| Trading Metrics calculated at close of trading on 22-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2007 |
22-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
13,888.47 |
13,521.62 |
-366.85 |
-2.6% |
14,092.43 |
| High |
13,888.47 |
13,587.22 |
-301.25 |
-2.2% |
14,118.52 |
| Low |
13,511.94 |
13,407.49 |
-104.45 |
-0.8% |
13,511.94 |
| Close |
13,522.02 |
13,566.97 |
44.95 |
0.3% |
13,522.02 |
| Range |
376.53 |
179.73 |
-196.80 |
-52.3% |
606.58 |
| ATR |
163.08 |
164.27 |
1.19 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,059.75 |
13,993.09 |
13,665.82 |
|
| R3 |
13,880.02 |
13,813.36 |
13,616.40 |
|
| R2 |
13,700.29 |
13,700.29 |
13,599.92 |
|
| R1 |
13,633.63 |
13,633.63 |
13,583.45 |
13,666.96 |
| PP |
13,520.56 |
13,520.56 |
13,520.56 |
13,537.23 |
| S1 |
13,453.90 |
13,453.90 |
13,550.49 |
13,487.23 |
| S2 |
13,340.83 |
13,340.83 |
13,534.02 |
|
| S3 |
13,161.10 |
13,274.17 |
13,517.54 |
|
| S4 |
12,981.37 |
13,094.44 |
13,468.12 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,537.23 |
15,136.21 |
13,855.64 |
|
| R3 |
14,930.65 |
14,529.63 |
13,688.83 |
|
| R2 |
14,324.07 |
14,324.07 |
13,633.23 |
|
| R1 |
13,923.05 |
13,923.05 |
13,577.62 |
13,820.27 |
| PP |
13,717.49 |
13,717.49 |
13,717.49 |
13,666.11 |
| S1 |
13,316.47 |
13,316.47 |
13,466.42 |
13,213.69 |
| S2 |
13,110.91 |
13,110.91 |
13,410.81 |
|
| S3 |
12,504.33 |
12,709.89 |
13,355.21 |
|
| S4 |
11,897.75 |
12,103.31 |
13,188.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,012.84 |
13,407.49 |
605.35 |
4.5% |
200.39 |
1.5% |
26% |
False |
True |
|
| 10 |
14,198.10 |
13,407.49 |
790.61 |
5.8% |
184.01 |
1.4% |
20% |
False |
True |
|
| 20 |
14,198.10 |
13,407.49 |
790.61 |
5.8% |
143.78 |
1.1% |
20% |
False |
True |
|
| 40 |
14,198.10 |
13,021.93 |
1,176.17 |
8.7% |
156.08 |
1.2% |
46% |
False |
False |
|
| 60 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
182.91 |
1.3% |
62% |
False |
False |
|
| 80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
176.01 |
1.3% |
62% |
False |
False |
|
| 100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
168.70 |
1.2% |
62% |
False |
False |
|
| 120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.4% |
156.75 |
1.2% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,351.07 |
|
2.618 |
14,057.75 |
|
1.618 |
13,878.02 |
|
1.000 |
13,766.95 |
|
0.618 |
13,698.29 |
|
HIGH |
13,587.22 |
|
0.618 |
13,518.56 |
|
0.500 |
13,497.36 |
|
0.382 |
13,476.15 |
|
LOW |
13,407.49 |
|
0.618 |
13,296.42 |
|
1.000 |
13,227.76 |
|
1.618 |
13,116.69 |
|
2.618 |
12,936.96 |
|
4.250 |
12,643.64 |
|
|
| Fisher Pivots for day following 22-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,543.77 |
13,660.62 |
| PP |
13,520.56 |
13,629.40 |
| S1 |
13,497.36 |
13,598.19 |
|