| 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 |
8,006.5 |
8,043.0 |
36.5 |
0.5% |
7,820.5 |
| High |
8,025.0 |
8,049.5 |
24.5 |
0.3% |
8,025.0 |
| Low |
7,969.0 |
7,983.0 |
14.0 |
0.2% |
7,806.5 |
| Close |
7,992.0 |
8,020.0 |
28.0 |
0.4% |
7,992.0 |
| Range |
56.0 |
66.5 |
10.5 |
18.8% |
218.5 |
| ATR |
96.2 |
94.1 |
-2.1 |
-2.2% |
0.0 |
| Volume |
0 |
90,235 |
90,235 |
|
860,879 |
|
| Daily Pivots for day following 30-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,217.0 |
8,185.0 |
8,056.6 |
|
| R3 |
8,150.5 |
8,118.5 |
8,038.3 |
|
| R2 |
8,084.0 |
8,084.0 |
8,032.2 |
|
| R1 |
8,052.0 |
8,052.0 |
8,026.1 |
8,034.8 |
| PP |
8,017.5 |
8,017.5 |
8,017.5 |
8,008.9 |
| S1 |
7,985.5 |
7,985.5 |
8,013.9 |
7,968.3 |
| S2 |
7,951.0 |
7,951.0 |
8,007.8 |
|
| S3 |
7,884.5 |
7,919.0 |
8,001.7 |
|
| S4 |
7,818.0 |
7,852.5 |
7,983.4 |
|
|
| 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 |
8,049.5 |
7,860.0 |
189.5 |
2.4% |
87.1 |
1.1% |
84% |
True |
False |
127,798 |
| 10 |
8,079.0 |
7,806.5 |
272.5 |
3.4% |
92.3 |
1.2% |
78% |
False |
False |
149,691 |
| 20 |
8,130.5 |
7,806.5 |
324.0 |
4.0% |
81.7 |
1.0% |
66% |
False |
False |
142,394 |
| 40 |
8,130.5 |
7,465.0 |
665.5 |
8.3% |
90.7 |
1.1% |
83% |
False |
False |
110,329 |
| 60 |
8,130.5 |
7,307.0 |
823.5 |
10.3% |
103.1 |
1.3% |
87% |
False |
False |
73,913 |
| 80 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
113.7 |
1.4% |
72% |
False |
False |
55,576 |
| 100 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
113.6 |
1.4% |
72% |
False |
False |
44,601 |
| 120 |
8,300.0 |
7,307.0 |
993.0 |
12.4% |
107.8 |
1.3% |
72% |
False |
False |
37,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,332.1 |
|
2.618 |
8,223.6 |
|
1.618 |
8,157.1 |
|
1.000 |
8,116.0 |
|
0.618 |
8,090.6 |
|
HIGH |
8,049.5 |
|
0.618 |
8,024.1 |
|
0.500 |
8,016.3 |
|
0.382 |
8,008.4 |
|
LOW |
7,983.0 |
|
0.618 |
7,941.9 |
|
1.000 |
7,916.5 |
|
1.618 |
7,875.4 |
|
2.618 |
7,808.9 |
|
4.250 |
7,700.4 |
|
|
| Fisher Pivots for day following 30-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
8,018.8 |
8,016.4 |
| PP |
8,017.5 |
8,012.8 |
| S1 |
8,016.3 |
8,009.3 |
|