| Trading Metrics calculated at close of trading on 11-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2007 |
11-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,675.0 |
6,699.5 |
24.5 |
0.4% |
6,473.0 |
| High |
6,689.0 |
6,786.5 |
97.5 |
1.5% |
6,662.0 |
| Low |
6,638.0 |
6,693.0 |
55.0 |
0.8% |
6,467.0 |
| Close |
6,683.5 |
6,770.0 |
86.5 |
1.3% |
6,631.0 |
| Range |
51.0 |
93.5 |
42.5 |
83.3% |
195.0 |
| ATR |
94.1 |
94.8 |
0.6 |
0.7% |
0.0 |
| Volume |
104,565 |
84,607 |
-19,958 |
-19.1% |
558,623 |
|
| Daily Pivots for day following 11-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,030.5 |
6,993.5 |
6,821.5 |
|
| R3 |
6,937.0 |
6,900.0 |
6,795.5 |
|
| R2 |
6,843.5 |
6,843.5 |
6,787.0 |
|
| R1 |
6,806.5 |
6,806.5 |
6,778.5 |
6,825.0 |
| PP |
6,750.0 |
6,750.0 |
6,750.0 |
6,759.0 |
| S1 |
6,713.0 |
6,713.0 |
6,761.5 |
6,731.5 |
| S2 |
6,656.5 |
6,656.5 |
6,753.0 |
|
| S3 |
6,563.0 |
6,619.5 |
6,744.5 |
|
| S4 |
6,469.5 |
6,526.0 |
6,718.5 |
|
|
| 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 |
6,786.5 |
6,576.5 |
210.0 |
3.1% |
76.5 |
1.1% |
92% |
True |
False |
87,351 |
| 10 |
6,786.5 |
6,466.5 |
320.0 |
4.7% |
80.0 |
1.2% |
95% |
True |
False |
101,135 |
| 20 |
6,786.5 |
6,212.0 |
574.5 |
8.5% |
85.0 |
1.3% |
97% |
True |
False |
105,899 |
| 40 |
6,786.5 |
5,899.0 |
887.5 |
13.1% |
94.5 |
1.4% |
98% |
True |
False |
54,219 |
| 60 |
6,786.5 |
5,899.0 |
887.5 |
13.1% |
89.5 |
1.3% |
98% |
True |
False |
36,243 |
| 80 |
6,835.0 |
5,899.0 |
936.0 |
13.8% |
80.5 |
1.2% |
93% |
False |
False |
27,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,184.0 |
|
2.618 |
7,031.5 |
|
1.618 |
6,938.0 |
|
1.000 |
6,880.0 |
|
0.618 |
6,844.5 |
|
HIGH |
6,786.5 |
|
0.618 |
6,751.0 |
|
0.500 |
6,740.0 |
|
0.382 |
6,728.5 |
|
LOW |
6,693.0 |
|
0.618 |
6,635.0 |
|
1.000 |
6,599.5 |
|
1.618 |
6,541.5 |
|
2.618 |
6,448.0 |
|
4.250 |
6,295.5 |
|
|
| Fisher Pivots for day following 11-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,760.0 |
6,740.5 |
| PP |
6,750.0 |
6,711.0 |
| S1 |
6,740.0 |
6,681.5 |
|