| 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 |
2,123.00 |
2,170.75 |
47.75 |
2.2% |
2,116.25 |
| High |
2,173.00 |
2,183.00 |
10.00 |
0.5% |
2,173.00 |
| Low |
2,121.50 |
2,164.00 |
42.50 |
2.0% |
2,108.50 |
| Close |
2,170.75 |
2,180.25 |
9.50 |
0.4% |
2,170.75 |
| Range |
51.50 |
19.00 |
-32.50 |
-63.1% |
64.50 |
| ATR |
29.33 |
28.59 |
-0.74 |
-2.5% |
0.00 |
| Volume |
215,217 |
360,629 |
145,412 |
67.6% |
1,280,584 |
|
| Daily Pivots for day following 08-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,232.75 |
2,225.50 |
2,190.75 |
|
| R3 |
2,213.75 |
2,206.50 |
2,185.50 |
|
| R2 |
2,194.75 |
2,194.75 |
2,183.75 |
|
| R1 |
2,187.50 |
2,187.50 |
2,182.00 |
2,191.00 |
| PP |
2,175.75 |
2,175.75 |
2,175.75 |
2,177.50 |
| S1 |
2,168.50 |
2,168.50 |
2,178.50 |
2,172.00 |
| S2 |
2,156.75 |
2,156.75 |
2,176.75 |
|
| S3 |
2,137.75 |
2,149.50 |
2,175.00 |
|
| S4 |
2,118.75 |
2,130.50 |
2,169.75 |
|
|
| 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 |
2,183.00 |
2,108.50 |
74.50 |
3.4% |
26.00 |
1.2% |
96% |
True |
False |
281,563 |
| 10 |
2,183.00 |
2,071.25 |
111.75 |
5.1% |
24.75 |
1.1% |
98% |
True |
False |
276,610 |
| 20 |
2,183.00 |
1,989.75 |
193.25 |
8.9% |
26.00 |
1.2% |
99% |
True |
False |
253,134 |
| 40 |
2,183.00 |
1,835.25 |
347.75 |
16.0% |
32.75 |
1.5% |
99% |
True |
False |
127,098 |
| 60 |
2,183.00 |
1,835.25 |
347.75 |
16.0% |
34.50 |
1.6% |
99% |
True |
False |
84,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,263.75 |
|
2.618 |
2,232.75 |
|
1.618 |
2,213.75 |
|
1.000 |
2,202.00 |
|
0.618 |
2,194.75 |
|
HIGH |
2,183.00 |
|
0.618 |
2,175.75 |
|
0.500 |
2,173.50 |
|
0.382 |
2,171.25 |
|
LOW |
2,164.00 |
|
0.618 |
2,152.25 |
|
1.000 |
2,145.00 |
|
1.618 |
2,133.25 |
|
2.618 |
2,114.25 |
|
4.250 |
2,083.25 |
|
|
| Fisher Pivots for day following 08-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,178.00 |
2,168.75 |
| PP |
2,175.75 |
2,157.25 |
| S1 |
2,173.50 |
2,145.75 |
|