| Trading Metrics calculated at close of trading on 03-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2007 |
03-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,704.0 |
6,716.0 |
12.0 |
0.2% |
6,455.0 |
| High |
6,742.0 |
6,738.0 |
-4.0 |
-0.1% |
6,653.0 |
| Low |
6,687.0 |
6,696.0 |
9.0 |
0.1% |
6,441.0 |
| Close |
6,723.0 |
6,722.0 |
-1.0 |
0.0% |
6,607.0 |
| Range |
55.0 |
42.0 |
-13.0 |
-23.6% |
212.0 |
| ATR |
87.9 |
84.6 |
-3.3 |
-3.7% |
0.0 |
| Volume |
24,408 |
15,873 |
-8,535 |
-35.0% |
106,485 |
|
| Daily Pivots for day following 03-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,844.7 |
6,825.3 |
6,745.1 |
|
| R3 |
6,802.7 |
6,783.3 |
6,733.6 |
|
| R2 |
6,760.7 |
6,760.7 |
6,729.7 |
|
| R1 |
6,741.3 |
6,741.3 |
6,725.9 |
6,751.0 |
| PP |
6,718.7 |
6,718.7 |
6,718.7 |
6,723.5 |
| S1 |
6,699.3 |
6,699.3 |
6,718.2 |
6,709.0 |
| S2 |
6,676.7 |
6,676.7 |
6,714.3 |
|
| S3 |
6,634.7 |
6,657.3 |
6,710.5 |
|
| S4 |
6,592.7 |
6,615.3 |
6,698.9 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,203.0 |
7,117.0 |
6,723.6 |
|
| R3 |
6,991.0 |
6,905.0 |
6,665.3 |
|
| R2 |
6,779.0 |
6,779.0 |
6,645.9 |
|
| R1 |
6,693.0 |
6,693.0 |
6,626.4 |
6,736.0 |
| PP |
6,567.0 |
6,567.0 |
6,567.0 |
6,588.5 |
| S1 |
6,481.0 |
6,481.0 |
6,587.6 |
6,524.0 |
| S2 |
6,355.0 |
6,355.0 |
6,568.1 |
|
| S3 |
6,143.0 |
6,269.0 |
6,548.7 |
|
| S4 |
5,931.0 |
6,057.0 |
6,490.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,742.0 |
6,565.0 |
177.0 |
2.6% |
53.4 |
0.8% |
89% |
False |
False |
19,495 |
| 10 |
6,742.0 |
6,401.0 |
341.0 |
5.1% |
60.8 |
0.9% |
94% |
False |
False |
19,958 |
| 20 |
6,742.0 |
6,204.0 |
538.0 |
8.0% |
64.8 |
1.0% |
96% |
False |
False |
22,409 |
| 40 |
6,742.0 |
5,603.0 |
1,139.0 |
16.9% |
69.2 |
1.0% |
98% |
False |
False |
11,262 |
| 60 |
6,742.0 |
5,603.0 |
1,139.0 |
16.9% |
61.3 |
0.9% |
98% |
False |
False |
7,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,916.5 |
|
2.618 |
6,848.0 |
|
1.618 |
6,806.0 |
|
1.000 |
6,780.0 |
|
0.618 |
6,764.0 |
|
HIGH |
6,738.0 |
|
0.618 |
6,722.0 |
|
0.500 |
6,717.0 |
|
0.382 |
6,712.0 |
|
LOW |
6,696.0 |
|
0.618 |
6,670.0 |
|
1.000 |
6,654.0 |
|
1.618 |
6,628.0 |
|
2.618 |
6,586.0 |
|
4.250 |
6,517.5 |
|
|
| Fisher Pivots for day following 03-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,720.3 |
6,706.2 |
| PP |
6,718.7 |
6,690.3 |
| S1 |
6,717.0 |
6,674.5 |
|