| Trading Metrics calculated at close of trading on 04-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2007 |
04-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,579.0 |
6,579.0 |
0.0 |
0.0% |
6,503.5 |
| High |
6,602.0 |
6,647.5 |
45.5 |
0.7% |
6,569.5 |
| Low |
6,552.0 |
6,566.5 |
14.5 |
0.2% |
6,426.5 |
| Close |
6,596.0 |
6,606.0 |
10.0 |
0.2% |
6,519.5 |
| Range |
50.0 |
81.0 |
31.0 |
62.0% |
143.0 |
| ATR |
103.3 |
101.7 |
-1.6 |
-1.5% |
0.0 |
| Volume |
117,705 |
87,045 |
-30,660 |
-26.0% |
543,997 |
|
| Daily Pivots for day following 04-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,849.5 |
6,809.0 |
6,650.5 |
|
| R3 |
6,768.5 |
6,728.0 |
6,628.5 |
|
| R2 |
6,687.5 |
6,687.5 |
6,621.0 |
|
| R1 |
6,647.0 |
6,647.0 |
6,613.5 |
6,667.0 |
| PP |
6,606.5 |
6,606.5 |
6,606.5 |
6,617.0 |
| S1 |
6,566.0 |
6,566.0 |
6,598.5 |
6,586.0 |
| S2 |
6,525.5 |
6,525.5 |
6,591.0 |
|
| S3 |
6,444.5 |
6,485.0 |
6,583.5 |
|
| S4 |
6,363.5 |
6,404.0 |
6,561.5 |
|
|
| 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 |
6,647.5 |
6,466.5 |
181.0 |
2.7% |
83.5 |
1.3% |
77% |
True |
False |
114,918 |
| 10 |
6,647.5 |
6,426.5 |
221.0 |
3.3% |
74.0 |
1.1% |
81% |
True |
False |
109,629 |
| 20 |
6,647.5 |
6,195.0 |
452.5 |
6.8% |
93.5 |
1.4% |
91% |
True |
False |
85,329 |
| 40 |
6,647.5 |
5,899.0 |
748.5 |
11.3% |
97.5 |
1.5% |
94% |
True |
False |
43,318 |
| 60 |
6,835.0 |
5,899.0 |
936.0 |
14.2% |
88.0 |
1.3% |
76% |
False |
False |
28,974 |
| 80 |
6,856.0 |
5,899.0 |
957.0 |
14.5% |
79.5 |
1.2% |
74% |
False |
False |
21,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,992.0 |
|
2.618 |
6,859.5 |
|
1.618 |
6,778.5 |
|
1.000 |
6,728.5 |
|
0.618 |
6,697.5 |
|
HIGH |
6,647.5 |
|
0.618 |
6,616.5 |
|
0.500 |
6,607.0 |
|
0.382 |
6,597.5 |
|
LOW |
6,566.5 |
|
0.618 |
6,516.5 |
|
1.000 |
6,485.5 |
|
1.618 |
6,435.5 |
|
2.618 |
6,354.5 |
|
4.250 |
6,222.0 |
|
|
| Fisher Pivots for day following 04-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,607.0 |
6,603.0 |
| PP |
6,606.5 |
6,599.5 |
| S1 |
6,606.5 |
6,596.0 |
|