| 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 |
14,029 |
14,147 |
118 |
0.8% |
13,981 |
| High |
14,204 |
14,164 |
-40 |
-0.3% |
14,204 |
| Low |
14,025 |
14,086 |
61 |
0.4% |
13,963 |
| Close |
14,156 |
14,112 |
-44 |
-0.3% |
14,156 |
| Range |
179 |
78 |
-101 |
-56.4% |
241 |
| ATR |
147 |
142 |
-5 |
-3.4% |
0 |
| Volume |
87,204 |
137,314 |
50,110 |
57.5% |
633,733 |
|
| Daily Pivots for day following 08-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,355 |
14,311 |
14,155 |
|
| R3 |
14,277 |
14,233 |
14,134 |
|
| R2 |
14,199 |
14,199 |
14,126 |
|
| R1 |
14,155 |
14,155 |
14,119 |
14,138 |
| PP |
14,121 |
14,121 |
14,121 |
14,112 |
| S1 |
14,077 |
14,077 |
14,105 |
14,060 |
| S2 |
14,043 |
14,043 |
14,098 |
|
| S3 |
13,965 |
13,999 |
14,091 |
|
| S4 |
13,887 |
13,921 |
14,069 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,831 |
14,734 |
14,289 |
|
| R3 |
14,590 |
14,493 |
14,222 |
|
| R2 |
14,349 |
14,349 |
14,200 |
|
| R1 |
14,252 |
14,252 |
14,178 |
14,301 |
| PP |
14,108 |
14,108 |
14,108 |
14,132 |
| S1 |
14,011 |
14,011 |
14,134 |
14,060 |
| S2 |
13,867 |
13,867 |
14,112 |
|
| S3 |
13,626 |
13,770 |
14,090 |
|
| S4 |
13,385 |
13,529 |
14,024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,204 |
14,024 |
180 |
1.3% |
103 |
0.7% |
49% |
False |
False |
128,893 |
| 10 |
14,204 |
13,782 |
422 |
3.0% |
114 |
0.8% |
78% |
False |
False |
132,072 |
| 20 |
14,204 |
13,238 |
966 |
6.8% |
134 |
0.9% |
90% |
False |
False |
113,318 |
| 40 |
14,204 |
12,649 |
1,555 |
11.0% |
166 |
1.2% |
94% |
False |
False |
56,816 |
| 60 |
14,213 |
12,649 |
1,564 |
11.1% |
174 |
1.2% |
94% |
False |
False |
37,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,496 |
|
2.618 |
14,368 |
|
1.618 |
14,290 |
|
1.000 |
14,242 |
|
0.618 |
14,212 |
|
HIGH |
14,164 |
|
0.618 |
14,134 |
|
0.500 |
14,125 |
|
0.382 |
14,116 |
|
LOW |
14,086 |
|
0.618 |
14,038 |
|
1.000 |
14,008 |
|
1.618 |
13,960 |
|
2.618 |
13,882 |
|
4.250 |
13,755 |
|
|
| Fisher Pivots for day following 08-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
14,125 |
14,115 |
| PP |
14,121 |
14,114 |
| S1 |
14,116 |
14,113 |
|