| Trading Metrics calculated at close of trading on 11-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2007 |
11-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
8,079.0 |
8,080.0 |
1.0 |
0.0% |
7,927.5 |
| High |
8,082.5 |
8,130.5 |
48.0 |
0.6% |
8,089.0 |
| Low |
8,007.5 |
8,034.0 |
26.5 |
0.3% |
7,912.0 |
| Close |
8,047.0 |
8,096.0 |
49.0 |
0.6% |
8,061.5 |
| Range |
75.0 |
96.5 |
21.5 |
28.7% |
177.0 |
| ATR |
94.7 |
94.9 |
0.1 |
0.1% |
0.0 |
| Volume |
128,659 |
178,617 |
49,958 |
38.8% |
685,655 |
|
| Daily Pivots for day following 11-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,376.3 |
8,332.7 |
8,149.1 |
|
| R3 |
8,279.8 |
8,236.2 |
8,122.5 |
|
| R2 |
8,183.3 |
8,183.3 |
8,113.7 |
|
| R1 |
8,139.7 |
8,139.7 |
8,104.8 |
8,161.5 |
| PP |
8,086.8 |
8,086.8 |
8,086.8 |
8,097.8 |
| S1 |
8,043.2 |
8,043.2 |
8,087.2 |
8,065.0 |
| S2 |
7,990.3 |
7,990.3 |
8,078.3 |
|
| S3 |
7,893.8 |
7,946.7 |
8,069.5 |
|
| S4 |
7,797.3 |
7,850.2 |
8,042.9 |
|
|
| 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 |
8,130.5 |
8,006.0 |
124.5 |
1.5% |
75.6 |
0.9% |
72% |
True |
False |
132,200 |
| 10 |
8,130.5 |
7,833.0 |
297.5 |
3.7% |
78.4 |
1.0% |
88% |
True |
False |
136,244 |
| 20 |
8,130.5 |
7,523.0 |
607.5 |
7.5% |
82.3 |
1.0% |
94% |
True |
False |
122,021 |
| 40 |
8,130.5 |
7,307.0 |
823.5 |
10.2% |
102.1 |
1.3% |
96% |
True |
False |
62,011 |
| 60 |
8,142.5 |
7,307.0 |
835.5 |
10.3% |
119.9 |
1.5% |
94% |
False |
False |
41,558 |
| 80 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
117.1 |
1.4% |
79% |
False |
False |
31,267 |
| 100 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
115.1 |
1.4% |
79% |
False |
False |
25,240 |
| 120 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
103.7 |
1.3% |
79% |
False |
False |
21,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,540.6 |
|
2.618 |
8,383.1 |
|
1.618 |
8,286.6 |
|
1.000 |
8,227.0 |
|
0.618 |
8,190.1 |
|
HIGH |
8,130.5 |
|
0.618 |
8,093.6 |
|
0.500 |
8,082.3 |
|
0.382 |
8,070.9 |
|
LOW |
8,034.0 |
|
0.618 |
7,974.4 |
|
1.000 |
7,937.5 |
|
1.618 |
7,877.9 |
|
2.618 |
7,781.4 |
|
4.250 |
7,623.9 |
|
|
| Fisher Pivots for day following 11-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,091.4 |
8,087.0 |
| PP |
8,086.8 |
8,078.0 |
| S1 |
8,082.3 |
8,069.0 |
|