| Trading Metrics calculated at close of trading on 05-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2007 |
05-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
8,028.0 |
8,006.0 |
-22.0 |
-0.3% |
7,927.5 |
| High |
8,040.0 |
8,089.0 |
49.0 |
0.6% |
8,089.0 |
| Low |
7,983.5 |
8,006.0 |
22.5 |
0.3% |
7,912.0 |
| Close |
8,013.0 |
8,061.5 |
48.5 |
0.6% |
8,061.5 |
| Range |
56.5 |
83.0 |
26.5 |
46.9% |
177.0 |
| ATR |
103.2 |
101.7 |
-1.4 |
-1.4% |
0.0 |
| Volume |
125,388 |
140,117 |
14,729 |
11.7% |
685,655 |
|
| Daily Pivots for day following 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,301.2 |
8,264.3 |
8,107.2 |
|
| R3 |
8,218.2 |
8,181.3 |
8,084.3 |
|
| R2 |
8,135.2 |
8,135.2 |
8,076.7 |
|
| R1 |
8,098.3 |
8,098.3 |
8,069.1 |
8,116.8 |
| PP |
8,052.2 |
8,052.2 |
8,052.2 |
8,061.4 |
| S1 |
8,015.3 |
8,015.3 |
8,053.9 |
8,033.8 |
| S2 |
7,969.2 |
7,969.2 |
8,046.3 |
|
| S3 |
7,886.2 |
7,932.3 |
8,038.7 |
|
| S4 |
7,803.2 |
7,849.3 |
8,015.9 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,551.8 |
8,483.7 |
8,158.9 |
|
| R3 |
8,374.8 |
8,306.7 |
8,110.2 |
|
| R2 |
8,197.8 |
8,197.8 |
8,094.0 |
|
| R1 |
8,129.7 |
8,129.7 |
8,077.7 |
8,163.8 |
| PP |
8,020.8 |
8,020.8 |
8,020.8 |
8,037.9 |
| S1 |
7,952.7 |
7,952.7 |
8,045.3 |
7,986.8 |
| S2 |
7,843.8 |
7,843.8 |
8,029.1 |
|
| S3 |
7,666.8 |
7,775.7 |
8,012.8 |
|
| S4 |
7,489.8 |
7,598.7 |
7,964.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,089.0 |
7,912.0 |
177.0 |
2.2% |
71.5 |
0.9% |
84% |
True |
False |
137,131 |
| 10 |
8,089.0 |
7,801.0 |
288.0 |
3.6% |
68.8 |
0.9% |
90% |
True |
False |
139,473 |
| 20 |
8,089.0 |
7,465.0 |
624.0 |
7.7% |
85.1 |
1.1% |
96% |
True |
False |
96,937 |
| 40 |
8,089.0 |
7,307.0 |
782.0 |
9.7% |
108.0 |
1.3% |
96% |
True |
False |
49,059 |
| 60 |
8,279.5 |
7,307.0 |
972.5 |
12.1% |
120.1 |
1.5% |
78% |
False |
False |
32,901 |
| 80 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
118.7 |
1.5% |
76% |
False |
False |
24,773 |
| 100 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
113.6 |
1.4% |
76% |
False |
False |
20,037 |
| 120 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
102.8 |
1.3% |
76% |
False |
False |
16,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,441.8 |
|
2.618 |
8,306.3 |
|
1.618 |
8,223.3 |
|
1.000 |
8,172.0 |
|
0.618 |
8,140.3 |
|
HIGH |
8,089.0 |
|
0.618 |
8,057.3 |
|
0.500 |
8,047.5 |
|
0.382 |
8,037.7 |
|
LOW |
8,006.0 |
|
0.618 |
7,954.7 |
|
1.000 |
7,923.0 |
|
1.618 |
7,871.7 |
|
2.618 |
7,788.7 |
|
4.250 |
7,653.3 |
|
|
| Fisher Pivots for day following 05-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,056.8 |
8,053.1 |
| PP |
8,052.2 |
8,044.7 |
| S1 |
8,047.5 |
8,036.3 |
|