| Trading Metrics calculated at close of trading on 04-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2007 |
04-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,134.75 |
2,122.25 |
-12.50 |
-0.6% |
2,068.50 |
| High |
2,138.75 |
2,128.75 |
-10.00 |
-0.5% |
2,124.00 |
| Low |
2,115.25 |
2,108.50 |
-6.75 |
-0.3% |
2,066.50 |
| Close |
2,120.75 |
2,123.00 |
2.25 |
0.1% |
2,114.00 |
| Range |
23.50 |
20.25 |
-3.25 |
-13.8% |
57.50 |
| ATR |
28.19 |
27.62 |
-0.57 |
-2.0% |
0.00 |
| Volume |
247,898 |
282,508 |
34,610 |
14.0% |
1,382,580 |
|
| Daily Pivots for day following 04-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,180.75 |
2,172.25 |
2,134.25 |
|
| R3 |
2,160.50 |
2,152.00 |
2,128.50 |
|
| R2 |
2,140.25 |
2,140.25 |
2,126.75 |
|
| R1 |
2,131.75 |
2,131.75 |
2,124.75 |
2,136.00 |
| PP |
2,120.00 |
2,120.00 |
2,120.00 |
2,122.25 |
| S1 |
2,111.50 |
2,111.50 |
2,121.25 |
2,115.75 |
| S2 |
2,099.75 |
2,099.75 |
2,119.25 |
|
| S3 |
2,079.50 |
2,091.25 |
2,117.50 |
|
| S4 |
2,059.25 |
2,071.00 |
2,111.75 |
|
|
| 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 |
2,103.25 |
40.25 |
1.9% |
22.75 |
1.1% |
49% |
False |
False |
258,967 |
| 10 |
2,143.50 |
2,054.25 |
89.25 |
4.2% |
23.00 |
1.1% |
77% |
False |
False |
279,691 |
| 20 |
2,143.50 |
1,971.00 |
172.50 |
8.1% |
27.00 |
1.3% |
88% |
False |
False |
224,914 |
| 40 |
2,143.50 |
1,835.25 |
308.25 |
14.5% |
32.50 |
1.5% |
93% |
False |
False |
112,705 |
| 60 |
2,143.50 |
1,835.25 |
308.25 |
14.5% |
33.75 |
1.6% |
93% |
False |
False |
75,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,214.75 |
|
2.618 |
2,181.75 |
|
1.618 |
2,161.50 |
|
1.000 |
2,149.00 |
|
0.618 |
2,141.25 |
|
HIGH |
2,128.75 |
|
0.618 |
2,121.00 |
|
0.500 |
2,118.50 |
|
0.382 |
2,116.25 |
|
LOW |
2,108.50 |
|
0.618 |
2,096.00 |
|
1.000 |
2,088.25 |
|
1.618 |
2,075.75 |
|
2.618 |
2,055.50 |
|
4.250 |
2,022.50 |
|
|
| Fisher Pivots for day following 04-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,121.50 |
2,124.50 |
| PP |
2,120.00 |
2,124.00 |
| S1 |
2,118.50 |
2,123.50 |
|