| Trading Metrics calculated at close of trading on 08-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2007 |
08-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
8,006.0 |
8,064.0 |
58.0 |
0.7% |
7,927.5 |
| High |
8,089.0 |
8,081.0 |
-8.0 |
-0.1% |
8,089.0 |
| Low |
8,006.0 |
8,021.5 |
15.5 |
0.2% |
7,912.0 |
| Close |
8,061.5 |
8,043.0 |
-18.5 |
-0.2% |
8,061.5 |
| Range |
83.0 |
59.5 |
-23.5 |
-28.3% |
177.0 |
| ATR |
101.7 |
98.7 |
-3.0 |
-3.0% |
0.0 |
| Volume |
140,117 |
82,867 |
-57,250 |
-40.9% |
685,655 |
|
| Daily Pivots for day following 08-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,227.0 |
8,194.5 |
8,075.7 |
|
| R3 |
8,167.5 |
8,135.0 |
8,059.4 |
|
| R2 |
8,108.0 |
8,108.0 |
8,053.9 |
|
| R1 |
8,075.5 |
8,075.5 |
8,048.5 |
8,062.0 |
| PP |
8,048.5 |
8,048.5 |
8,048.5 |
8,041.8 |
| S1 |
8,016.0 |
8,016.0 |
8,037.5 |
8,002.5 |
| S2 |
7,989.0 |
7,989.0 |
8,032.1 |
|
| S3 |
7,929.5 |
7,956.5 |
8,026.6 |
|
| S4 |
7,870.0 |
7,897.0 |
8,010.3 |
|
|
| 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 |
7,983.5 |
105.5 |
1.3% |
58.0 |
0.7% |
56% |
False |
False |
120,998 |
| 10 |
8,089.0 |
7,801.0 |
288.0 |
3.6% |
70.4 |
0.9% |
84% |
False |
False |
136,980 |
| 20 |
8,089.0 |
7,510.0 |
579.0 |
7.2% |
83.1 |
1.0% |
92% |
False |
False |
100,963 |
| 40 |
8,089.0 |
7,307.0 |
782.0 |
9.7% |
107.4 |
1.3% |
94% |
False |
False |
51,109 |
| 60 |
8,226.0 |
7,307.0 |
919.0 |
11.4% |
120.1 |
1.5% |
80% |
False |
False |
34,278 |
| 80 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
118.5 |
1.5% |
74% |
False |
False |
25,806 |
| 100 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
113.3 |
1.4% |
74% |
False |
False |
20,864 |
| 120 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
102.7 |
1.3% |
74% |
False |
False |
17,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,333.9 |
|
2.618 |
8,236.8 |
|
1.618 |
8,177.3 |
|
1.000 |
8,140.5 |
|
0.618 |
8,117.8 |
|
HIGH |
8,081.0 |
|
0.618 |
8,058.3 |
|
0.500 |
8,051.3 |
|
0.382 |
8,044.2 |
|
LOW |
8,021.5 |
|
0.618 |
7,984.7 |
|
1.000 |
7,962.0 |
|
1.618 |
7,925.2 |
|
2.618 |
7,865.7 |
|
4.250 |
7,768.6 |
|
|
| Fisher Pivots for day following 08-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,051.3 |
8,040.8 |
| PP |
8,048.5 |
8,038.5 |
| S1 |
8,045.8 |
8,036.3 |
|