| Trading Metrics calculated at close of trading on 12-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2007 |
12-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,699.5 |
6,739.0 |
39.5 |
0.6% |
6,654.5 |
| High |
6,786.5 |
6,792.0 |
5.5 |
0.1% |
6,792.0 |
| Low |
6,693.0 |
6,710.5 |
17.5 |
0.3% |
6,576.5 |
| Close |
6,770.0 |
6,773.5 |
3.5 |
0.1% |
6,773.5 |
| Range |
93.5 |
81.5 |
-12.0 |
-12.8% |
215.5 |
| ATR |
94.8 |
93.8 |
-0.9 |
-1.0% |
0.0 |
| Volume |
84,607 |
118,535 |
33,928 |
40.1% |
445,750 |
|
| Daily Pivots for day following 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,003.0 |
6,970.0 |
6,818.5 |
|
| R3 |
6,921.5 |
6,888.5 |
6,796.0 |
|
| R2 |
6,840.0 |
6,840.0 |
6,788.5 |
|
| R1 |
6,807.0 |
6,807.0 |
6,781.0 |
6,823.5 |
| PP |
6,758.5 |
6,758.5 |
6,758.5 |
6,767.0 |
| S1 |
6,725.5 |
6,725.5 |
6,766.0 |
6,742.0 |
| S2 |
6,677.0 |
6,677.0 |
6,758.5 |
|
| S3 |
6,595.5 |
6,644.0 |
6,751.0 |
|
| S4 |
6,514.0 |
6,562.5 |
6,728.5 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,360.5 |
7,282.5 |
6,892.0 |
|
| R3 |
7,145.0 |
7,067.0 |
6,833.0 |
|
| R2 |
6,929.5 |
6,929.5 |
6,813.0 |
|
| R1 |
6,851.5 |
6,851.5 |
6,793.5 |
6,890.5 |
| PP |
6,714.0 |
6,714.0 |
6,714.0 |
6,733.5 |
| S1 |
6,636.0 |
6,636.0 |
6,753.5 |
6,675.0 |
| S2 |
6,498.5 |
6,498.5 |
6,734.0 |
|
| S3 |
6,283.0 |
6,420.5 |
6,714.0 |
|
| S4 |
6,067.5 |
6,205.0 |
6,655.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,792.0 |
6,576.5 |
215.5 |
3.2% |
81.5 |
1.2% |
91% |
True |
False |
89,150 |
| 10 |
6,792.0 |
6,467.0 |
325.0 |
4.8% |
78.5 |
1.2% |
94% |
True |
False |
100,437 |
| 20 |
6,792.0 |
6,212.0 |
580.0 |
8.6% |
82.5 |
1.2% |
97% |
True |
False |
109,894 |
| 40 |
6,792.0 |
5,899.0 |
893.0 |
13.2% |
93.0 |
1.4% |
98% |
True |
False |
57,181 |
| 60 |
6,792.0 |
5,899.0 |
893.0 |
13.2% |
90.0 |
1.3% |
98% |
True |
False |
38,216 |
| 80 |
6,835.0 |
5,899.0 |
936.0 |
13.8% |
81.0 |
1.2% |
93% |
False |
False |
28,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,138.5 |
|
2.618 |
7,005.5 |
|
1.618 |
6,924.0 |
|
1.000 |
6,873.5 |
|
0.618 |
6,842.5 |
|
HIGH |
6,792.0 |
|
0.618 |
6,761.0 |
|
0.500 |
6,751.0 |
|
0.382 |
6,741.5 |
|
LOW |
6,710.5 |
|
0.618 |
6,660.0 |
|
1.000 |
6,629.0 |
|
1.618 |
6,578.5 |
|
2.618 |
6,497.0 |
|
4.250 |
6,364.0 |
|
|
| Fisher Pivots for day following 12-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,766.0 |
6,754.0 |
| PP |
6,758.5 |
6,734.5 |
| S1 |
6,751.0 |
6,715.0 |
|