| Trading Metrics calculated at close of trading on 18-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1,549.00 |
1,553.50 |
4.50 |
0.3% |
1,570.25 |
| High |
1,561.25 |
1,555.00 |
-6.25 |
-0.4% |
1,586.75 |
| Low |
1,534.00 |
1,540.00 |
6.00 |
0.4% |
1,556.25 |
| Close |
1,552.50 |
1,546.75 |
-5.75 |
-0.4% |
1,574.50 |
| Range |
27.25 |
15.00 |
-12.25 |
-45.0% |
30.50 |
| ATR |
19.31 |
19.01 |
-0.31 |
-1.6% |
0.00 |
| Volume |
1,844,427 |
2,240,072 |
395,645 |
21.5% |
7,286,093 |
|
| Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,592.25 |
1,584.50 |
1,555.00 |
|
| R3 |
1,577.25 |
1,569.50 |
1,551.00 |
|
| R2 |
1,562.25 |
1,562.25 |
1,549.50 |
|
| R1 |
1,554.50 |
1,554.50 |
1,548.00 |
1,551.00 |
| PP |
1,547.25 |
1,547.25 |
1,547.25 |
1,545.50 |
| S1 |
1,539.50 |
1,539.50 |
1,545.50 |
1,536.00 |
| S2 |
1,532.25 |
1,532.25 |
1,544.00 |
|
| S3 |
1,517.25 |
1,524.50 |
1,542.50 |
|
| S4 |
1,502.25 |
1,509.50 |
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 |
1,576.00 |
1,534.00 |
42.00 |
2.7% |
20.25 |
1.3% |
30% |
False |
False |
1,946,413 |
| 10 |
1,586.75 |
1,534.00 |
52.75 |
3.4% |
19.25 |
1.2% |
24% |
False |
False |
1,566,278 |
| 20 |
1,586.75 |
1,518.75 |
68.00 |
4.4% |
16.00 |
1.0% |
41% |
False |
False |
1,555,368 |
| 40 |
1,586.75 |
1,446.75 |
140.00 |
9.1% |
19.50 |
1.3% |
71% |
False |
False |
1,025,147 |
| 60 |
1,586.75 |
1,385.00 |
201.75 |
13.0% |
25.25 |
1.6% |
80% |
False |
False |
685,824 |
| 80 |
1,586.75 |
1,385.00 |
201.75 |
13.0% |
23.25 |
1.5% |
80% |
False |
False |
514,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,618.75 |
|
2.618 |
1,594.25 |
|
1.618 |
1,579.25 |
|
1.000 |
1,570.00 |
|
0.618 |
1,564.25 |
|
HIGH |
1,555.00 |
|
0.618 |
1,549.25 |
|
0.500 |
1,547.50 |
|
0.382 |
1,545.75 |
|
LOW |
1,540.00 |
|
0.618 |
1,530.75 |
|
1.000 |
1,525.00 |
|
1.618 |
1,515.75 |
|
2.618 |
1,500.75 |
|
4.250 |
1,476.25 |
|
|
| Fisher Pivots for day following 18-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,547.50 |
1,548.00 |
| PP |
1,547.25 |
1,547.50 |
| S1 |
1,547.00 |
1,547.00 |
|