| Trading Metrics calculated at close of trading on 10-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2007 |
10-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,593.5 |
6,675.0 |
81.5 |
1.2% |
6,473.0 |
| High |
6,678.5 |
6,689.0 |
10.5 |
0.2% |
6,662.0 |
| Low |
6,576.5 |
6,638.0 |
61.5 |
0.9% |
6,467.0 |
| Close |
6,668.5 |
6,683.5 |
15.0 |
0.2% |
6,631.0 |
| Range |
102.0 |
51.0 |
-51.0 |
-50.0% |
195.0 |
| ATR |
97.4 |
94.1 |
-3.3 |
-3.4% |
0.0 |
| Volume |
60,292 |
104,565 |
44,273 |
73.4% |
558,623 |
|
| Daily Pivots for day following 10-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,823.0 |
6,804.5 |
6,711.5 |
|
| R3 |
6,772.0 |
6,753.5 |
6,697.5 |
|
| R2 |
6,721.0 |
6,721.0 |
6,693.0 |
|
| R1 |
6,702.5 |
6,702.5 |
6,688.0 |
6,712.0 |
| PP |
6,670.0 |
6,670.0 |
6,670.0 |
6,675.0 |
| S1 |
6,651.5 |
6,651.5 |
6,679.0 |
6,661.0 |
| S2 |
6,619.0 |
6,619.0 |
6,674.0 |
|
| S3 |
6,568.0 |
6,600.5 |
6,669.5 |
|
| S4 |
6,517.0 |
6,549.5 |
6,655.5 |
|
|
| 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 |
6,689.0 |
6,566.5 |
122.5 |
1.8% |
74.0 |
1.1% |
96% |
True |
False |
87,839 |
| 10 |
6,689.0 |
6,466.5 |
222.5 |
3.3% |
75.0 |
1.1% |
98% |
True |
False |
103,998 |
| 20 |
6,689.0 |
6,212.0 |
477.0 |
7.1% |
85.0 |
1.3% |
99% |
True |
False |
102,555 |
| 40 |
6,689.0 |
5,899.0 |
790.0 |
11.8% |
94.0 |
1.4% |
99% |
True |
False |
52,105 |
| 60 |
6,752.5 |
5,899.0 |
853.5 |
12.8% |
89.5 |
1.3% |
92% |
False |
False |
34,835 |
| 80 |
6,835.0 |
5,899.0 |
936.0 |
14.0% |
80.0 |
1.2% |
84% |
False |
False |
26,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,906.0 |
|
2.618 |
6,822.5 |
|
1.618 |
6,771.5 |
|
1.000 |
6,740.0 |
|
0.618 |
6,720.5 |
|
HIGH |
6,689.0 |
|
0.618 |
6,669.5 |
|
0.500 |
6,663.5 |
|
0.382 |
6,657.5 |
|
LOW |
6,638.0 |
|
0.618 |
6,606.5 |
|
1.000 |
6,587.0 |
|
1.618 |
6,555.5 |
|
2.618 |
6,504.5 |
|
4.250 |
6,421.0 |
|
|
| Fisher Pivots for day following 10-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,677.0 |
6,666.5 |
| PP |
6,670.0 |
6,649.5 |
| S1 |
6,663.5 |
6,633.0 |
|