| 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 |
13,568.93 |
13,675.58 |
106.65 |
0.8% |
14,092.43 |
| High |
13,684.60 |
13,690.45 |
5.85 |
0.0% |
14,118.52 |
| Low |
13,540.88 |
13,470.16 |
-70.72 |
-0.5% |
13,511.94 |
| Close |
13,676.23 |
13,675.25 |
-0.98 |
0.0% |
13,522.02 |
| Range |
143.72 |
220.29 |
76.57 |
53.3% |
606.58 |
| ATR |
162.80 |
166.91 |
4.11 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,272.82 |
14,194.33 |
13,796.41 |
|
| R3 |
14,052.53 |
13,974.04 |
13,735.83 |
|
| R2 |
13,832.24 |
13,832.24 |
13,715.64 |
|
| R1 |
13,753.75 |
13,753.75 |
13,695.44 |
13,682.85 |
| PP |
13,611.95 |
13,611.95 |
13,611.95 |
13,576.51 |
| S1 |
13,533.46 |
13,533.46 |
13,655.06 |
13,462.56 |
| S2 |
13,391.66 |
13,391.66 |
13,634.86 |
|
| S3 |
13,171.37 |
13,313.17 |
13,614.67 |
|
| S4 |
12,951.08 |
13,092.88 |
13,554.09 |
|
|
| 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 |
13,913.75 |
13,407.49 |
506.26 |
3.7% |
202.73 |
1.5% |
53% |
False |
False |
|
| 10 |
14,198.10 |
13,407.49 |
790.61 |
5.8% |
191.61 |
1.4% |
34% |
False |
False |
|
| 20 |
14,198.10 |
13,407.49 |
790.61 |
5.8% |
150.62 |
1.1% |
34% |
False |
False |
|
| 40 |
14,198.10 |
13,021.93 |
1,176.17 |
8.6% |
156.04 |
1.1% |
56% |
False |
False |
|
| 60 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
181.02 |
1.3% |
69% |
False |
False |
|
| 80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
176.32 |
1.3% |
69% |
False |
False |
|
| 100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
170.95 |
1.3% |
69% |
False |
False |
|
| 120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.3% |
158.89 |
1.2% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,626.68 |
|
2.618 |
14,267.17 |
|
1.618 |
14,046.88 |
|
1.000 |
13,910.74 |
|
0.618 |
13,826.59 |
|
HIGH |
13,690.45 |
|
0.618 |
13,606.30 |
|
0.500 |
13,580.31 |
|
0.382 |
13,554.31 |
|
LOW |
13,470.16 |
|
0.618 |
13,334.02 |
|
1.000 |
13,249.87 |
|
1.618 |
13,113.73 |
|
2.618 |
12,893.44 |
|
4.250 |
12,533.93 |
|
|
| Fisher Pivots for day following 24-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
13,643.60 |
13,633.16 |
| PP |
13,611.95 |
13,591.06 |
| S1 |
13,580.31 |
13,548.97 |
|