| 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 |
8,035.0 |
8,007.0 |
-28.0 |
-0.3% |
8,064.0 |
| High |
8,040.0 |
8,079.0 |
39.0 |
0.5% |
8,130.5 |
| Low |
7,987.0 |
8,002.0 |
15.0 |
0.2% |
8,007.5 |
| Close |
8,012.5 |
8,035.0 |
22.5 |
0.3% |
8,094.5 |
| Range |
53.0 |
77.0 |
24.0 |
45.3% |
123.0 |
| ATR |
91.2 |
90.2 |
-1.0 |
-1.1% |
0.0 |
| Volume |
162,263 |
183,103 |
20,840 |
12.8% |
668,658 |
|
| Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,269.7 |
8,229.3 |
8,077.4 |
|
| R3 |
8,192.7 |
8,152.3 |
8,056.2 |
|
| R2 |
8,115.7 |
8,115.7 |
8,049.1 |
|
| R1 |
8,075.3 |
8,075.3 |
8,042.1 |
8,095.5 |
| PP |
8,038.7 |
8,038.7 |
8,038.7 |
8,048.8 |
| S1 |
7,998.3 |
7,998.3 |
8,027.9 |
8,018.5 |
| S2 |
7,961.7 |
7,961.7 |
8,020.9 |
|
| S3 |
7,884.7 |
7,921.3 |
8,013.8 |
|
| S4 |
7,807.7 |
7,844.3 |
7,992.7 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,446.5 |
8,393.5 |
8,162.2 |
|
| R3 |
8,323.5 |
8,270.5 |
8,128.3 |
|
| R2 |
8,200.5 |
8,200.5 |
8,117.1 |
|
| R1 |
8,147.5 |
8,147.5 |
8,105.8 |
8,174.0 |
| PP |
8,077.5 |
8,077.5 |
8,077.5 |
8,090.8 |
| S1 |
8,024.5 |
8,024.5 |
8,083.2 |
8,051.0 |
| S2 |
7,954.5 |
7,954.5 |
8,072.0 |
|
| S3 |
7,831.5 |
7,901.5 |
8,060.7 |
|
| S4 |
7,708.5 |
7,778.5 |
8,026.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,130.5 |
7,987.0 |
143.5 |
1.8% |
81.2 |
1.0% |
33% |
False |
False |
162,891 |
| 10 |
8,130.5 |
7,983.5 |
147.0 |
1.8% |
74.4 |
0.9% |
35% |
False |
False |
142,222 |
| 20 |
8,130.5 |
7,783.0 |
347.5 |
4.3% |
72.5 |
0.9% |
73% |
False |
False |
140,749 |
| 40 |
8,130.5 |
7,460.0 |
670.5 |
8.3% |
94.9 |
1.2% |
86% |
False |
False |
77,711 |
| 60 |
8,130.5 |
7,307.0 |
823.5 |
10.2% |
114.3 |
1.4% |
88% |
False |
False |
52,121 |
| 80 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
115.1 |
1.4% |
73% |
False |
False |
39,190 |
| 100 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
115.7 |
1.4% |
73% |
False |
False |
31,596 |
| 120 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
105.3 |
1.3% |
73% |
False |
False |
26,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,406.3 |
|
2.618 |
8,280.6 |
|
1.618 |
8,203.6 |
|
1.000 |
8,156.0 |
|
0.618 |
8,126.6 |
|
HIGH |
8,079.0 |
|
0.618 |
8,049.6 |
|
0.500 |
8,040.5 |
|
0.382 |
8,031.4 |
|
LOW |
8,002.0 |
|
0.618 |
7,954.4 |
|
1.000 |
7,925.0 |
|
1.618 |
7,877.4 |
|
2.618 |
7,800.4 |
|
4.250 |
7,674.8 |
|
|
| Fisher Pivots for day following 17-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,040.5 |
8,044.8 |
| PP |
8,038.7 |
8,041.5 |
| S1 |
8,036.8 |
8,038.3 |
|