| Trading Metrics calculated at close of trading on 10-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2007 |
10-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1,563.00 |
1,576.00 |
13.00 |
0.8% |
1,540.50 |
| High |
1,577.50 |
1,576.25 |
-1.25 |
-0.1% |
1,573.50 |
| Low |
1,560.50 |
1,565.25 |
4.75 |
0.3% |
1,535.25 |
| Close |
1,576.25 |
1,573.25 |
-3.00 |
-0.2% |
1,570.75 |
| Range |
17.00 |
11.00 |
-6.00 |
-35.3% |
38.25 |
| ATR |
18.09 |
17.58 |
-0.51 |
-2.8% |
0.00 |
| Volume |
718,340 |
1,282,309 |
563,969 |
78.5% |
6,741,580 |
|
| Daily Pivots for day following 10-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,604.50 |
1,600.00 |
1,579.25 |
|
| R3 |
1,593.50 |
1,589.00 |
1,576.25 |
|
| R2 |
1,582.50 |
1,582.50 |
1,575.25 |
|
| R1 |
1,578.00 |
1,578.00 |
1,574.25 |
1,574.75 |
| PP |
1,571.50 |
1,571.50 |
1,571.50 |
1,570.00 |
| S1 |
1,567.00 |
1,567.00 |
1,572.25 |
1,563.75 |
| S2 |
1,560.50 |
1,560.50 |
1,571.25 |
|
| S3 |
1,549.50 |
1,556.00 |
1,570.25 |
|
| S4 |
1,538.50 |
1,545.00 |
1,567.25 |
|
|
| 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 |
1,577.50 |
1,548.00 |
29.50 |
1.9% |
13.75 |
0.9% |
86% |
False |
False |
1,201,986 |
| 10 |
1,577.50 |
1,533.00 |
44.50 |
2.8% |
13.50 |
0.9% |
90% |
False |
False |
1,344,183 |
| 20 |
1,577.50 |
1,484.25 |
93.25 |
5.9% |
16.00 |
1.0% |
95% |
False |
False |
1,470,921 |
| 40 |
1,577.50 |
1,385.00 |
192.50 |
12.2% |
22.25 |
1.4% |
98% |
False |
False |
751,189 |
| 60 |
1,578.25 |
1,385.00 |
193.25 |
12.3% |
25.25 |
1.6% |
97% |
False |
False |
502,011 |
| 80 |
1,579.50 |
1,385.00 |
194.50 |
12.4% |
23.25 |
1.5% |
97% |
False |
False |
376,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,623.00 |
|
2.618 |
1,605.00 |
|
1.618 |
1,594.00 |
|
1.000 |
1,587.25 |
|
0.618 |
1,583.00 |
|
HIGH |
1,576.25 |
|
0.618 |
1,572.00 |
|
0.500 |
1,570.75 |
|
0.382 |
1,569.50 |
|
LOW |
1,565.25 |
|
0.618 |
1,558.50 |
|
1.000 |
1,554.25 |
|
1.618 |
1,547.50 |
|
2.618 |
1,536.50 |
|
4.250 |
1,518.50 |
|
|
| Fisher Pivots for day following 10-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,572.50 |
1,571.75 |
| PP |
1,571.50 |
1,570.25 |
| S1 |
1,570.75 |
1,568.50 |
|