| Trading Metrics calculated at close of trading on 31-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2007 |
31-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,823.0 |
6,757.0 |
-66.0 |
-1.0% |
6,590.0 |
| High |
6,837.0 |
6,802.0 |
-35.0 |
-0.5% |
6,767.0 |
| Low |
6,774.0 |
6,737.0 |
-37.0 |
-0.5% |
6,572.0 |
| Close |
6,800.0 |
6,793.0 |
-7.0 |
-0.1% |
6,724.0 |
| Range |
63.0 |
65.0 |
2.0 |
3.2% |
195.0 |
| ATR |
92.7 |
90.7 |
-2.0 |
-2.1% |
0.0 |
| Volume |
19,287 |
25,915 |
6,628 |
34.4% |
119,243 |
|
| Daily Pivots for day following 31-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,972.3 |
6,947.7 |
6,828.8 |
|
| R3 |
6,907.3 |
6,882.7 |
6,810.9 |
|
| R2 |
6,842.3 |
6,842.3 |
6,804.9 |
|
| R1 |
6,817.7 |
6,817.7 |
6,799.0 |
6,830.0 |
| PP |
6,777.3 |
6,777.3 |
6,777.3 |
6,783.5 |
| S1 |
6,752.7 |
6,752.7 |
6,787.0 |
6,765.0 |
| S2 |
6,712.3 |
6,712.3 |
6,781.1 |
|
| S3 |
6,647.3 |
6,687.7 |
6,775.1 |
|
| S4 |
6,582.3 |
6,622.7 |
6,757.3 |
|
|
| 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% |
60.2 |
0.9% |
79% |
False |
False |
20,984 |
| 10 |
6,837.0 |
6,572.0 |
265.0 |
3.9% |
75.4 |
1.1% |
83% |
False |
False |
22,595 |
| 20 |
6,847.0 |
6,572.0 |
275.0 |
4.0% |
73.3 |
1.1% |
80% |
False |
False |
20,087 |
| 40 |
6,847.0 |
6,204.0 |
643.0 |
9.5% |
69.1 |
1.0% |
92% |
False |
False |
21,248 |
| 60 |
6,847.0 |
5,603.0 |
1,244.0 |
18.3% |
70.6 |
1.0% |
96% |
False |
False |
14,203 |
| 80 |
6,847.0 |
5,603.0 |
1,244.0 |
18.3% |
64.3 |
0.9% |
96% |
False |
False |
10,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,078.3 |
|
2.618 |
6,972.2 |
|
1.618 |
6,907.2 |
|
1.000 |
6,867.0 |
|
0.618 |
6,842.2 |
|
HIGH |
6,802.0 |
|
0.618 |
6,777.2 |
|
0.500 |
6,769.5 |
|
0.382 |
6,761.8 |
|
LOW |
6,737.0 |
|
0.618 |
6,696.8 |
|
1.000 |
6,672.0 |
|
1.618 |
6,631.8 |
|
2.618 |
6,566.8 |
|
4.250 |
6,460.8 |
|
|
| Fisher Pivots for day following 31-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,785.2 |
6,791.0 |
| PP |
6,777.3 |
6,789.0 |
| S1 |
6,769.5 |
6,787.0 |
|