| Trading Metrics calculated at close of trading on 09-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2007 |
09-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
8,064.0 |
8,064.0 |
0.0 |
0.0% |
7,927.5 |
| High |
8,081.0 |
8,087.0 |
6.0 |
0.1% |
8,089.0 |
| Low |
8,021.5 |
8,023.0 |
1.5 |
0.0% |
7,912.0 |
| Close |
8,043.0 |
8,050.0 |
7.0 |
0.1% |
8,061.5 |
| Range |
59.5 |
64.0 |
4.5 |
7.6% |
177.0 |
| ATR |
98.7 |
96.2 |
-2.5 |
-2.5% |
0.0 |
| Volume |
82,867 |
130,742 |
47,875 |
57.8% |
685,655 |
|
| Daily Pivots for day following 09-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,245.3 |
8,211.7 |
8,085.2 |
|
| R3 |
8,181.3 |
8,147.7 |
8,067.6 |
|
| R2 |
8,117.3 |
8,117.3 |
8,061.7 |
|
| R1 |
8,083.7 |
8,083.7 |
8,055.9 |
8,068.5 |
| PP |
8,053.3 |
8,053.3 |
8,053.3 |
8,045.8 |
| S1 |
8,019.7 |
8,019.7 |
8,044.1 |
8,004.5 |
| S2 |
7,989.3 |
7,989.3 |
8,038.3 |
|
| S3 |
7,925.3 |
7,955.7 |
8,032.4 |
|
| S4 |
7,861.3 |
7,891.7 |
8,014.8 |
|
|
| 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% |
61.3 |
0.8% |
63% |
False |
False |
118,192 |
| 10 |
8,089.0 |
7,833.0 |
256.0 |
3.2% |
69.7 |
0.9% |
85% |
False |
False |
133,753 |
| 20 |
8,089.0 |
7,520.0 |
569.0 |
7.1% |
82.0 |
1.0% |
93% |
False |
False |
107,197 |
| 40 |
8,089.0 |
7,307.0 |
782.0 |
9.7% |
106.4 |
1.3% |
95% |
False |
False |
54,365 |
| 60 |
8,150.0 |
7,307.0 |
843.0 |
10.5% |
119.8 |
1.5% |
88% |
False |
False |
36,452 |
| 80 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
118.6 |
1.5% |
75% |
False |
False |
27,435 |
| 100 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
113.9 |
1.4% |
75% |
False |
False |
22,171 |
| 120 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
103.2 |
1.3% |
75% |
False |
False |
18,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,359.0 |
|
2.618 |
8,254.6 |
|
1.618 |
8,190.6 |
|
1.000 |
8,151.0 |
|
0.618 |
8,126.6 |
|
HIGH |
8,087.0 |
|
0.618 |
8,062.6 |
|
0.500 |
8,055.0 |
|
0.382 |
8,047.4 |
|
LOW |
8,023.0 |
|
0.618 |
7,983.4 |
|
1.000 |
7,959.0 |
|
1.618 |
7,919.4 |
|
2.618 |
7,855.4 |
|
4.250 |
7,751.0 |
|
|
| Fisher Pivots for day following 09-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,055.0 |
8,049.2 |
| PP |
8,053.3 |
8,048.3 |
| S1 |
8,051.7 |
8,047.5 |
|