| Trading Metrics calculated at close of trading on 12-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2007 |
12-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1,573.00 |
1,565.00 |
-8.00 |
-0.5% |
1,570.25 |
| High |
1,586.75 |
1,575.00 |
-11.75 |
-0.7% |
1,586.75 |
| Low |
1,556.25 |
1,559.00 |
2.75 |
0.2% |
1,556.25 |
| Close |
1,565.25 |
1,574.50 |
9.25 |
0.6% |
1,574.50 |
| Range |
30.50 |
16.00 |
-14.50 |
-47.5% |
30.50 |
| ATR |
18.50 |
18.32 |
-0.18 |
-1.0% |
0.00 |
| Volume |
1,306,369 |
2,280,665 |
974,296 |
74.6% |
7,286,093 |
|
| Daily Pivots for day following 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,617.50 |
1,612.00 |
1,583.25 |
|
| R3 |
1,601.50 |
1,596.00 |
1,579.00 |
|
| R2 |
1,585.50 |
1,585.50 |
1,577.50 |
|
| R1 |
1,580.00 |
1,580.00 |
1,576.00 |
1,582.75 |
| PP |
1,569.50 |
1,569.50 |
1,569.50 |
1,571.00 |
| S1 |
1,564.00 |
1,564.00 |
1,573.00 |
1,566.75 |
| S2 |
1,553.50 |
1,553.50 |
1,571.50 |
|
| S3 |
1,537.50 |
1,548.00 |
1,570.00 |
|
| S4 |
1,521.50 |
1,532.00 |
1,565.75 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,664.00 |
1,649.75 |
1,591.25 |
|
| R3 |
1,633.50 |
1,619.25 |
1,583.00 |
|
| R2 |
1,603.00 |
1,603.00 |
1,580.00 |
|
| R1 |
1,588.75 |
1,588.75 |
1,577.25 |
1,596.00 |
| PP |
1,572.50 |
1,572.50 |
1,572.50 |
1,576.00 |
| S1 |
1,558.25 |
1,558.25 |
1,571.75 |
1,565.50 |
| S2 |
1,542.00 |
1,542.00 |
1,569.00 |
|
| S3 |
1,511.50 |
1,527.75 |
1,566.00 |
|
| S4 |
1,481.00 |
1,497.25 |
1,557.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,586.75 |
1,556.25 |
30.50 |
1.9% |
17.00 |
1.1% |
60% |
False |
False |
1,457,218 |
| 10 |
1,586.75 |
1,535.25 |
51.50 |
3.3% |
16.00 |
1.0% |
76% |
False |
False |
1,402,767 |
| 20 |
1,586.75 |
1,485.00 |
101.75 |
6.5% |
16.75 |
1.1% |
88% |
False |
False |
1,583,035 |
| 40 |
1,586.75 |
1,410.75 |
176.00 |
11.2% |
21.00 |
1.3% |
93% |
False |
False |
839,805 |
| 60 |
1,586.75 |
1,385.00 |
201.75 |
12.8% |
25.50 |
1.6% |
94% |
False |
False |
561,755 |
| 80 |
1,586.75 |
1,385.00 |
201.75 |
12.8% |
23.25 |
1.5% |
94% |
False |
False |
421,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,643.00 |
|
2.618 |
1,617.00 |
|
1.618 |
1,601.00 |
|
1.000 |
1,591.00 |
|
0.618 |
1,585.00 |
|
HIGH |
1,575.00 |
|
0.618 |
1,569.00 |
|
0.500 |
1,567.00 |
|
0.382 |
1,565.00 |
|
LOW |
1,559.00 |
|
0.618 |
1,549.00 |
|
1.000 |
1,543.00 |
|
1.618 |
1,533.00 |
|
2.618 |
1,517.00 |
|
4.250 |
1,491.00 |
|
|
| Fisher Pivots for day following 12-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,572.00 |
1,573.50 |
| PP |
1,569.50 |
1,572.50 |
| S1 |
1,567.00 |
1,571.50 |
|