| Trading Metrics calculated at close of trading on 12-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2007 |
12-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
8,080.0 |
8,042.0 |
-38.0 |
-0.5% |
8,064.0 |
| High |
8,130.5 |
8,120.0 |
-10.5 |
-0.1% |
8,130.5 |
| Low |
8,034.0 |
8,032.5 |
-1.5 |
0.0% |
8,007.5 |
| Close |
8,096.0 |
8,094.5 |
-1.5 |
0.0% |
8,094.5 |
| Range |
96.5 |
87.5 |
-9.0 |
-9.3% |
123.0 |
| ATR |
94.9 |
94.3 |
-0.5 |
-0.6% |
0.0 |
| Volume |
178,617 |
147,773 |
-30,844 |
-17.3% |
668,658 |
|
| Daily Pivots for day following 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,344.8 |
8,307.2 |
8,142.6 |
|
| R3 |
8,257.3 |
8,219.7 |
8,118.6 |
|
| R2 |
8,169.8 |
8,169.8 |
8,110.5 |
|
| R1 |
8,132.2 |
8,132.2 |
8,102.5 |
8,151.0 |
| PP |
8,082.3 |
8,082.3 |
8,082.3 |
8,091.8 |
| S1 |
8,044.7 |
8,044.7 |
8,086.5 |
8,063.5 |
| S2 |
7,994.8 |
7,994.8 |
8,078.5 |
|
| S3 |
7,907.3 |
7,957.2 |
8,070.4 |
|
| S4 |
7,819.8 |
7,869.7 |
8,046.4 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,446.5 |
8,393.5 |
8,162.2 |
|
| R3 |
8,323.5 |
8,270.5 |
8,128.3 |
|
| R2 |
8,200.5 |
8,200.5 |
8,117.1 |
|
| R1 |
8,147.5 |
8,147.5 |
8,105.8 |
8,174.0 |
| PP |
8,077.5 |
8,077.5 |
8,077.5 |
8,090.8 |
| S1 |
8,024.5 |
8,024.5 |
8,083.2 |
8,051.0 |
| S2 |
7,954.5 |
7,954.5 |
8,072.0 |
|
| S3 |
7,831.5 |
7,901.5 |
8,060.7 |
|
| S4 |
7,708.5 |
7,778.5 |
8,026.9 |
|
|
| 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 |
8,007.5 |
123.0 |
1.5% |
76.5 |
0.9% |
71% |
False |
False |
133,731 |
| 10 |
8,130.5 |
7,912.0 |
218.5 |
2.7% |
74.0 |
0.9% |
84% |
False |
False |
135,431 |
| 20 |
8,130.5 |
7,523.0 |
607.5 |
7.5% |
82.7 |
1.0% |
94% |
False |
False |
129,001 |
| 40 |
8,130.5 |
7,459.0 |
671.5 |
8.3% |
96.9 |
1.2% |
95% |
False |
False |
65,658 |
| 60 |
8,130.5 |
7,307.0 |
823.5 |
10.2% |
118.5 |
1.5% |
96% |
False |
False |
44,015 |
| 80 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
116.5 |
1.4% |
79% |
False |
False |
33,107 |
| 100 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
115.1 |
1.4% |
79% |
False |
False |
26,717 |
| 120 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
104.1 |
1.3% |
79% |
False |
False |
22,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,491.9 |
|
2.618 |
8,349.1 |
|
1.618 |
8,261.6 |
|
1.000 |
8,207.5 |
|
0.618 |
8,174.1 |
|
HIGH |
8,120.0 |
|
0.618 |
8,086.6 |
|
0.500 |
8,076.3 |
|
0.382 |
8,065.9 |
|
LOW |
8,032.5 |
|
0.618 |
7,978.4 |
|
1.000 |
7,945.0 |
|
1.618 |
7,890.9 |
|
2.618 |
7,803.4 |
|
4.250 |
7,660.6 |
|
|
| Fisher Pivots for day following 12-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,088.4 |
8,086.0 |
| PP |
8,082.3 |
8,077.5 |
| S1 |
8,076.3 |
8,069.0 |
|