| Trading Metrics calculated at close of trading on 17-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2007 |
17-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,743.0 |
6,730.0 |
-13.0 |
-0.2% |
6,716.0 |
| High |
6,764.0 |
6,761.0 |
-3.0 |
0.0% |
6,832.0 |
| Low |
6,685.0 |
6,682.0 |
-3.0 |
0.0% |
6,654.0 |
| Close |
6,739.0 |
6,713.0 |
-26.0 |
-0.4% |
6,798.0 |
| Range |
79.0 |
79.0 |
0.0 |
0.0% |
178.0 |
| ATR |
85.3 |
84.9 |
-0.5 |
-0.5% |
0.0 |
| Volume |
21,068 |
22,266 |
1,198 |
5.7% |
83,849 |
|
| Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,955.7 |
6,913.3 |
6,756.5 |
|
| R3 |
6,876.7 |
6,834.3 |
6,734.7 |
|
| R2 |
6,797.7 |
6,797.7 |
6,727.5 |
|
| R1 |
6,755.3 |
6,755.3 |
6,720.2 |
6,737.0 |
| PP |
6,718.7 |
6,718.7 |
6,718.7 |
6,709.5 |
| S1 |
6,676.3 |
6,676.3 |
6,705.8 |
6,658.0 |
| S2 |
6,639.7 |
6,639.7 |
6,698.5 |
|
| S3 |
6,560.7 |
6,597.3 |
6,691.3 |
|
| S4 |
6,481.7 |
6,518.3 |
6,669.6 |
|
|
| 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 |
6,682.0 |
165.0 |
2.5% |
75.6 |
1.1% |
19% |
False |
True |
17,901 |
| 10 |
6,847.0 |
6,599.0 |
248.0 |
3.7% |
71.2 |
1.1% |
46% |
False |
False |
17,578 |
| 20 |
6,847.0 |
6,401.0 |
446.0 |
6.6% |
66.0 |
1.0% |
70% |
False |
False |
18,768 |
| 40 |
6,847.0 |
6,080.0 |
767.0 |
11.4% |
62.1 |
0.9% |
83% |
False |
False |
15,634 |
| 60 |
6,847.0 |
5,603.0 |
1,244.0 |
18.5% |
69.2 |
1.0% |
89% |
False |
False |
10,451 |
| 80 |
6,847.0 |
5,603.0 |
1,244.0 |
18.5% |
59.1 |
0.9% |
89% |
False |
False |
7,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,096.8 |
|
2.618 |
6,967.8 |
|
1.618 |
6,888.8 |
|
1.000 |
6,840.0 |
|
0.618 |
6,809.8 |
|
HIGH |
6,761.0 |
|
0.618 |
6,730.8 |
|
0.500 |
6,721.5 |
|
0.382 |
6,712.2 |
|
LOW |
6,682.0 |
|
0.618 |
6,633.2 |
|
1.000 |
6,603.0 |
|
1.618 |
6,554.2 |
|
2.618 |
6,475.2 |
|
4.250 |
6,346.3 |
|
|
| Fisher Pivots for day following 17-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,721.5 |
6,764.5 |
| PP |
6,718.7 |
6,747.3 |
| S1 |
6,715.8 |
6,730.2 |
|