| Trading Metrics calculated at close of trading on 02-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2007 |
02-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,473.0 |
6,592.0 |
119.0 |
1.8% |
6,503.5 |
| High |
6,576.5 |
6,625.0 |
48.5 |
0.7% |
6,569.5 |
| Low |
6,467.0 |
6,545.0 |
78.0 |
1.2% |
6,426.5 |
| Close |
6,547.0 |
6,564.5 |
17.5 |
0.3% |
6,519.5 |
| Range |
109.5 |
80.0 |
-29.5 |
-26.9% |
143.0 |
| ATR |
109.5 |
107.4 |
-2.1 |
-1.9% |
0.0 |
| Volume |
126,650 |
117,680 |
-8,970 |
-7.1% |
543,997 |
|
| Daily Pivots for day following 02-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,818.0 |
6,771.5 |
6,608.5 |
|
| R3 |
6,738.0 |
6,691.5 |
6,586.5 |
|
| R2 |
6,658.0 |
6,658.0 |
6,579.0 |
|
| R1 |
6,611.5 |
6,611.5 |
6,572.0 |
6,595.0 |
| PP |
6,578.0 |
6,578.0 |
6,578.0 |
6,570.0 |
| S1 |
6,531.5 |
6,531.5 |
6,557.0 |
6,515.0 |
| S2 |
6,498.0 |
6,498.0 |
6,550.0 |
|
| S3 |
6,418.0 |
6,451.5 |
6,542.5 |
|
| S4 |
6,338.0 |
6,371.5 |
6,520.5 |
|
|
| 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 |
6,625.0 |
6,466.5 |
158.5 |
2.4% |
80.0 |
1.2% |
62% |
True |
False |
118,756 |
| 10 |
6,625.0 |
6,426.5 |
198.5 |
3.0% |
78.5 |
1.2% |
70% |
True |
False |
124,914 |
| 20 |
6,625.0 |
6,195.0 |
430.0 |
6.6% |
99.0 |
1.5% |
86% |
True |
False |
75,986 |
| 40 |
6,625.0 |
5,899.0 |
726.0 |
11.1% |
97.0 |
1.5% |
92% |
True |
False |
38,238 |
| 60 |
6,835.0 |
5,899.0 |
936.0 |
14.3% |
88.5 |
1.3% |
71% |
False |
False |
25,580 |
| 80 |
6,856.0 |
5,899.0 |
957.0 |
14.6% |
79.5 |
1.2% |
70% |
False |
False |
19,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,965.0 |
|
2.618 |
6,834.5 |
|
1.618 |
6,754.5 |
|
1.000 |
6,705.0 |
|
0.618 |
6,674.5 |
|
HIGH |
6,625.0 |
|
0.618 |
6,594.5 |
|
0.500 |
6,585.0 |
|
0.382 |
6,575.5 |
|
LOW |
6,545.0 |
|
0.618 |
6,495.5 |
|
1.000 |
6,465.0 |
|
1.618 |
6,415.5 |
|
2.618 |
6,335.5 |
|
4.250 |
6,205.0 |
|
|
| Fisher Pivots for day following 02-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,585.0 |
6,558.0 |
| PP |
6,578.0 |
6,552.0 |
| S1 |
6,571.5 |
6,546.0 |
|