
False |
False |
14,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,231.9 |
|
2.618 |
8,160.9 |
|
1.618 |
8,117.4 |
|
1.000 |
8,090.5 |
|
0.618 |
8,073.9 |
|
HIGH |
8,047.0 |
|
0.618 |
8,030.4 |
|
0.500 |
8,025.3 |
|
0.382 |
8,020.1 |
|
LOW |
8,003.5 |
|
0.618 |
7,976.6 |
|
1.000 |
7,960.0 |
|
1.618 |
7,933.1 |
|
2.618 |
7,889.6 |
|
4.250 |
7,818.6 |
|
|
| Fisher Pivots for day following 03-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,027.4 |
8,012.5 |
| PP |
8,026.3 |
7,996.5 |
| S1 |
8,025.3 |
7,980.5 |
|