| Trading Metrics calculated at close of trading on 30-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2007 |
30-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,207.50 |
2,215.50 |
8.00 |
0.4% |
2,146.50 |
| High |
2,230.25 |
2,232.75 |
2.50 |
0.1% |
2,221.00 |
| Low |
2,204.25 |
2,204.75 |
0.50 |
0.0% |
2,127.75 |
| Close |
2,215.50 |
2,217.75 |
2.25 |
0.1% |
2,207.25 |
| Range |
26.00 |
28.00 |
2.00 |
7.7% |
93.25 |
| ATR |
38.37 |
37.63 |
-0.74 |
-1.9% |
0.00 |
| Volume |
388,228 |
247,726 |
-140,502 |
-36.2% |
2,766,461 |
|
| Daily Pivots for day following 30-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,302.50 |
2,288.00 |
2,233.25 |
|
| R3 |
2,274.50 |
2,260.00 |
2,225.50 |
|
| R2 |
2,246.50 |
2,246.50 |
2,223.00 |
|
| R1 |
2,232.00 |
2,232.00 |
2,220.25 |
2,239.25 |
| PP |
2,218.50 |
2,218.50 |
2,218.50 |
2,222.00 |
| S1 |
2,204.00 |
2,204.00 |
2,215.25 |
2,211.25 |
| S2 |
2,190.50 |
2,190.50 |
2,212.50 |
|
| S3 |
2,162.50 |
2,176.00 |
2,210.00 |
|
| S4 |
2,134.50 |
2,148.00 |
2,202.25 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,465.00 |
2,429.50 |
2,258.50 |
|
| R3 |
2,371.75 |
2,336.25 |
2,233.00 |
|
| R2 |
2,278.50 |
2,278.50 |
2,224.25 |
|
| R1 |
2,243.00 |
2,243.00 |
2,215.75 |
2,260.75 |
| PP |
2,185.25 |
2,185.25 |
2,185.25 |
2,194.25 |
| S1 |
2,149.75 |
2,149.75 |
2,198.75 |
2,167.50 |
| S2 |
2,092.00 |
2,092.00 |
2,190.25 |
|
| S3 |
1,998.75 |
2,056.50 |
2,181.50 |
|
| S4 |
1,905.50 |
1,963.25 |
2,156.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,232.75 |
2,154.25 |
78.50 |
3.5% |
40.25 |
1.8% |
81% |
True |
False |
466,299 |
| 10 |
2,232.75 |
2,127.75 |
105.00 |
4.7% |
44.25 |
2.0% |
86% |
True |
False |
474,470 |
| 20 |
2,232.75 |
2,108.50 |
124.25 |
5.6% |
38.50 |
1.7% |
88% |
True |
False |
397,972 |
| 40 |
2,232.75 |
1,971.00 |
261.75 |
11.8% |
33.00 |
1.5% |
94% |
True |
False |
298,236 |
| 60 |
2,232.75 |
1,835.25 |
397.50 |
17.9% |
35.25 |
1.6% |
96% |
True |
False |
198,958 |
| 80 |
2,232.75 |
1,835.25 |
397.50 |
17.9% |
35.00 |
1.6% |
96% |
True |
False |
149,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,351.75 |
|
2.618 |
2,306.00 |
|
1.618 |
2,278.00 |
|
1.000 |
2,260.75 |
|
0.618 |
2,250.00 |
|
HIGH |
2,232.75 |
|
0.618 |
2,222.00 |
|
0.500 |
2,218.75 |
|
0.382 |
2,215.50 |
|
LOW |
2,204.75 |
|
0.618 |
2,187.50 |
|
1.000 |
2,176.75 |
|
1.618 |
2,159.50 |
|
2.618 |
2,131.50 |
|
4.250 |
2,085.75 |
|
|
| Fisher Pivots for day following 30-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,218.75 |
2,215.25 |
| PP |
2,218.50 |
2,212.75 |
| S1 |
2,218.00 |
2,210.50 |
|