| Trading Metrics calculated at close of trading on 17-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2007 |
17-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1,560.25 |
1,549.00 |
-11.25 |
-0.7% |
1,570.25 |
| High |
1,561.75 |
1,561.25 |
-0.50 |
0.0% |
1,586.75 |
| Low |
1,545.25 |
1,534.00 |
-11.25 |
-0.7% |
1,556.25 |
| Close |
1,547.50 |
1,552.50 |
5.00 |
0.3% |
1,574.50 |
| Range |
16.50 |
27.25 |
10.75 |
65.2% |
30.50 |
| ATR |
18.70 |
19.31 |
0.61 |
3.3% |
0.00 |
| Volume |
1,954,174 |
1,844,427 |
-109,747 |
-5.6% |
7,286,093 |
|
| Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,631.00 |
1,619.00 |
1,567.50 |
|
| R3 |
1,603.75 |
1,591.75 |
1,560.00 |
|
| R2 |
1,576.50 |
1,576.50 |
1,557.50 |
|
| R1 |
1,564.50 |
1,564.50 |
1,555.00 |
1,570.50 |
| PP |
1,549.25 |
1,549.25 |
1,549.25 |
1,552.25 |
| S1 |
1,537.25 |
1,537.25 |
1,550.00 |
1,543.25 |
| S2 |
1,522.00 |
1,522.00 |
1,547.50 |
|
| S3 |
1,494.75 |
1,510.00 |
1,545.00 |
|
| S4 |
1,467.50 |
1,482.75 |
1,537.50 |
|
|
| 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 |
1,534.00 |
52.75 |
3.4% |
23.25 |
1.5% |
35% |
False |
True |
1,759,672 |
| 10 |
1,586.75 |
1,534.00 |
52.75 |
3.4% |
18.50 |
1.2% |
35% |
False |
True |
1,480,829 |
| 20 |
1,586.75 |
1,518.75 |
68.00 |
4.4% |
16.00 |
1.0% |
50% |
False |
False |
1,575,950 |
| 40 |
1,586.75 |
1,446.75 |
140.00 |
9.0% |
19.75 |
1.3% |
76% |
False |
False |
969,426 |
| 60 |
1,586.75 |
1,385.00 |
201.75 |
13.0% |
25.50 |
1.6% |
83% |
False |
False |
648,569 |
| 80 |
1,586.75 |
1,385.00 |
201.75 |
13.0% |
23.50 |
1.5% |
83% |
False |
False |
486,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,677.00 |
|
2.618 |
1,632.50 |
|
1.618 |
1,605.25 |
|
1.000 |
1,588.50 |
|
0.618 |
1,578.00 |
|
HIGH |
1,561.25 |
|
0.618 |
1,550.75 |
|
0.500 |
1,547.50 |
|
0.382 |
1,544.50 |
|
LOW |
1,534.00 |
|
0.618 |
1,517.25 |
|
1.000 |
1,506.75 |
|
1.618 |
1,490.00 |
|
2.618 |
1,462.75 |
|
4.250 |
1,418.25 |
|
|
| Fisher Pivots for day following 17-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,551.00 |
1,555.00 |
| PP |
1,549.25 |
1,554.25 |
| S1 |
1,547.50 |
1,553.25 |
|