| Trading Metrics calculated at close of trading on 04-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2007 |
04-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
8,042.0 |
8,028.0 |
-14.0 |
-0.2% |
7,874.5 |
| High |
8,047.0 |
8,040.0 |
-7.0 |
-0.1% |
7,964.0 |
| Low |
8,003.5 |
7,983.5 |
-20.0 |
-0.2% |
7,801.0 |
| Close |
8,028.5 |
8,013.0 |
-15.5 |
-0.2% |
7,954.5 |
| Range |
43.5 |
56.5 |
13.0 |
29.9% |
163.0 |
| ATR |
106.8 |
103.2 |
-3.6 |
-3.4% |
0.0 |
| Volume |
111,850 |
125,388 |
13,538 |
12.1% |
709,078 |
|
| Daily Pivots for day following 04-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,181.7 |
8,153.8 |
8,044.1 |
|
| R3 |
8,125.2 |
8,097.3 |
8,028.5 |
|
| R2 |
8,068.7 |
8,068.7 |
8,023.4 |
|
| R1 |
8,040.8 |
8,040.8 |
8,018.2 |
8,026.5 |
| PP |
8,012.2 |
8,012.2 |
8,012.2 |
8,005.0 |
| S1 |
7,984.3 |
7,984.3 |
8,007.8 |
7,970.0 |
| S2 |
7,955.7 |
7,955.7 |
8,002.6 |
|
| S3 |
7,899.2 |
7,927.8 |
7,997.5 |
|
| S4 |
7,842.7 |
7,871.3 |
7,981.9 |
|
|
| 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% |
81.1 |
1.0% |
83% |
False |
False |
140,289 |
| 10 |
8,049.0 |
7,792.5 |
256.5 |
3.2% |
70.7 |
0.9% |
86% |
False |
False |
144,678 |
| 20 |
8,049.0 |
7,465.0 |
584.0 |
7.3% |
91.4 |
1.1% |
94% |
False |
False |
90,008 |
| 40 |
8,049.0 |
7,307.0 |
742.0 |
9.3% |
109.3 |
1.4% |
95% |
False |
False |
45,572 |
| 60 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
120.1 |
1.5% |
71% |
False |
False |
30,574 |
| 80 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
119.9 |
1.5% |
71% |
False |
False |
23,034 |
| 100 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
113.0 |
1.4% |
71% |
False |
False |
18,636 |
| 120 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
102.7 |
1.3% |
71% |
False |
False |
15,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,280.1 |
|
2.618 |
8,187.9 |
|
1.618 |
8,131.4 |
|
1.000 |
8,096.5 |
|
0.618 |
8,074.9 |
|
HIGH |
8,040.0 |
|
0.618 |
8,018.4 |
|
0.500 |
8,011.8 |
|
0.382 |
8,005.1 |
|
LOW |
7,983.5 |
|
0.618 |
7,948.6 |
|
1.000 |
7,927.0 |
|
1.618 |
7,892.1 |
|
2.618 |
7,835.6 |
|
4.250 |
7,743.4 |
|
|
| Fisher Pivots for day following 04-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,012.6 |
8,016.3 |
| PP |
8,012.2 |
8,015.2 |
| S1 |
8,011.8 |
8,014.1 |
|