| Trading Metrics calculated at close of trading on 10-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2007 |
10-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,180.50 |
2,194.00 |
13.50 |
0.6% |
2,116.25 |
| High |
2,195.00 |
2,199.00 |
4.00 |
0.2% |
2,173.00 |
| Low |
2,176.25 |
2,184.25 |
8.00 |
0.4% |
2,108.50 |
| Close |
2,194.25 |
2,196.50 |
2.25 |
0.1% |
2,170.75 |
| Range |
18.75 |
14.75 |
-4.00 |
-21.3% |
64.50 |
| ATR |
27.89 |
26.95 |
-0.94 |
-3.4% |
0.00 |
| Volume |
189,397 |
286,138 |
96,741 |
51.1% |
1,280,584 |
|
| Daily Pivots for day following 10-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,237.50 |
2,231.75 |
2,204.50 |
|
| R3 |
2,222.75 |
2,217.00 |
2,200.50 |
|
| R2 |
2,208.00 |
2,208.00 |
2,199.25 |
|
| R1 |
2,202.25 |
2,202.25 |
2,197.75 |
2,205.00 |
| PP |
2,193.25 |
2,193.25 |
2,193.25 |
2,194.75 |
| S1 |
2,187.50 |
2,187.50 |
2,195.25 |
2,190.50 |
| S2 |
2,178.50 |
2,178.50 |
2,193.75 |
|
| S3 |
2,163.75 |
2,172.75 |
2,192.50 |
|
| S4 |
2,149.00 |
2,158.00 |
2,188.50 |
|
|
| 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 |
2,199.00 |
2,108.50 |
90.50 |
4.1% |
24.75 |
1.1% |
97% |
True |
False |
266,777 |
| 10 |
2,199.00 |
2,103.25 |
95.75 |
4.4% |
23.00 |
1.1% |
97% |
True |
False |
263,866 |
| 20 |
2,199.00 |
2,000.25 |
198.75 |
9.0% |
25.00 |
1.1% |
99% |
True |
False |
275,921 |
| 40 |
2,199.00 |
1,835.25 |
363.75 |
16.6% |
31.25 |
1.4% |
99% |
True |
False |
138,984 |
| 60 |
2,199.00 |
1,835.25 |
363.75 |
16.6% |
34.25 |
1.6% |
99% |
True |
False |
92,690 |
| 80 |
2,199.00 |
1,835.25 |
363.75 |
16.6% |
31.00 |
1.4% |
99% |
True |
False |
69,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,261.75 |
|
2.618 |
2,237.50 |
|
1.618 |
2,222.75 |
|
1.000 |
2,213.75 |
|
0.618 |
2,208.00 |
|
HIGH |
2,199.00 |
|
0.618 |
2,193.25 |
|
0.500 |
2,191.50 |
|
0.382 |
2,190.00 |
|
LOW |
2,184.25 |
|
0.618 |
2,175.25 |
|
1.000 |
2,169.50 |
|
1.618 |
2,160.50 |
|
2.618 |
2,145.75 |
|
4.250 |
2,121.50 |
|
|
| Fisher Pivots for day following 10-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,195.00 |
2,191.50 |
| PP |
2,193.25 |
2,186.50 |
| S1 |
2,191.50 |
2,181.50 |
|