| 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 |
6,832.0 |
6,743.0 |
-89.0 |
-1.3% |
6,716.0 |
| High |
6,847.0 |
6,764.0 |
-83.0 |
-1.2% |
6,832.0 |
| Low |
6,754.0 |
6,685.0 |
-69.0 |
-1.0% |
6,654.0 |
| Close |
6,796.0 |
6,739.0 |
-57.0 |
-0.8% |
6,798.0 |
| Range |
93.0 |
79.0 |
-14.0 |
-15.1% |
178.0 |
| ATR |
83.4 |
85.3 |
2.0 |
2.4% |
0.0 |
| Volume |
14,407 |
21,068 |
6,661 |
46.2% |
83,849 |
|
| Daily Pivots for day following 16-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,966.3 |
6,931.7 |
6,782.5 |
|
| R3 |
6,887.3 |
6,852.7 |
6,760.7 |
|
| R2 |
6,808.3 |
6,808.3 |
6,753.5 |
|
| R1 |
6,773.7 |
6,773.7 |
6,746.2 |
6,751.5 |
| PP |
6,729.3 |
6,729.3 |
6,729.3 |
6,718.3 |
| S1 |
6,694.7 |
6,694.7 |
6,731.8 |
6,672.5 |
| S2 |
6,650.3 |
6,650.3 |
6,724.5 |
|
| S3 |
6,571.3 |
6,615.7 |
6,717.3 |
|
| S4 |
6,492.3 |
6,536.7 |
6,695.6 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,295.3 |
7,224.7 |
6,895.9 |
|
| R3 |
7,117.3 |
7,046.7 |
6,847.0 |
|
| R2 |
6,939.3 |
6,939.3 |
6,830.6 |
|
| R1 |
6,868.7 |
6,868.7 |
6,814.3 |
6,904.0 |
| PP |
6,761.3 |
6,761.3 |
6,761.3 |
6,779.0 |
| S1 |
6,690.7 |
6,690.7 |
6,781.7 |
6,726.0 |
| S2 |
6,583.3 |
6,583.3 |
6,765.4 |
|
| S3 |
6,405.3 |
6,512.7 |
6,749.1 |
|
| S4 |
6,227.3 |
6,334.7 |
6,700.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,847.0 |
6,685.0 |
162.0 |
2.4% |
70.6 |
1.0% |
33% |
False |
True |
16,752 |
| 10 |
6,847.0 |
6,599.0 |
248.0 |
3.7% |
67.5 |
1.0% |
56% |
False |
False |
16,939 |
| 20 |
6,847.0 |
6,370.0 |
477.0 |
7.1% |
66.3 |
1.0% |
77% |
False |
False |
20,791 |
| 40 |
6,847.0 |
5,949.0 |
898.0 |
13.3% |
63.4 |
0.9% |
88% |
False |
False |
15,080 |
| 60 |
6,847.0 |
5,603.0 |
1,244.0 |
18.5% |
68.2 |
1.0% |
91% |
False |
False |
10,080 |
| 80 |
6,847.0 |
5,603.0 |
1,244.0 |
18.5% |
58.8 |
0.9% |
91% |
False |
False |
7,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,099.8 |
|
2.618 |
6,970.8 |
|
1.618 |
6,891.8 |
|
1.000 |
6,843.0 |
|
0.618 |
6,812.8 |
|
HIGH |
6,764.0 |
|
0.618 |
6,733.8 |
|
0.500 |
6,724.5 |
|
0.382 |
6,715.2 |
|
LOW |
6,685.0 |
|
0.618 |
6,636.2 |
|
1.000 |
6,606.0 |
|
1.618 |
6,557.2 |
|
2.618 |
6,478.2 |
|
4.250 |
6,349.3 |
|
|
| Fisher Pivots for day following 16-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,734.2 |
6,766.0 |
| PP |
6,729.3 |
6,757.0 |
| S1 |
6,724.5 |
6,748.0 |
|