| Trading Metrics calculated at close of trading on 18-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,662.5 |
6,736.0 |
73.5 |
1.1% |
6,654.5 |
| High |
6,736.5 |
6,770.0 |
33.5 |
0.5% |
6,792.0 |
| Low |
6,636.5 |
6,625.0 |
-11.5 |
-0.2% |
6,576.5 |
| Close |
6,714.0 |
6,655.5 |
-58.5 |
-0.9% |
6,773.5 |
| Range |
100.0 |
145.0 |
45.0 |
45.0% |
215.5 |
| ATR |
93.0 |
96.7 |
3.7 |
4.0% |
0.0 |
| Volume |
99,722 |
118,137 |
18,415 |
18.5% |
445,750 |
|
| Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,118.5 |
7,032.0 |
6,735.0 |
|
| R3 |
6,973.5 |
6,887.0 |
6,695.5 |
|
| R2 |
6,828.5 |
6,828.5 |
6,682.0 |
|
| R1 |
6,742.0 |
6,742.0 |
6,669.0 |
6,713.0 |
| PP |
6,683.5 |
6,683.5 |
6,683.5 |
6,669.0 |
| S1 |
6,597.0 |
6,597.0 |
6,642.0 |
6,568.0 |
| S2 |
6,538.5 |
6,538.5 |
6,629.0 |
|
| S3 |
6,393.5 |
6,452.0 |
6,615.5 |
|
| S4 |
6,248.5 |
6,307.0 |
6,576.0 |
|
|
| 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 |
6,802.0 |
6,625.0 |
177.0 |
2.7% |
98.5 |
1.5% |
17% |
False |
True |
103,922 |
| 10 |
6,802.0 |
6,576.5 |
225.5 |
3.4% |
87.5 |
1.3% |
35% |
False |
False |
95,637 |
| 20 |
6,802.0 |
6,426.5 |
375.5 |
5.6% |
81.0 |
1.2% |
61% |
False |
False |
102,633 |
| 40 |
6,802.0 |
6,140.0 |
662.0 |
9.9% |
90.5 |
1.4% |
78% |
False |
False |
67,203 |
| 60 |
6,802.0 |
5,899.0 |
903.0 |
13.6% |
90.5 |
1.4% |
84% |
False |
False |
44,851 |
| 80 |
6,835.0 |
5,899.0 |
936.0 |
14.1% |
83.0 |
1.2% |
81% |
False |
False |
33,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,386.0 |
|
2.618 |
7,149.5 |
|
1.618 |
7,004.5 |
|
1.000 |
6,915.0 |
|
0.618 |
6,859.5 |
|
HIGH |
6,770.0 |
|
0.618 |
6,714.5 |
|
0.500 |
6,697.5 |
|
0.382 |
6,680.5 |
|
LOW |
6,625.0 |
|
0.618 |
6,535.5 |
|
1.000 |
6,480.0 |
|
1.618 |
6,390.5 |
|
2.618 |
6,245.5 |
|
4.250 |
6,009.0 |
|
|
| Fisher Pivots for day following 18-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,697.5 |
6,697.5 |
| PP |
6,683.5 |
6,683.5 |
| S1 |
6,669.5 |
6,669.5 |
|