| Trading Metrics calculated at close of trading on 03-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2007 |
03-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1,556.50 |
1,554.25 |
-2.25 |
-0.1% |
1,533.25 |
| High |
1,560.00 |
1,556.50 |
-3.50 |
-0.2% |
1,545.50 |
| Low |
1,551.25 |
1,546.50 |
-4.75 |
-0.3% |
1,518.75 |
| Close |
1,554.50 |
1,550.75 |
-3.75 |
-0.2% |
1,538.00 |
| Range |
8.75 |
10.00 |
1.25 |
14.3% |
26.75 |
| ATR |
20.00 |
19.29 |
-0.71 |
-3.6% |
0.00 |
| Volume |
1,700,876 |
1,273,754 |
-427,122 |
-25.1% |
7,426,809 |
|
| Daily Pivots for day following 03-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,581.25 |
1,576.00 |
1,556.25 |
|
| R3 |
1,571.25 |
1,566.00 |
1,553.50 |
|
| R2 |
1,561.25 |
1,561.25 |
1,552.50 |
|
| R1 |
1,556.00 |
1,556.00 |
1,551.75 |
1,553.50 |
| PP |
1,551.25 |
1,551.25 |
1,551.25 |
1,550.00 |
| S1 |
1,546.00 |
1,546.00 |
1,549.75 |
1,543.50 |
| S2 |
1,541.25 |
1,541.25 |
1,549.00 |
|
| S3 |
1,531.25 |
1,536.00 |
1,548.00 |
|
| S4 |
1,521.25 |
1,526.00 |
1,545.25 |
|
|
| 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 |
1,533.00 |
28.00 |
1.8% |
13.25 |
0.9% |
63% |
False |
False |
1,486,380 |
| 10 |
1,561.00 |
1,518.75 |
42.25 |
2.7% |
13.50 |
0.9% |
76% |
False |
False |
1,671,071 |
| 20 |
1,561.00 |
1,453.50 |
107.50 |
6.9% |
18.00 |
1.2% |
90% |
False |
False |
1,187,482 |
| 40 |
1,561.00 |
1,385.00 |
176.00 |
11.3% |
24.50 |
1.6% |
94% |
False |
False |
601,773 |
| 60 |
1,579.50 |
1,385.00 |
194.50 |
12.5% |
25.25 |
1.6% |
85% |
False |
False |
401,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,599.00 |
|
2.618 |
1,582.75 |
|
1.618 |
1,572.75 |
|
1.000 |
1,566.50 |
|
0.618 |
1,562.75 |
|
HIGH |
1,556.50 |
|
0.618 |
1,552.75 |
|
0.500 |
1,551.50 |
|
0.382 |
1,550.25 |
|
LOW |
1,546.50 |
|
0.618 |
1,540.25 |
|
1.000 |
1,536.50 |
|
1.618 |
1,530.25 |
|
2.618 |
1,520.25 |
|
4.250 |
1,504.00 |
|
|
| Fisher Pivots for day following 03-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,551.50 |
1,550.00 |
| PP |
1,551.25 |
1,549.00 |
| S1 |
1,551.00 |
1,548.00 |
|