| Trading Metrics calculated at close of trading on 08-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2007 |
08-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1,552.50 |
1,570.25 |
17.75 |
1.1% |
1,540.50 |
| High |
1,573.50 |
1,570.50 |
-3.00 |
-0.2% |
1,573.50 |
| Low |
1,550.50 |
1,559.75 |
9.25 |
0.6% |
1,535.25 |
| Close |
1,570.75 |
1,562.75 |
-8.00 |
-0.5% |
1,570.75 |
| Range |
23.00 |
10.75 |
-12.25 |
-53.3% |
38.25 |
| ATR |
18.72 |
18.17 |
-0.55 |
-2.9% |
0.00 |
| Volume |
925,288 |
1,698,410 |
773,122 |
83.6% |
6,741,580 |
|
| Daily Pivots for day following 08-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,596.50 |
1,590.50 |
1,568.75 |
|
| R3 |
1,585.75 |
1,579.75 |
1,565.75 |
|
| R2 |
1,575.00 |
1,575.00 |
1,564.75 |
|
| R1 |
1,569.00 |
1,569.00 |
1,563.75 |
1,566.50 |
| PP |
1,564.25 |
1,564.25 |
1,564.25 |
1,563.25 |
| S1 |
1,558.25 |
1,558.25 |
1,561.75 |
1,556.00 |
| S2 |
1,553.50 |
1,553.50 |
1,560.75 |
|
| S3 |
1,542.75 |
1,547.50 |
1,559.75 |
|
| S4 |
1,532.00 |
1,536.75 |
1,556.75 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,674.50 |
1,661.00 |
1,591.75 |
|
| R3 |
1,636.25 |
1,622.75 |
1,581.25 |
|
| R2 |
1,598.00 |
1,598.00 |
1,577.75 |
|
| R1 |
1,584.50 |
1,584.50 |
1,574.25 |
1,591.25 |
| PP |
1,559.75 |
1,559.75 |
1,559.75 |
1,563.25 |
| S1 |
1,546.25 |
1,546.25 |
1,567.25 |
1,553.00 |
| S2 |
1,521.50 |
1,521.50 |
1,563.75 |
|
| S3 |
1,483.25 |
1,508.00 |
1,560.25 |
|
| S4 |
1,445.00 |
1,469.75 |
1,549.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,573.50 |
1,546.50 |
27.00 |
1.7% |
11.75 |
0.8% |
60% |
False |
False |
1,396,782 |
| 10 |
1,573.50 |
1,518.75 |
54.75 |
3.5% |
13.25 |
0.8% |
80% |
False |
False |
1,452,007 |
| 20 |
1,573.50 |
1,465.75 |
107.75 |
6.9% |
16.50 |
1.1% |
90% |
False |
False |
1,380,772 |
| 40 |
1,573.50 |
1,385.00 |
188.50 |
12.1% |
22.75 |
1.5% |
94% |
False |
False |
701,648 |
| 60 |
1,579.50 |
1,385.00 |
194.50 |
12.4% |
25.00 |
1.6% |
91% |
False |
False |
468,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,616.25 |
|
2.618 |
1,598.75 |
|
1.618 |
1,588.00 |
|
1.000 |
1,581.25 |
|
0.618 |
1,577.25 |
|
HIGH |
1,570.50 |
|
0.618 |
1,566.50 |
|
0.500 |
1,565.00 |
|
0.382 |
1,563.75 |
|
LOW |
1,559.75 |
|
0.618 |
1,553.00 |
|
1.000 |
1,549.00 |
|
1.618 |
1,542.25 |
|
2.618 |
1,531.50 |
|
4.250 |
1,514.00 |
|
|
| Fisher Pivots for day following 08-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,565.00 |
1,562.00 |
| PP |
1,564.25 |
1,561.50 |
| S1 |
1,563.50 |
1,560.75 |
|