| Trading Metrics calculated at close of trading on 01-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2007 |
01-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,550.0 |
6,473.0 |
-77.0 |
-1.2% |
6,503.5 |
| High |
6,563.5 |
6,576.5 |
13.0 |
0.2% |
6,569.5 |
| Low |
6,466.5 |
6,467.0 |
0.5 |
0.0% |
6,426.5 |
| Close |
6,519.5 |
6,547.0 |
27.5 |
0.4% |
6,519.5 |
| Range |
97.0 |
109.5 |
12.5 |
12.9% |
143.0 |
| ATR |
109.5 |
109.5 |
0.0 |
0.0% |
0.0 |
| Volume |
125,514 |
126,650 |
1,136 |
0.9% |
543,997 |
|
| Daily Pivots for day following 01-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,858.5 |
6,812.5 |
6,607.0 |
|
| R3 |
6,749.0 |
6,703.0 |
6,577.0 |
|
| R2 |
6,639.5 |
6,639.5 |
6,567.0 |
|
| R1 |
6,593.5 |
6,593.5 |
6,557.0 |
6,616.5 |
| PP |
6,530.0 |
6,530.0 |
6,530.0 |
6,542.0 |
| S1 |
6,484.0 |
6,484.0 |
6,537.0 |
6,507.0 |
| S2 |
6,420.5 |
6,420.5 |
6,527.0 |
|
| S3 |
6,311.0 |
6,374.5 |
6,517.0 |
|
| S4 |
6,201.5 |
6,265.0 |
6,487.0 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,934.0 |
6,870.0 |
6,598.0 |
|
| R3 |
6,791.0 |
6,727.0 |
6,559.0 |
|
| R2 |
6,648.0 |
6,648.0 |
6,545.5 |
|
| R1 |
6,584.0 |
6,584.0 |
6,532.5 |
6,616.0 |
| PP |
6,505.0 |
6,505.0 |
6,505.0 |
6,521.0 |
| S1 |
6,441.0 |
6,441.0 |
6,506.5 |
6,473.0 |
| S2 |
6,362.0 |
6,362.0 |
6,493.5 |
|
| S3 |
6,219.0 |
6,298.0 |
6,480.0 |
|
| S4 |
6,076.0 |
6,155.0 |
6,441.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,576.5 |
6,426.5 |
150.0 |
2.3% |
79.5 |
1.2% |
80% |
True |
False |
107,461 |
| 10 |
6,582.0 |
6,226.0 |
356.0 |
5.4% |
85.0 |
1.3% |
90% |
False |
False |
127,678 |
| 20 |
6,582.0 |
6,195.0 |
387.0 |
5.9% |
100.5 |
1.5% |
91% |
False |
False |
70,212 |
| 40 |
6,582.0 |
5,899.0 |
683.0 |
10.4% |
95.5 |
1.5% |
95% |
False |
False |
35,296 |
| 60 |
6,835.0 |
5,899.0 |
936.0 |
14.3% |
87.5 |
1.3% |
69% |
False |
False |
23,619 |
| 80 |
6,856.0 |
5,899.0 |
957.0 |
14.6% |
78.5 |
1.2% |
68% |
False |
False |
17,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,042.0 |
|
2.618 |
6,863.0 |
|
1.618 |
6,753.5 |
|
1.000 |
6,686.0 |
|
0.618 |
6,644.0 |
|
HIGH |
6,576.5 |
|
0.618 |
6,534.5 |
|
0.500 |
6,522.0 |
|
0.382 |
6,509.0 |
|
LOW |
6,467.0 |
|
0.618 |
6,399.5 |
|
1.000 |
6,357.5 |
|
1.618 |
6,290.0 |
|
2.618 |
6,180.5 |
|
4.250 |
6,001.5 |
|
|
| Fisher Pivots for day following 01-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,538.5 |
6,538.5 |
| PP |
6,530.0 |
6,530.0 |
| S1 |
6,522.0 |
6,521.5 |
|