| Trading Metrics calculated at close of trading on 01-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2007 |
01-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
8,019.0 |
8,019.0 |
0.0 |
0.0% |
7,820.5 |
| High |
8,100.0 |
8,100.0 |
0.0 |
0.0% |
8,025.0 |
| Low |
7,998.5 |
7,998.5 |
0.0 |
0.0% |
7,806.5 |
| Close |
8,059.5 |
8,059.5 |
0.0 |
0.0% |
7,992.0 |
| Range |
101.5 |
101.5 |
0.0 |
0.0% |
218.5 |
| ATR |
94.6 |
95.1 |
0.5 |
0.5% |
0.0 |
| Volume |
135,518 |
0 |
-135,518 |
-100.0% |
860,879 |
|
| Daily Pivots for day following 01-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,357.2 |
8,309.8 |
8,115.3 |
|
| R3 |
8,255.7 |
8,208.3 |
8,087.4 |
|
| R2 |
8,154.2 |
8,154.2 |
8,078.1 |
|
| R1 |
8,106.8 |
8,106.8 |
8,068.8 |
8,130.5 |
| PP |
8,052.7 |
8,052.7 |
8,052.7 |
8,064.5 |
| S1 |
8,005.3 |
8,005.3 |
8,050.2 |
8,029.0 |
| S2 |
7,951.2 |
7,951.2 |
8,040.9 |
|
| S3 |
7,849.7 |
7,903.8 |
8,031.6 |
|
| S4 |
7,748.2 |
7,802.3 |
8,003.7 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,596.7 |
8,512.8 |
8,112.2 |
|
| R3 |
8,378.2 |
8,294.3 |
8,052.1 |
|
| R2 |
8,159.7 |
8,159.7 |
8,032.1 |
|
| R1 |
8,075.8 |
8,075.8 |
8,012.0 |
8,117.8 |
| PP |
7,941.2 |
7,941.2 |
7,941.2 |
7,962.1 |
| S1 |
7,857.3 |
7,857.3 |
7,972.0 |
7,899.3 |
| S2 |
7,722.7 |
7,722.7 |
7,951.9 |
|
| S3 |
7,504.2 |
7,638.8 |
7,931.9 |
|
| S4 |
7,285.7 |
7,420.3 |
7,871.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,100.0 |
7,969.0 |
131.0 |
1.6% |
76.3 |
0.9% |
69% |
True |
False |
75,458 |
| 10 |
8,100.0 |
7,806.5 |
293.5 |
3.6% |
92.2 |
1.1% |
86% |
True |
False |
127,915 |
| 20 |
8,130.5 |
7,806.5 |
324.0 |
4.0% |
86.8 |
1.1% |
78% |
False |
False |
137,308 |
| 40 |
8,130.5 |
7,465.0 |
665.5 |
8.3% |
89.1 |
1.1% |
89% |
False |
False |
113,658 |
| 60 |
8,130.5 |
7,307.0 |
823.5 |
10.2% |
101.8 |
1.3% |
91% |
False |
False |
76,151 |
| 80 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
111.8 |
1.4% |
76% |
False |
False |
57,257 |
| 100 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
113.3 |
1.4% |
76% |
False |
False |
45,889 |
| 120 |
8,300.0 |
7,307.0 |
993.0 |
12.3% |
108.6 |
1.3% |
76% |
False |
False |
38,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,531.4 |
|
2.618 |
8,365.7 |
|
1.618 |
8,264.2 |
|
1.000 |
8,201.5 |
|
0.618 |
8,162.7 |
|
HIGH |
8,100.0 |
|
0.618 |
8,061.2 |
|
0.500 |
8,049.3 |
|
0.382 |
8,037.3 |
|
LOW |
7,998.5 |
|
0.618 |
7,935.8 |
|
1.000 |
7,897.0 |
|
1.618 |
7,834.3 |
|
2.618 |
7,732.8 |
|
4.250 |
7,567.1 |
|
|
| Fisher Pivots for day following 01-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,056.1 |
8,053.5 |
| PP |
8,052.7 |
8,047.5 |
| S1 |
8,049.3 |
8,041.5 |
|