| Trading Metrics calculated at close of trading on 16-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2007 |
16-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
14,092.43 |
13,986.34 |
-106.09 |
-0.8% |
14,065.36 |
| High |
14,118.52 |
13,992.03 |
-126.49 |
-0.9% |
14,198.10 |
| Low |
13,904.32 |
13,877.90 |
-26.42 |
-0.2% |
13,950.25 |
| Close |
13,984.80 |
13,912.94 |
-71.86 |
-0.5% |
14,093.08 |
| Range |
214.20 |
114.13 |
-100.07 |
-46.7% |
247.85 |
| ATR |
146.29 |
143.99 |
-2.30 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,270.01 |
14,205.61 |
13,975.71 |
|
| R3 |
14,155.88 |
14,091.48 |
13,944.33 |
|
| R2 |
14,041.75 |
14,041.75 |
13,933.86 |
|
| R1 |
13,977.35 |
13,977.35 |
13,923.40 |
13,952.49 |
| PP |
13,927.62 |
13,927.62 |
13,927.62 |
13,915.19 |
| S1 |
13,863.22 |
13,863.22 |
13,902.48 |
13,838.36 |
| S2 |
13,813.49 |
13,813.49 |
13,892.02 |
|
| S3 |
13,699.36 |
13,749.09 |
13,881.55 |
|
| S4 |
13,585.23 |
13,634.96 |
13,850.17 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,824.03 |
14,706.40 |
14,229.40 |
|
| R3 |
14,576.18 |
14,458.55 |
14,161.24 |
|
| R2 |
14,328.33 |
14,328.33 |
14,138.52 |
|
| R1 |
14,210.70 |
14,210.70 |
14,115.80 |
14,269.52 |
| PP |
14,080.48 |
14,080.48 |
14,080.48 |
14,109.88 |
| S1 |
13,962.85 |
13,962.85 |
14,070.36 |
14,021.67 |
| S2 |
13,832.63 |
13,832.63 |
14,047.64 |
|
| S3 |
13,584.78 |
13,715.00 |
14,024.92 |
|
| S4 |
13,336.93 |
13,467.15 |
13,956.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,198.10 |
13,877.90 |
320.20 |
2.3% |
163.94 |
1.2% |
11% |
False |
True |
|
| 10 |
14,198.10 |
13,877.90 |
320.20 |
2.3% |
131.63 |
0.9% |
11% |
False |
True |
|
| 20 |
14,198.10 |
13,696.31 |
501.79 |
3.6% |
121.45 |
0.9% |
43% |
False |
False |
|
| 40 |
14,198.10 |
13,021.93 |
1,176.17 |
8.5% |
148.59 |
1.1% |
76% |
False |
False |
|
| 60 |
14,198.10 |
12,517.94 |
1,680.16 |
12.1% |
186.28 |
1.3% |
83% |
False |
False |
|
| 80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.1% |
172.59 |
1.2% |
83% |
False |
False |
|
| 100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.1% |
163.96 |
1.2% |
83% |
False |
False |
|
| 120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.1% |
152.66 |
1.1% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,477.08 |
|
2.618 |
14,290.82 |
|
1.618 |
14,176.69 |
|
1.000 |
14,106.16 |
|
0.618 |
14,062.56 |
|
HIGH |
13,992.03 |
|
0.618 |
13,948.43 |
|
0.500 |
13,934.97 |
|
0.382 |
13,921.50 |
|
LOW |
13,877.90 |
|
0.618 |
13,807.37 |
|
1.000 |
13,763.77 |
|
1.618 |
13,693.24 |
|
2.618 |
13,579.11 |
|
4.250 |
13,392.85 |
|
|
| Fisher Pivots for day following 16-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,934.97 |
13,998.21 |
| PP |
13,927.62 |
13,969.79 |
| S1 |
13,920.28 |
13,941.36 |
|