| Trading Metrics calculated at close of trading on 05-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2007 |
05-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,579.0 |
6,633.0 |
54.0 |
0.8% |
6,473.0 |
| High |
6,647.5 |
6,662.0 |
14.5 |
0.2% |
6,662.0 |
| Low |
6,566.5 |
6,606.5 |
40.0 |
0.6% |
6,467.0 |
| Close |
6,606.0 |
6,631.0 |
25.0 |
0.4% |
6,631.0 |
| Range |
81.0 |
55.5 |
-25.5 |
-31.5% |
195.0 |
| ATR |
101.7 |
98.4 |
-3.3 |
-3.2% |
0.0 |
| Volume |
87,045 |
109,543 |
22,498 |
25.8% |
558,623 |
|
| Daily Pivots for day following 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,799.5 |
6,771.0 |
6,661.5 |
|
| R3 |
6,744.0 |
6,715.5 |
6,646.5 |
|
| R2 |
6,688.5 |
6,688.5 |
6,641.0 |
|
| R1 |
6,660.0 |
6,660.0 |
6,636.0 |
6,646.5 |
| PP |
6,633.0 |
6,633.0 |
6,633.0 |
6,626.5 |
| S1 |
6,604.5 |
6,604.5 |
6,626.0 |
6,591.0 |
| S2 |
6,577.5 |
6,577.5 |
6,621.0 |
|
| S3 |
6,522.0 |
6,549.0 |
6,615.5 |
|
| S4 |
6,466.5 |
6,493.5 |
6,600.5 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,171.5 |
7,096.5 |
6,738.0 |
|
| R3 |
6,976.5 |
6,901.5 |
6,684.5 |
|
| R2 |
6,781.5 |
6,781.5 |
6,667.0 |
|
| R1 |
6,706.5 |
6,706.5 |
6,649.0 |
6,744.0 |
| PP |
6,586.5 |
6,586.5 |
6,586.5 |
6,605.5 |
| S1 |
6,511.5 |
6,511.5 |
6,613.0 |
6,549.0 |
| S2 |
6,391.5 |
6,391.5 |
6,595.0 |
|
| S3 |
6,196.5 |
6,316.5 |
6,577.5 |
|
| S4 |
6,001.5 |
6,121.5 |
6,524.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,662.0 |
6,467.0 |
195.0 |
2.9% |
75.0 |
1.1% |
84% |
True |
False |
111,724 |
| 10 |
6,662.0 |
6,426.5 |
235.5 |
3.6% |
72.0 |
1.1% |
87% |
True |
False |
110,262 |
| 20 |
6,662.0 |
6,195.0 |
467.0 |
7.0% |
88.0 |
1.3% |
93% |
True |
False |
90,730 |
| 40 |
6,662.0 |
5,899.0 |
763.0 |
11.5% |
96.5 |
1.5% |
96% |
True |
False |
46,051 |
| 60 |
6,835.0 |
5,899.0 |
936.0 |
14.1% |
87.5 |
1.3% |
78% |
False |
False |
30,794 |
| 80 |
6,856.0 |
5,899.0 |
957.0 |
14.4% |
79.5 |
1.2% |
76% |
False |
False |
23,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,898.0 |
|
2.618 |
6,807.5 |
|
1.618 |
6,752.0 |
|
1.000 |
6,717.5 |
|
0.618 |
6,696.5 |
|
HIGH |
6,662.0 |
|
0.618 |
6,641.0 |
|
0.500 |
6,634.0 |
|
0.382 |
6,627.5 |
|
LOW |
6,606.5 |
|
0.618 |
6,572.0 |
|
1.000 |
6,551.0 |
|
1.618 |
6,516.5 |
|
2.618 |
6,461.0 |
|
4.250 |
6,370.5 |
|
|
| Fisher Pivots for day following 05-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,634.0 |
6,623.0 |
| PP |
6,633.0 |
6,615.0 |
| S1 |
6,632.0 |
6,607.0 |
|