| 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 |
2,121.25 |
2,116.25 |
-5.00 |
-0.2% |
2,068.50 |
| High |
2,124.00 |
2,143.50 |
19.50 |
0.9% |
2,124.00 |
| Low |
2,103.25 |
2,109.50 |
6.25 |
0.3% |
2,066.50 |
| Close |
2,114.00 |
2,135.25 |
21.25 |
1.0% |
2,114.00 |
| Range |
20.75 |
34.00 |
13.25 |
63.9% |
57.50 |
| ATR |
29.23 |
29.57 |
0.34 |
1.2% |
0.00 |
| Volume |
229,470 |
233,397 |
3,927 |
1.7% |
1,382,580 |
|
| Daily Pivots for day following 01-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,231.50 |
2,217.25 |
2,154.00 |
|
| R3 |
2,197.50 |
2,183.25 |
2,144.50 |
|
| R2 |
2,163.50 |
2,163.50 |
2,141.50 |
|
| R1 |
2,149.25 |
2,149.25 |
2,138.25 |
2,156.50 |
| PP |
2,129.50 |
2,129.50 |
2,129.50 |
2,133.00 |
| S1 |
2,115.25 |
2,115.25 |
2,132.25 |
2,122.50 |
| S2 |
2,095.50 |
2,095.50 |
2,129.00 |
|
| S3 |
2,061.50 |
2,081.25 |
2,126.00 |
|
| S4 |
2,027.50 |
2,047.25 |
2,116.50 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,274.00 |
2,251.50 |
2,145.50 |
|
| R3 |
2,216.50 |
2,194.00 |
2,129.75 |
|
| R2 |
2,159.00 |
2,159.00 |
2,124.50 |
|
| R1 |
2,136.50 |
2,136.50 |
2,119.25 |
2,147.75 |
| PP |
2,101.50 |
2,101.50 |
2,101.50 |
2,107.00 |
| S1 |
2,079.00 |
2,079.00 |
2,108.75 |
2,090.25 |
| S2 |
2,044.00 |
2,044.00 |
2,103.50 |
|
| S3 |
1,986.50 |
2,021.50 |
2,098.25 |
|
| S4 |
1,929.00 |
1,964.00 |
2,082.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,143.50 |
2,071.25 |
72.25 |
3.4% |
23.75 |
1.1% |
89% |
True |
False |
271,658 |
| 10 |
2,143.50 |
2,001.25 |
142.25 |
6.7% |
27.00 |
1.3% |
94% |
True |
False |
310,459 |
| 20 |
2,143.50 |
1,971.00 |
172.50 |
8.1% |
29.50 |
1.4% |
95% |
True |
False |
183,446 |
| 40 |
2,143.50 |
1,835.25 |
308.25 |
14.4% |
34.50 |
1.6% |
97% |
True |
False |
91,915 |
| 60 |
2,143.50 |
1,835.25 |
308.25 |
14.4% |
34.00 |
1.6% |
97% |
True |
False |
61,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,288.00 |
|
2.618 |
2,232.50 |
|
1.618 |
2,198.50 |
|
1.000 |
2,177.50 |
|
0.618 |
2,164.50 |
|
HIGH |
2,143.50 |
|
0.618 |
2,130.50 |
|
0.500 |
2,126.50 |
|
0.382 |
2,122.50 |
|
LOW |
2,109.50 |
|
0.618 |
2,088.50 |
|
1.000 |
2,075.50 |
|
1.618 |
2,054.50 |
|
2.618 |
2,020.50 |
|
4.250 |
1,965.00 |
|
|
| Fisher Pivots for day following 01-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,132.25 |
2,131.25 |
| PP |
2,129.50 |
2,127.25 |
| S1 |
2,126.50 |
2,123.50 |
|