| Trading Metrics calculated at close of trading on 08-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2007 |
08-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,633.0 |
6,654.5 |
21.5 |
0.3% |
6,473.0 |
| High |
6,662.0 |
6,658.5 |
-3.5 |
-0.1% |
6,662.0 |
| Low |
6,606.5 |
6,578.5 |
-28.0 |
-0.4% |
6,467.0 |
| Close |
6,631.0 |
6,608.0 |
-23.0 |
-0.3% |
6,631.0 |
| Range |
55.5 |
80.0 |
24.5 |
44.1% |
195.0 |
| ATR |
98.4 |
97.1 |
-1.3 |
-1.3% |
0.0 |
| Volume |
109,543 |
77,751 |
-31,792 |
-29.0% |
558,623 |
|
| Daily Pivots for day following 08-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,855.0 |
6,811.5 |
6,652.0 |
|
| R3 |
6,775.0 |
6,731.5 |
6,630.0 |
|
| R2 |
6,695.0 |
6,695.0 |
6,622.5 |
|
| R1 |
6,651.5 |
6,651.5 |
6,615.5 |
6,633.0 |
| PP |
6,615.0 |
6,615.0 |
6,615.0 |
6,606.0 |
| S1 |
6,571.5 |
6,571.5 |
6,600.5 |
6,553.0 |
| S2 |
6,535.0 |
6,535.0 |
6,593.5 |
|
| S3 |
6,455.0 |
6,491.5 |
6,586.0 |
|
| S4 |
6,375.0 |
6,411.5 |
6,564.0 |
|
|
| 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 |
6,545.0 |
117.0 |
1.8% |
69.5 |
1.0% |
54% |
False |
False |
101,944 |
| 10 |
6,662.0 |
6,426.5 |
235.5 |
3.6% |
74.5 |
1.1% |
77% |
False |
False |
104,702 |
| 20 |
6,662.0 |
6,212.0 |
450.0 |
6.8% |
86.5 |
1.3% |
88% |
False |
False |
94,595 |
| 40 |
6,662.0 |
5,899.0 |
763.0 |
11.5% |
95.5 |
1.4% |
93% |
False |
False |
47,993 |
| 60 |
6,819.0 |
5,899.0 |
920.0 |
13.9% |
88.5 |
1.3% |
77% |
False |
False |
32,090 |
| 80 |
6,856.0 |
5,899.0 |
957.0 |
14.5% |
80.0 |
1.2% |
74% |
False |
False |
24,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,998.5 |
|
2.618 |
6,868.0 |
|
1.618 |
6,788.0 |
|
1.000 |
6,738.5 |
|
0.618 |
6,708.0 |
|
HIGH |
6,658.5 |
|
0.618 |
6,628.0 |
|
0.500 |
6,618.5 |
|
0.382 |
6,609.0 |
|
LOW |
6,578.5 |
|
0.618 |
6,529.0 |
|
1.000 |
6,498.5 |
|
1.618 |
6,449.0 |
|
2.618 |
6,369.0 |
|
4.250 |
6,238.5 |
|
|
| Fisher Pivots for day following 08-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,618.5 |
6,614.0 |
| PP |
6,615.0 |
6,612.0 |
| S1 |
6,611.5 |
6,610.0 |
|