| Trading Metrics calculated at close of trading on 15-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2007 |
15-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1,565.00 |
1,574.50 |
9.50 |
0.6% |
1,570.25 |
| High |
1,575.00 |
1,576.00 |
1.00 |
0.1% |
1,586.75 |
| Low |
1,559.00 |
1,550.00 |
-9.00 |
-0.6% |
1,556.25 |
| Close |
1,574.50 |
1,560.25 |
-14.25 |
-0.9% |
1,574.50 |
| Range |
16.00 |
26.00 |
10.00 |
62.5% |
30.50 |
| ATR |
18.32 |
18.87 |
0.55 |
3.0% |
0.00 |
| Volume |
2,280,665 |
1,412,727 |
-867,938 |
-38.1% |
7,286,093 |
|
| Daily Pivots for day following 15-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,640.00 |
1,626.25 |
1,574.50 |
|
| R3 |
1,614.00 |
1,600.25 |
1,567.50 |
|
| R2 |
1,588.00 |
1,588.00 |
1,565.00 |
|
| R1 |
1,574.25 |
1,574.25 |
1,562.75 |
1,568.00 |
| PP |
1,562.00 |
1,562.00 |
1,562.00 |
1,559.00 |
| S1 |
1,548.25 |
1,548.25 |
1,557.75 |
1,542.00 |
| S2 |
1,536.00 |
1,536.00 |
1,555.50 |
|
| S3 |
1,510.00 |
1,522.25 |
1,553.00 |
|
| S4 |
1,484.00 |
1,496.25 |
1,546.00 |
|
|
| 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 |
1,550.00 |
36.75 |
2.4% |
20.00 |
1.3% |
28% |
False |
True |
1,400,082 |
| 10 |
1,586.75 |
1,546.50 |
40.25 |
2.6% |
16.00 |
1.0% |
34% |
False |
False |
1,398,432 |
| 20 |
1,586.75 |
1,485.00 |
101.75 |
6.5% |
17.25 |
1.1% |
74% |
False |
False |
1,583,782 |
| 40 |
1,586.75 |
1,445.75 |
141.00 |
9.0% |
19.75 |
1.3% |
81% |
False |
False |
874,741 |
| 60 |
1,586.75 |
1,385.00 |
201.75 |
12.9% |
25.50 |
1.6% |
87% |
False |
False |
585,282 |
| 80 |
1,586.75 |
1,385.00 |
201.75 |
12.9% |
23.50 |
1.5% |
87% |
False |
False |
439,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,686.50 |
|
2.618 |
1,644.00 |
|
1.618 |
1,618.00 |
|
1.000 |
1,602.00 |
|
0.618 |
1,592.00 |
|
HIGH |
1,576.00 |
|
0.618 |
1,566.00 |
|
0.500 |
1,563.00 |
|
0.382 |
1,560.00 |
|
LOW |
1,550.00 |
|
0.618 |
1,534.00 |
|
1.000 |
1,524.00 |
|
1.618 |
1,508.00 |
|
2.618 |
1,482.00 |
|
4.250 |
1,439.50 |
|
|
| Fisher Pivots for day following 15-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,563.00 |
1,568.50 |
| PP |
1,562.00 |
1,565.75 |
| S1 |
1,561.25 |
1,563.00 |
|