| Trading Metrics calculated at close of trading on 16-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2007 |
16-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1,574.50 |
1,560.25 |
-14.25 |
-0.9% |
1,570.25 |
| High |
1,576.00 |
1,561.75 |
-14.25 |
-0.9% |
1,586.75 |
| Low |
1,550.00 |
1,545.25 |
-4.75 |
-0.3% |
1,556.25 |
| Close |
1,560.25 |
1,547.50 |
-12.75 |
-0.8% |
1,574.50 |
| Range |
26.00 |
16.50 |
-9.50 |
-36.5% |
30.50 |
| ATR |
18.87 |
18.70 |
-0.17 |
-0.9% |
0.00 |
| Volume |
1,412,727 |
1,954,174 |
541,447 |
38.3% |
7,286,093 |
|
| Daily Pivots for day following 16-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,601.00 |
1,590.75 |
1,556.50 |
|
| R3 |
1,584.50 |
1,574.25 |
1,552.00 |
|
| R2 |
1,568.00 |
1,568.00 |
1,550.50 |
|
| R1 |
1,557.75 |
1,557.75 |
1,549.00 |
1,554.50 |
| PP |
1,551.50 |
1,551.50 |
1,551.50 |
1,550.00 |
| S1 |
1,541.25 |
1,541.25 |
1,546.00 |
1,538.00 |
| S2 |
1,535.00 |
1,535.00 |
1,544.50 |
|
| S3 |
1,518.50 |
1,524.75 |
1,543.00 |
|
| S4 |
1,502.00 |
1,508.25 |
1,538.50 |
|
|
| 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 |
1,545.25 |
41.50 |
2.7% |
20.00 |
1.3% |
5% |
False |
True |
1,647,248 |
| 10 |
1,586.75 |
1,545.25 |
41.50 |
2.7% |
16.75 |
1.1% |
5% |
False |
True |
1,423,762 |
| 20 |
1,586.75 |
1,518.75 |
68.00 |
4.4% |
15.75 |
1.0% |
42% |
False |
False |
1,613,863 |
| 40 |
1,586.75 |
1,446.75 |
140.00 |
9.0% |
19.50 |
1.3% |
72% |
False |
False |
923,458 |
| 60 |
1,586.75 |
1,385.00 |
201.75 |
13.0% |
25.50 |
1.7% |
81% |
False |
False |
617,838 |
| 80 |
1,586.75 |
1,385.00 |
201.75 |
13.0% |
23.25 |
1.5% |
81% |
False |
False |
463,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,632.00 |
|
2.618 |
1,605.00 |
|
1.618 |
1,588.50 |
|
1.000 |
1,578.25 |
|
0.618 |
1,572.00 |
|
HIGH |
1,561.75 |
|
0.618 |
1,555.50 |
|
0.500 |
1,553.50 |
|
0.382 |
1,551.50 |
|
LOW |
1,545.25 |
|
0.618 |
1,535.00 |
|
1.000 |
1,528.75 |
|
1.618 |
1,518.50 |
|
2.618 |
1,502.00 |
|
4.250 |
1,475.00 |
|
|
| Fisher Pivots for day following 16-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,553.50 |
1,560.50 |
| PP |
1,551.50 |
1,556.25 |
| S1 |
1,549.50 |
1,552.00 |
|