| 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 |
2,217.75 |
2,250.50 |
32.75 |
1.5% |
2,146.50 |
| High |
2,253.00 |
2,256.25 |
3.25 |
0.1% |
2,221.00 |
| Low |
2,210.50 |
2,207.75 |
-2.75 |
-0.1% |
2,127.75 |
| Close |
2,252.50 |
2,215.50 |
-37.00 |
-1.6% |
2,207.25 |
| Range |
42.50 |
48.50 |
6.00 |
14.1% |
93.25 |
| ATR |
37.98 |
38.73 |
0.75 |
2.0% |
0.00 |
| Volume |
255,435 |
398,459 |
143,024 |
56.0% |
2,766,461 |
|
| Daily Pivots for day following 01-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,372.00 |
2,342.25 |
2,242.25 |
|
| R3 |
2,323.50 |
2,293.75 |
2,228.75 |
|
| R2 |
2,275.00 |
2,275.00 |
2,224.50 |
|
| R1 |
2,245.25 |
2,245.25 |
2,220.00 |
2,236.00 |
| PP |
2,226.50 |
2,226.50 |
2,226.50 |
2,221.75 |
| S1 |
2,196.75 |
2,196.75 |
2,211.00 |
2,187.50 |
| S2 |
2,178.00 |
2,178.00 |
2,206.50 |
|
| S3 |
2,129.50 |
2,148.25 |
2,202.25 |
|
| S4 |
2,081.00 |
2,099.75 |
2,188.75 |
|
|
| 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 |
2,256.25 |
2,188.00 |
68.25 |
3.1% |
35.50 |
1.6% |
40% |
True |
False |
366,455 |
| 10 |
2,256.25 |
2,127.75 |
128.50 |
5.8% |
45.75 |
2.1% |
68% |
True |
False |
444,706 |
| 20 |
2,256.25 |
2,121.50 |
134.75 |
6.1% |
40.75 |
1.8% |
70% |
True |
False |
404,146 |
| 40 |
2,256.25 |
1,971.00 |
285.25 |
12.9% |
34.00 |
1.5% |
86% |
True |
False |
314,530 |
| 60 |
2,256.25 |
1,835.25 |
421.00 |
19.0% |
35.25 |
1.6% |
90% |
True |
False |
209,852 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
19.0% |
35.50 |
1.6% |
90% |
True |
False |
157,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,462.50 |
|
2.618 |
2,383.25 |
|
1.618 |
2,334.75 |
|
1.000 |
2,304.75 |
|
0.618 |
2,286.25 |
|
HIGH |
2,256.25 |
|
0.618 |
2,237.75 |
|
0.500 |
2,232.00 |
|
0.382 |
2,226.25 |
|
LOW |
2,207.75 |
|
0.618 |
2,177.75 |
|
1.000 |
2,159.25 |
|
1.618 |
2,129.25 |
|
2.618 |
2,080.75 |
|
4.250 |
2,001.50 |
|
|
| Fisher Pivots for day following 01-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,232.00 |
2,230.50 |
| PP |
2,226.50 |
2,225.50 |
| S1 |
2,221.00 |
2,220.50 |
|