| Trading Metrics calculated at close of trading on 05-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2007 |
05-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,122.25 |
2,123.00 |
0.75 |
0.0% |
2,116.25 |
| High |
2,128.75 |
2,173.00 |
44.25 |
2.1% |
2,173.00 |
| Low |
2,108.50 |
2,121.50 |
13.00 |
0.6% |
2,108.50 |
| Close |
2,123.00 |
2,170.75 |
47.75 |
2.2% |
2,170.75 |
| Range |
20.25 |
51.50 |
31.25 |
154.3% |
64.50 |
| ATR |
27.62 |
29.33 |
1.71 |
6.2% |
0.00 |
| Volume |
282,508 |
215,217 |
-67,291 |
-23.8% |
1,280,584 |
|
| Daily Pivots for day following 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,309.50 |
2,291.75 |
2,199.00 |
|
| R3 |
2,258.00 |
2,240.25 |
2,185.00 |
|
| R2 |
2,206.50 |
2,206.50 |
2,180.25 |
|
| R1 |
2,188.75 |
2,188.75 |
2,175.50 |
2,197.50 |
| PP |
2,155.00 |
2,155.00 |
2,155.00 |
2,159.50 |
| S1 |
2,137.25 |
2,137.25 |
2,166.00 |
2,146.00 |
| S2 |
2,103.50 |
2,103.50 |
2,161.25 |
|
| S3 |
2,052.00 |
2,085.75 |
2,156.50 |
|
| S4 |
2,000.50 |
2,034.25 |
2,142.50 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,344.25 |
2,322.00 |
2,206.25 |
|
| R3 |
2,279.75 |
2,257.50 |
2,188.50 |
|
| R2 |
2,215.25 |
2,215.25 |
2,182.50 |
|
| R1 |
2,193.00 |
2,193.00 |
2,176.75 |
2,204.00 |
| PP |
2,150.75 |
2,150.75 |
2,150.75 |
2,156.25 |
| S1 |
2,128.50 |
2,128.50 |
2,164.75 |
2,139.50 |
| S2 |
2,086.25 |
2,086.25 |
2,159.00 |
|
| S3 |
2,021.75 |
2,064.00 |
2,153.00 |
|
| S4 |
1,957.25 |
1,999.50 |
2,135.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,173.00 |
2,108.50 |
64.50 |
3.0% |
29.00 |
1.3% |
97% |
True |
False |
256,116 |
| 10 |
2,173.00 |
2,066.50 |
106.50 |
4.9% |
25.75 |
1.2% |
98% |
True |
False |
266,316 |
| 20 |
2,173.00 |
1,971.00 |
202.00 |
9.3% |
27.00 |
1.2% |
99% |
True |
False |
235,263 |
| 40 |
2,173.00 |
1,835.25 |
337.75 |
15.6% |
32.75 |
1.5% |
99% |
True |
False |
118,084 |
| 60 |
2,173.00 |
1,835.25 |
337.75 |
15.6% |
34.25 |
1.6% |
99% |
True |
False |
78,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,392.00 |
|
2.618 |
2,307.75 |
|
1.618 |
2,256.25 |
|
1.000 |
2,224.50 |
|
0.618 |
2,204.75 |
|
HIGH |
2,173.00 |
|
0.618 |
2,153.25 |
|
0.500 |
2,147.25 |
|
0.382 |
2,141.25 |
|
LOW |
2,121.50 |
|
0.618 |
2,089.75 |
|
1.000 |
2,070.00 |
|
1.618 |
2,038.25 |
|
2.618 |
1,986.75 |
|
4.250 |
1,902.50 |
|
|
| Fisher Pivots for day following 05-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,163.00 |
2,160.75 |
| PP |
2,155.00 |
2,150.75 |
| S1 |
2,147.25 |
2,140.75 |
|