| Trading Metrics calculated at close of trading on 23-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2007 |
23-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,146.50 |
2,176.25 |
29.75 |
1.4% |
2,199.50 |
| High |
2,177.00 |
2,221.00 |
44.00 |
2.0% |
2,218.25 |
| Low |
2,127.75 |
2,176.25 |
48.50 |
2.3% |
2,146.50 |
| Close |
2,171.75 |
2,212.00 |
40.25 |
1.9% |
2,149.75 |
| Range |
49.25 |
44.75 |
-4.50 |
-9.1% |
71.75 |
| ATR |
35.82 |
36.78 |
0.96 |
2.7% |
0.00 |
| Volume |
567,524 |
503,395 |
-64,129 |
-11.3% |
2,142,471 |
|
| Daily Pivots for day following 23-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,337.25 |
2,319.50 |
2,236.50 |
|
| R3 |
2,292.50 |
2,274.75 |
2,224.25 |
|
| R2 |
2,247.75 |
2,247.75 |
2,220.25 |
|
| R1 |
2,230.00 |
2,230.00 |
2,216.00 |
2,239.00 |
| PP |
2,203.00 |
2,203.00 |
2,203.00 |
2,207.50 |
| S1 |
2,185.25 |
2,185.25 |
2,208.00 |
2,194.00 |
| S2 |
2,158.25 |
2,158.25 |
2,203.75 |
|
| S3 |
2,113.50 |
2,140.50 |
2,199.75 |
|
| S4 |
2,068.75 |
2,095.75 |
2,187.50 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,386.75 |
2,340.00 |
2,189.25 |
|
| R3 |
2,315.00 |
2,268.25 |
2,169.50 |
|
| R2 |
2,243.25 |
2,243.25 |
2,163.00 |
|
| R1 |
2,196.50 |
2,196.50 |
2,156.25 |
2,184.00 |
| PP |
2,171.50 |
2,171.50 |
2,171.50 |
2,165.25 |
| S1 |
2,124.75 |
2,124.75 |
2,143.25 |
2,112.25 |
| S2 |
2,099.75 |
2,099.75 |
2,136.50 |
|
| S3 |
2,028.00 |
2,053.00 |
2,130.00 |
|
| S4 |
1,956.25 |
1,981.25 |
2,110.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,221.00 |
2,127.75 |
93.25 |
4.2% |
48.00 |
2.2% |
90% |
True |
False |
482,640 |
| 10 |
2,221.00 |
2,127.75 |
93.25 |
4.2% |
43.25 |
2.0% |
90% |
True |
False |
433,230 |
| 20 |
2,221.00 |
2,097.50 |
123.50 |
5.6% |
33.50 |
1.5% |
93% |
True |
False |
348,031 |
| 40 |
2,221.00 |
1,929.25 |
291.75 |
13.2% |
32.50 |
1.5% |
97% |
True |
False |
240,103 |
| 60 |
2,221.00 |
1,835.25 |
385.75 |
17.4% |
35.25 |
1.6% |
98% |
True |
False |
160,108 |
| 80 |
2,221.00 |
1,835.25 |
385.75 |
17.4% |
33.50 |
1.5% |
98% |
True |
False |
120,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,411.25 |
|
2.618 |
2,338.25 |
|
1.618 |
2,293.50 |
|
1.000 |
2,265.75 |
|
0.618 |
2,248.75 |
|
HIGH |
2,221.00 |
|
0.618 |
2,204.00 |
|
0.500 |
2,198.50 |
|
0.382 |
2,193.25 |
|
LOW |
2,176.25 |
|
0.618 |
2,148.50 |
|
1.000 |
2,131.50 |
|
1.618 |
2,103.75 |
|
2.618 |
2,059.00 |
|
4.250 |
1,986.00 |
|
|
| Fisher Pivots for day following 23-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,207.50 |
2,199.50 |
| PP |
2,203.00 |
2,187.00 |
| S1 |
2,198.50 |
2,174.50 |
|