| Trading Metrics calculated at close of trading on 01-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2007 |
01-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1,544.00 |
1,540.50 |
-3.50 |
-0.2% |
1,533.25 |
| High |
1,545.50 |
1,561.00 |
15.50 |
1.0% |
1,545.50 |
| Low |
1,533.00 |
1,535.25 |
2.25 |
0.1% |
1,518.75 |
| Close |
1,538.00 |
1,556.50 |
18.50 |
1.2% |
1,538.00 |
| Range |
12.50 |
25.75 |
13.25 |
106.0% |
26.75 |
| ATR |
20.49 |
20.87 |
0.38 |
1.8% |
0.00 |
| Volume |
1,311,882 |
1,456,078 |
144,196 |
11.0% |
7,426,809 |
|
| Daily Pivots for day following 01-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,628.25 |
1,618.00 |
1,570.75 |
|
| R3 |
1,602.50 |
1,592.25 |
1,563.50 |
|
| R2 |
1,576.75 |
1,576.75 |
1,561.25 |
|
| R1 |
1,566.50 |
1,566.50 |
1,558.75 |
1,571.50 |
| PP |
1,551.00 |
1,551.00 |
1,551.00 |
1,553.50 |
| S1 |
1,540.75 |
1,540.75 |
1,554.25 |
1,546.00 |
| S2 |
1,525.25 |
1,525.25 |
1,551.75 |
|
| S3 |
1,499.50 |
1,515.00 |
1,549.50 |
|
| S4 |
1,473.75 |
1,489.25 |
1,542.25 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,614.25 |
1,603.00 |
1,552.75 |
|
| R3 |
1,587.50 |
1,576.25 |
1,545.25 |
|
| R2 |
1,560.75 |
1,560.75 |
1,543.00 |
|
| R1 |
1,549.50 |
1,549.50 |
1,540.50 |
1,555.00 |
| PP |
1,534.00 |
1,534.00 |
1,534.00 |
1,537.00 |
| S1 |
1,522.75 |
1,522.75 |
1,535.50 |
1,528.50 |
| S2 |
1,507.25 |
1,507.25 |
1,533.00 |
|
| S3 |
1,480.50 |
1,496.00 |
1,530.75 |
|
| S4 |
1,453.75 |
1,469.25 |
1,523.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,561.00 |
1,518.75 |
42.25 |
2.7% |
14.75 |
0.9% |
89% |
True |
False |
1,507,233 |
| 10 |
1,561.00 |
1,485.00 |
76.00 |
4.9% |
18.75 |
1.2% |
94% |
True |
False |
1,769,132 |
| 20 |
1,561.00 |
1,453.50 |
107.50 |
6.9% |
19.50 |
1.3% |
96% |
True |
False |
1,041,491 |
| 40 |
1,561.00 |
1,385.00 |
176.00 |
11.3% |
26.00 |
1.7% |
97% |
True |
False |
527,547 |
| 60 |
1,579.50 |
1,385.00 |
194.50 |
12.5% |
25.50 |
1.6% |
88% |
False |
False |
352,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,670.50 |
|
2.618 |
1,628.50 |
|
1.618 |
1,602.75 |
|
1.000 |
1,586.75 |
|
0.618 |
1,577.00 |
|
HIGH |
1,561.00 |
|
0.618 |
1,551.25 |
|
0.500 |
1,548.00 |
|
0.382 |
1,545.00 |
|
LOW |
1,535.25 |
|
0.618 |
1,519.25 |
|
1.000 |
1,509.50 |
|
1.618 |
1,493.50 |
|
2.618 |
1,467.75 |
|
4.250 |
1,425.75 |
|
|
| Fisher Pivots for day following 01-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,553.75 |
1,553.25 |
| PP |
1,551.00 |
1,550.25 |
| S1 |
1,548.00 |
1,547.00 |
|