| Trading Metrics calculated at close of trading on 30-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2007 |
30-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,795.0 |
6,823.0 |
28.0 |
0.4% |
6,590.0 |
| High |
6,824.0 |
6,837.0 |
13.0 |
0.2% |
6,767.0 |
| Low |
6,782.0 |
6,774.0 |
-8.0 |
-0.1% |
6,572.0 |
| Close |
6,821.0 |
6,800.0 |
-21.0 |
-0.3% |
6,724.0 |
| Range |
42.0 |
63.0 |
21.0 |
50.0% |
195.0 |
| ATR |
95.0 |
92.7 |
-2.3 |
-2.4% |
0.0 |
| Volume |
16,848 |
19,287 |
2,439 |
14.5% |
119,243 |
|
| Daily Pivots for day following 30-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,992.7 |
6,959.3 |
6,834.7 |
|
| R3 |
6,929.7 |
6,896.3 |
6,817.3 |
|
| R2 |
6,866.7 |
6,866.7 |
6,811.6 |
|
| R1 |
6,833.3 |
6,833.3 |
6,805.8 |
6,818.5 |
| PP |
6,803.7 |
6,803.7 |
6,803.7 |
6,796.3 |
| S1 |
6,770.3 |
6,770.3 |
6,794.2 |
6,755.5 |
| S2 |
6,740.7 |
6,740.7 |
6,788.5 |
|
| S3 |
6,677.7 |
6,707.3 |
6,782.7 |
|
| S4 |
6,614.7 |
6,644.3 |
6,765.4 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,272.7 |
7,193.3 |
6,831.3 |
|
| R3 |
7,077.7 |
6,998.3 |
6,777.6 |
|
| R2 |
6,882.7 |
6,882.7 |
6,759.8 |
|
| R1 |
6,803.3 |
6,803.3 |
6,741.9 |
6,843.0 |
| PP |
6,687.7 |
6,687.7 |
6,687.7 |
6,707.5 |
| S1 |
6,608.3 |
6,608.3 |
6,706.1 |
6,648.0 |
| S2 |
6,492.7 |
6,492.7 |
6,688.3 |
|
| S3 |
6,297.7 |
6,413.3 |
6,670.4 |
|
| S4 |
6,102.7 |
6,218.3 |
6,616.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,837.0 |
6,630.0 |
207.0 |
3.0% |
69.0 |
1.0% |
82% |
True |
False |
21,077 |
| 10 |
6,837.0 |
6,572.0 |
265.0 |
3.9% |
76.8 |
1.1% |
86% |
True |
False |
22,230 |
| 20 |
6,847.0 |
6,572.0 |
275.0 |
4.0% |
72.2 |
1.1% |
83% |
False |
False |
19,585 |
| 40 |
6,847.0 |
6,204.0 |
643.0 |
9.5% |
69.8 |
1.0% |
93% |
False |
False |
20,601 |
| 60 |
6,847.0 |
5,603.0 |
1,244.0 |
18.3% |
70.5 |
1.0% |
96% |
False |
False |
13,772 |
| 80 |
6,847.0 |
5,603.0 |
1,244.0 |
18.3% |
64.1 |
0.9% |
96% |
False |
False |
10,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,104.8 |
|
2.618 |
7,001.9 |
|
1.618 |
6,938.9 |
|
1.000 |
6,900.0 |
|
0.618 |
6,875.9 |
|
HIGH |
6,837.0 |
|
0.618 |
6,812.9 |
|
0.500 |
6,805.5 |
|
0.382 |
6,798.1 |
|
LOW |
6,774.0 |
|
0.618 |
6,735.1 |
|
1.000 |
6,711.0 |
|
1.618 |
6,672.1 |
|
2.618 |
6,609.1 |
|
4.250 |
6,506.3 |
|
|
| Fisher Pivots for day following 30-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,805.5 |
6,785.7 |
| PP |
6,803.7 |
6,771.3 |
| S1 |
6,801.8 |
6,757.0 |
|