| Trading Metrics calculated at close of trading on 03-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2007 |
03-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,592.0 |
6,579.0 |
-13.0 |
-0.2% |
6,503.5 |
| High |
6,625.0 |
6,602.0 |
-23.0 |
-0.3% |
6,569.5 |
| Low |
6,545.0 |
6,552.0 |
7.0 |
0.1% |
6,426.5 |
| Close |
6,564.5 |
6,596.0 |
31.5 |
0.5% |
6,519.5 |
| Range |
80.0 |
50.0 |
-30.0 |
-37.5% |
143.0 |
| ATR |
107.4 |
103.3 |
-4.1 |
-3.8% |
0.0 |
| Volume |
117,680 |
117,705 |
25 |
0.0% |
543,997 |
|
| Daily Pivots for day following 03-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,733.5 |
6,714.5 |
6,623.5 |
|
| R3 |
6,683.5 |
6,664.5 |
6,610.0 |
|
| R2 |
6,633.5 |
6,633.5 |
6,605.0 |
|
| R1 |
6,614.5 |
6,614.5 |
6,600.5 |
6,624.0 |
| PP |
6,583.5 |
6,583.5 |
6,583.5 |
6,588.0 |
| S1 |
6,564.5 |
6,564.5 |
6,591.5 |
6,574.0 |
| S2 |
6,533.5 |
6,533.5 |
6,587.0 |
|
| S3 |
6,483.5 |
6,514.5 |
6,582.0 |
|
| S4 |
6,433.5 |
6,464.5 |
6,568.5 |
|
|
| 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% |
76.0 |
1.2% |
82% |
False |
False |
120,158 |
| 10 |
6,625.0 |
6,426.5 |
198.5 |
3.0% |
72.0 |
1.1% |
85% |
False |
False |
117,683 |
| 20 |
6,625.0 |
6,195.0 |
430.0 |
6.5% |
95.5 |
1.5% |
93% |
False |
False |
81,011 |
| 40 |
6,625.0 |
5,899.0 |
726.0 |
11.0% |
97.0 |
1.5% |
96% |
False |
False |
41,180 |
| 60 |
6,835.0 |
5,899.0 |
936.0 |
14.2% |
87.5 |
1.3% |
74% |
False |
False |
27,526 |
| 80 |
6,856.0 |
5,899.0 |
957.0 |
14.5% |
79.5 |
1.2% |
73% |
False |
False |
20,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,814.5 |
|
2.618 |
6,733.0 |
|
1.618 |
6,683.0 |
|
1.000 |
6,652.0 |
|
0.618 |
6,633.0 |
|
HIGH |
6,602.0 |
|
0.618 |
6,583.0 |
|
0.500 |
6,577.0 |
|
0.382 |
6,571.0 |
|
LOW |
6,552.0 |
|
0.618 |
6,521.0 |
|
1.000 |
6,502.0 |
|
1.618 |
6,471.0 |
|
2.618 |
6,421.0 |
|
4.250 |
6,339.5 |
|
|
| Fisher Pivots for day following 03-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,589.5 |
6,579.5 |
| PP |
6,583.5 |
6,562.5 |
| S1 |
6,577.0 |
6,546.0 |
|