| Trading Metrics calculated at close of trading on 19-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2007 |
19-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,725.0 |
6,806.0 |
81.0 |
1.2% |
6,832.0 |
| High |
6,829.0 |
6,807.0 |
-22.0 |
-0.3% |
6,847.0 |
| Low |
6,725.0 |
6,715.0 |
-10.0 |
-0.1% |
6,682.0 |
| Close |
6,821.0 |
6,745.0 |
-76.0 |
-1.1% |
6,745.0 |
| Range |
104.0 |
92.0 |
-12.0 |
-11.5% |
165.0 |
| ATR |
87.1 |
88.5 |
1.3 |
1.5% |
0.0 |
| Volume |
21,959 |
22,704 |
745 |
3.4% |
102,404 |
|
| Daily Pivots for day following 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,031.7 |
6,980.3 |
6,795.6 |
|
| R3 |
6,939.7 |
6,888.3 |
6,770.3 |
|
| R2 |
6,847.7 |
6,847.7 |
6,761.9 |
|
| R1 |
6,796.3 |
6,796.3 |
6,753.4 |
6,776.0 |
| PP |
6,755.7 |
6,755.7 |
6,755.7 |
6,745.5 |
| S1 |
6,704.3 |
6,704.3 |
6,736.6 |
6,684.0 |
| S2 |
6,663.7 |
6,663.7 |
6,728.1 |
|
| S3 |
6,571.7 |
6,612.3 |
6,719.7 |
|
| S4 |
6,479.7 |
6,520.3 |
6,694.4 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,253.0 |
7,164.0 |
6,835.8 |
|
| R3 |
7,088.0 |
6,999.0 |
6,790.4 |
|
| R2 |
6,923.0 |
6,923.0 |
6,775.3 |
|
| R1 |
6,834.0 |
6,834.0 |
6,760.1 |
6,796.0 |
| PP |
6,758.0 |
6,758.0 |
6,758.0 |
6,739.0 |
| S1 |
6,669.0 |
6,669.0 |
6,729.9 |
6,631.0 |
| S2 |
6,593.0 |
6,593.0 |
6,714.8 |
|
| S3 |
6,428.0 |
6,504.0 |
6,699.6 |
|
| S4 |
6,263.0 |
6,339.0 |
6,654.3 |
|
|
| 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 |
2.4% |
89.4 |
1.3% |
38% |
False |
False |
20,480 |
| 10 |
6,847.0 |
6,654.0 |
193.0 |
2.9% |
78.3 |
1.2% |
47% |
False |
False |
18,625 |
| 20 |
6,847.0 |
6,441.0 |
406.0 |
6.0% |
70.2 |
1.0% |
75% |
False |
False |
18,935 |
| 40 |
6,847.0 |
6,080.0 |
767.0 |
11.4% |
64.7 |
1.0% |
87% |
False |
False |
16,743 |
| 60 |
6,847.0 |
5,603.0 |
1,244.0 |
18.4% |
71.3 |
1.1% |
92% |
False |
False |
11,195 |
| 80 |
6,847.0 |
5,603.0 |
1,244.0 |
18.4% |
60.3 |
0.9% |
92% |
False |
False |
8,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,198.0 |
|
2.618 |
7,047.9 |
|
1.618 |
6,955.9 |
|
1.000 |
6,899.0 |
|
0.618 |
6,863.9 |
|
HIGH |
6,807.0 |
|
0.618 |
6,771.9 |
|
0.500 |
6,761.0 |
|
0.382 |
6,750.1 |
|
LOW |
6,715.0 |
|
0.618 |
6,658.1 |
|
1.000 |
6,623.0 |
|
1.618 |
6,566.1 |
|
2.618 |
6,474.1 |
|
4.250 |
6,324.0 |
|
|
| Fisher Pivots for day following 19-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,761.0 |
6,755.5 |
| PP |
6,755.7 |
6,752.0 |
| S1 |
6,750.3 |
6,748.5 |
|