| 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 |
13,639 |
13,675 |
36 |
0.3% |
14,183 |
| High |
13,727 |
13,733 |
6 |
0.0% |
14,205 |
| Low |
13,584 |
13,505 |
-79 |
-0.6% |
13,521 |
| Close |
13,707 |
13,706 |
-1 |
0.0% |
13,560 |
| Range |
143 |
228 |
85 |
59.4% |
684 |
| ATR |
180 |
183 |
3 |
1.9% |
0 |
| Volume |
239,618 |
181,589 |
-58,029 |
-24.2% |
852,468 |
|
| Daily Pivots for day following 24-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,332 |
14,247 |
13,832 |
|
| R3 |
14,104 |
14,019 |
13,769 |
|
| R2 |
13,876 |
13,876 |
13,748 |
|
| R1 |
13,791 |
13,791 |
13,727 |
13,834 |
| PP |
13,648 |
13,648 |
13,648 |
13,669 |
| S1 |
13,563 |
13,563 |
13,685 |
13,606 |
| S2 |
13,420 |
13,420 |
13,664 |
|
| S3 |
13,192 |
13,335 |
13,643 |
|
| S4 |
12,964 |
13,107 |
13,581 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,814 |
15,371 |
13,936 |
|
| R3 |
15,130 |
14,687 |
13,748 |
|
| R2 |
14,446 |
14,446 |
13,686 |
|
| R1 |
14,003 |
14,003 |
13,623 |
13,883 |
| PP |
13,762 |
13,762 |
13,762 |
13,702 |
| S1 |
13,319 |
13,319 |
13,497 |
13,199 |
| S2 |
13,078 |
13,078 |
13,435 |
|
| S3 |
12,394 |
12,635 |
13,372 |
|
| S4 |
11,710 |
11,951 |
13,184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,984 |
13,412 |
572 |
4.2% |
228 |
1.7% |
51% |
False |
False |
210,690 |
| 10 |
14,267 |
13,412 |
855 |
6.2% |
218 |
1.6% |
34% |
False |
False |
191,839 |
| 20 |
14,267 |
13,412 |
855 |
6.2% |
170 |
1.2% |
34% |
False |
False |
158,036 |
| 40 |
14,267 |
13,137 |
1,130 |
8.2% |
167 |
1.2% |
50% |
False |
False |
109,612 |
| 60 |
14,267 |
12,649 |
1,618 |
11.8% |
186 |
1.4% |
65% |
False |
False |
73,113 |
| 80 |
14,267 |
12,649 |
1,618 |
11.8% |
169 |
1.2% |
65% |
False |
False |
54,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,702 |
|
2.618 |
14,330 |
|
1.618 |
14,102 |
|
1.000 |
13,961 |
|
0.618 |
13,874 |
|
HIGH |
13,733 |
|
0.618 |
13,646 |
|
0.500 |
13,619 |
|
0.382 |
13,592 |
|
LOW |
13,505 |
|
0.618 |
13,364 |
|
1.000 |
13,277 |
|
1.618 |
13,136 |
|
2.618 |
12,908 |
|
4.250 |
12,536 |
|
|
| Fisher Pivots for day following 24-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,677 |
13,662 |
| PP |
13,648 |
13,617 |
| S1 |
13,619 |
13,573 |
|