| Trading Metrics calculated at close of trading on 24-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2007 |
24-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,176.25 |
2,207.00 |
30.75 |
1.4% |
2,199.50 |
| High |
2,221.00 |
2,209.25 |
-11.75 |
-0.5% |
2,218.25 |
| Low |
2,176.25 |
2,154.25 |
-22.00 |
-1.0% |
2,146.50 |
| Close |
2,212.00 |
2,203.00 |
-9.00 |
-0.4% |
2,149.75 |
| Range |
44.75 |
55.00 |
10.25 |
22.9% |
71.75 |
| ATR |
36.78 |
38.28 |
1.50 |
4.1% |
0.00 |
| Volume |
503,395 |
455,704 |
-47,691 |
-9.5% |
2,142,471 |
|
| Daily Pivots for day following 24-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,353.75 |
2,333.50 |
2,233.25 |
|
| R3 |
2,298.75 |
2,278.50 |
2,218.00 |
|
| R2 |
2,243.75 |
2,243.75 |
2,213.00 |
|
| R1 |
2,223.50 |
2,223.50 |
2,208.00 |
2,206.00 |
| PP |
2,188.75 |
2,188.75 |
2,188.75 |
2,180.25 |
| S1 |
2,168.50 |
2,168.50 |
2,198.00 |
2,151.00 |
| S2 |
2,133.75 |
2,133.75 |
2,193.00 |
|
| S3 |
2,078.75 |
2,113.50 |
2,188.00 |
|
| S4 |
2,023.75 |
2,058.50 |
2,172.75 |
|
|
| 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% |
50.50 |
2.3% |
81% |
False |
False |
488,386 |
| 10 |
2,221.00 |
2,127.75 |
93.25 |
4.2% |
47.25 |
2.1% |
81% |
False |
False |
450,187 |
| 20 |
2,221.00 |
2,103.25 |
117.75 |
5.3% |
35.25 |
1.6% |
85% |
False |
False |
357,026 |
| 40 |
2,221.00 |
1,970.00 |
251.00 |
11.4% |
32.50 |
1.5% |
93% |
False |
False |
251,478 |
| 60 |
2,221.00 |
1,835.25 |
385.75 |
17.5% |
35.50 |
1.6% |
95% |
False |
False |
167,701 |
| 80 |
2,221.00 |
1,835.25 |
385.75 |
17.5% |
34.25 |
1.5% |
95% |
False |
False |
125,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,443.00 |
|
2.618 |
2,353.25 |
|
1.618 |
2,298.25 |
|
1.000 |
2,264.25 |
|
0.618 |
2,243.25 |
|
HIGH |
2,209.25 |
|
0.618 |
2,188.25 |
|
0.500 |
2,181.75 |
|
0.382 |
2,175.25 |
|
LOW |
2,154.25 |
|
0.618 |
2,120.25 |
|
1.000 |
2,099.25 |
|
1.618 |
2,065.25 |
|
2.618 |
2,010.25 |
|
4.250 |
1,920.50 |
|
|
| Fisher Pivots for day following 24-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,196.00 |
2,193.50 |
| PP |
2,188.75 |
2,184.00 |
| S1 |
2,181.75 |
2,174.50 |
|