| Trading Metrics calculated at close of trading on 10-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2007 |
10-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
8,064.0 |
8,079.0 |
15.0 |
0.2% |
7,927.5 |
| High |
8,087.0 |
8,082.5 |
-4.5 |
-0.1% |
8,089.0 |
| Low |
8,023.0 |
8,007.5 |
-15.5 |
-0.2% |
7,912.0 |
| Close |
8,050.0 |
8,047.0 |
-3.0 |
0.0% |
8,061.5 |
| Range |
64.0 |
75.0 |
11.0 |
17.2% |
177.0 |
| ATR |
96.2 |
94.7 |
-1.5 |
-1.6% |
0.0 |
| Volume |
130,742 |
128,659 |
-2,083 |
-1.6% |
685,655 |
|
| Daily Pivots for day following 10-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,270.7 |
8,233.8 |
8,088.3 |
|
| R3 |
8,195.7 |
8,158.8 |
8,067.6 |
|
| R2 |
8,120.7 |
8,120.7 |
8,060.8 |
|
| R1 |
8,083.8 |
8,083.8 |
8,053.9 |
8,064.8 |
| PP |
8,045.7 |
8,045.7 |
8,045.7 |
8,036.1 |
| S1 |
8,008.8 |
8,008.8 |
8,040.1 |
7,989.8 |
| S2 |
7,970.7 |
7,970.7 |
8,033.3 |
|
| S3 |
7,895.7 |
7,933.8 |
8,026.4 |
|
| S4 |
7,820.7 |
7,858.8 |
8,005.8 |
|
|
| 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% |
67.6 |
0.8% |
60% |
False |
False |
121,554 |
| 10 |
8,089.0 |
7,833.0 |
256.0 |
3.2% |
73.5 |
0.9% |
84% |
False |
False |
133,322 |
| 20 |
8,089.0 |
7,523.0 |
566.0 |
7.0% |
83.1 |
1.0% |
93% |
False |
False |
113,400 |
| 40 |
8,089.0 |
7,307.0 |
782.0 |
9.7% |
104.4 |
1.3% |
95% |
False |
False |
57,575 |
| 60 |
8,150.0 |
7,307.0 |
843.0 |
10.5% |
119.3 |
1.5% |
88% |
False |
False |
38,590 |
| 80 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
117.8 |
1.5% |
75% |
False |
False |
29,039 |
| 100 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
114.6 |
1.4% |
75% |
False |
False |
23,456 |
| 120 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
103.4 |
1.3% |
75% |
False |
False |
19,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,401.3 |
|
2.618 |
8,278.9 |
|
1.618 |
8,203.9 |
|
1.000 |
8,157.5 |
|
0.618 |
8,128.9 |
|
HIGH |
8,082.5 |
|
0.618 |
8,053.9 |
|
0.500 |
8,045.0 |
|
0.382 |
8,036.2 |
|
LOW |
8,007.5 |
|
0.618 |
7,961.2 |
|
1.000 |
7,932.5 |
|
1.618 |
7,886.2 |
|
2.618 |
7,811.2 |
|
4.250 |
7,688.8 |
|
|
| Fisher Pivots for day following 10-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,046.3 |
8,047.3 |
| PP |
8,045.7 |
8,047.2 |
| S1 |
8,045.0 |
8,047.1 |
|