| Trading Metrics calculated at close of trading on 09-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2007 |
09-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,170.75 |
2,180.50 |
9.75 |
0.4% |
2,116.25 |
| High |
2,183.00 |
2,195.00 |
12.00 |
0.5% |
2,173.00 |
| Low |
2,164.00 |
2,176.25 |
12.25 |
0.6% |
2,108.50 |
| Close |
2,180.25 |
2,194.25 |
14.00 |
0.6% |
2,170.75 |
| Range |
19.00 |
18.75 |
-0.25 |
-1.3% |
64.50 |
| ATR |
28.59 |
27.89 |
-0.70 |
-2.5% |
0.00 |
| Volume |
360,629 |
189,397 |
-171,232 |
-47.5% |
1,280,584 |
|
| Daily Pivots for day following 09-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,244.75 |
2,238.25 |
2,204.50 |
|
| R3 |
2,226.00 |
2,219.50 |
2,199.50 |
|
| R2 |
2,207.25 |
2,207.25 |
2,197.75 |
|
| R1 |
2,200.75 |
2,200.75 |
2,196.00 |
2,204.00 |
| PP |
2,188.50 |
2,188.50 |
2,188.50 |
2,190.00 |
| S1 |
2,182.00 |
2,182.00 |
2,192.50 |
2,185.25 |
| S2 |
2,169.75 |
2,169.75 |
2,190.75 |
|
| S3 |
2,151.00 |
2,163.25 |
2,189.00 |
|
| S4 |
2,132.25 |
2,144.50 |
2,184.00 |
|
|
| 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 |
2,195.00 |
2,108.50 |
86.50 |
3.9% |
26.50 |
1.2% |
99% |
True |
False |
259,129 |
| 10 |
2,195.00 |
2,097.50 |
97.50 |
4.4% |
23.75 |
1.1% |
99% |
True |
False |
262,832 |
| 20 |
2,195.00 |
2,000.25 |
194.75 |
8.9% |
25.50 |
1.2% |
100% |
True |
False |
262,279 |
| 40 |
2,195.00 |
1,835.25 |
359.75 |
16.4% |
32.25 |
1.5% |
100% |
True |
False |
131,833 |
| 60 |
2,195.00 |
1,835.25 |
359.75 |
16.4% |
34.50 |
1.6% |
100% |
True |
False |
87,923 |
| 80 |
2,195.00 |
1,835.25 |
359.75 |
16.4% |
31.00 |
1.4% |
100% |
True |
False |
65,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,274.75 |
|
2.618 |
2,244.00 |
|
1.618 |
2,225.25 |
|
1.000 |
2,213.75 |
|
0.618 |
2,206.50 |
|
HIGH |
2,195.00 |
|
0.618 |
2,187.75 |
|
0.500 |
2,185.50 |
|
0.382 |
2,183.50 |
|
LOW |
2,176.25 |
|
0.618 |
2,164.75 |
|
1.000 |
2,157.50 |
|
1.618 |
2,146.00 |
|
2.618 |
2,127.25 |
|
4.250 |
2,096.50 |
|
|
| Fisher Pivots for day following 09-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,191.50 |
2,182.25 |
| PP |
2,188.50 |
2,170.25 |
| S1 |
2,185.50 |
2,158.25 |
|