| Trading Metrics calculated at close of trading on 29-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2007 |
29-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
8,006.5 |
8,006.5 |
0.0 |
0.0% |
7,820.5 |
| High |
8,025.0 |
8,025.0 |
0.0 |
0.0% |
8,025.0 |
| Low |
7,969.0 |
7,969.0 |
0.0 |
0.0% |
7,806.5 |
| Close |
7,992.0 |
7,992.0 |
0.0 |
0.0% |
7,992.0 |
| Range |
56.0 |
56.0 |
0.0 |
0.0% |
218.5 |
| ATR |
99.3 |
96.2 |
-3.1 |
-3.1% |
0.0 |
| Volume |
151,540 |
0 |
-151,540 |
-100.0% |
860,879 |
|
| Daily Pivots for day following 29-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,163.3 |
8,133.7 |
8,022.8 |
|
| R3 |
8,107.3 |
8,077.7 |
8,007.4 |
|
| R2 |
8,051.3 |
8,051.3 |
8,002.3 |
|
| R1 |
8,021.7 |
8,021.7 |
7,997.1 |
8,008.5 |
| PP |
7,995.3 |
7,995.3 |
7,995.3 |
7,988.8 |
| S1 |
7,965.7 |
7,965.7 |
7,986.9 |
7,952.5 |
| S2 |
7,939.3 |
7,939.3 |
7,981.7 |
|
| S3 |
7,883.3 |
7,909.7 |
7,976.6 |
|
| S4 |
7,827.3 |
7,853.7 |
7,961.2 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,596.7 |
8,512.8 |
8,112.2 |
|
| R3 |
8,378.2 |
8,294.3 |
8,052.1 |
|
| R2 |
8,159.7 |
8,159.7 |
8,032.1 |
|
| R1 |
8,075.8 |
8,075.8 |
8,012.0 |
8,117.8 |
| PP |
7,941.2 |
7,941.2 |
7,941.2 |
7,962.1 |
| S1 |
7,857.3 |
7,857.3 |
7,972.0 |
7,899.3 |
| S2 |
7,722.7 |
7,722.7 |
7,951.9 |
|
| S3 |
7,504.2 |
7,638.8 |
7,931.9 |
|
| S4 |
7,285.7 |
7,420.3 |
7,871.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,025.0 |
7,860.0 |
165.0 |
2.1% |
85.4 |
1.1% |
80% |
True |
False |
136,047 |
| 10 |
8,079.0 |
7,806.5 |
272.5 |
3.4% |
90.9 |
1.1% |
68% |
False |
False |
156,894 |
| 20 |
8,130.5 |
7,806.5 |
324.0 |
4.1% |
80.7 |
1.0% |
57% |
False |
False |
145,121 |
| 40 |
8,130.5 |
7,465.0 |
665.5 |
8.3% |
92.9 |
1.2% |
79% |
False |
False |
108,118 |
| 60 |
8,130.5 |
7,307.0 |
823.5 |
10.3% |
104.2 |
1.3% |
83% |
False |
False |
72,419 |
| 80 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
116.0 |
1.5% |
69% |
False |
False |
54,452 |
| 100 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
114.0 |
1.4% |
69% |
False |
False |
43,762 |
| 120 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
107.8 |
1.3% |
69% |
False |
False |
36,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,263.0 |
|
2.618 |
8,171.6 |
|
1.618 |
8,115.6 |
|
1.000 |
8,081.0 |
|
0.618 |
8,059.6 |
|
HIGH |
8,025.0 |
|
0.618 |
8,003.6 |
|
0.500 |
7,997.0 |
|
0.382 |
7,990.4 |
|
LOW |
7,969.0 |
|
0.618 |
7,934.4 |
|
1.000 |
7,913.0 |
|
1.618 |
7,878.4 |
|
2.618 |
7,822.4 |
|
4.250 |
7,731.0 |
|
|
| Fisher Pivots for day following 29-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,997.0 |
7,975.5 |
| PP |
7,995.3 |
7,959.0 |
| S1 |
7,993.7 |
7,942.5 |
|