| Trading Metrics calculated at close of trading on 23-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2007 |
23-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1,505.25 |
1,513.50 |
8.25 |
0.5% |
1,574.50 |
| High |
1,515.75 |
1,527.50 |
11.75 |
0.8% |
1,576.00 |
| Low |
1,492.50 |
1,510.25 |
17.75 |
1.2% |
1,505.00 |
| Close |
1,513.50 |
1,525.50 |
12.00 |
0.8% |
1,505.75 |
| Range |
23.25 |
17.25 |
-6.00 |
-25.8% |
71.00 |
| ATR |
21.00 |
20.73 |
-0.27 |
-1.3% |
0.00 |
| Volume |
2,689,752 |
2,401,489 |
-288,263 |
-10.7% |
9,007,737 |
|
| Daily Pivots for day following 23-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,572.75 |
1,566.50 |
1,535.00 |
|
| R3 |
1,555.50 |
1,549.25 |
1,530.25 |
|
| R2 |
1,538.25 |
1,538.25 |
1,528.75 |
|
| R1 |
1,532.00 |
1,532.00 |
1,527.00 |
1,535.00 |
| PP |
1,521.00 |
1,521.00 |
1,521.00 |
1,522.75 |
| S1 |
1,514.75 |
1,514.75 |
1,524.00 |
1,518.00 |
| S2 |
1,503.75 |
1,503.75 |
1,522.25 |
|
| S3 |
1,486.50 |
1,497.50 |
1,520.75 |
|
| S4 |
1,469.25 |
1,480.25 |
1,516.00 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,742.00 |
1,694.75 |
1,544.75 |
|
| R3 |
1,671.00 |
1,623.75 |
1,525.25 |
|
| R2 |
1,600.00 |
1,600.00 |
1,518.75 |
|
| R1 |
1,552.75 |
1,552.75 |
1,512.25 |
1,541.00 |
| PP |
1,529.00 |
1,529.00 |
1,529.00 |
1,523.00 |
| S1 |
1,481.75 |
1,481.75 |
1,499.25 |
1,470.00 |
| S2 |
1,458.00 |
1,458.00 |
1,492.75 |
|
| S3 |
1,387.00 |
1,410.75 |
1,486.25 |
|
| S4 |
1,316.00 |
1,339.75 |
1,466.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,561.25 |
1,492.50 |
68.75 |
4.5% |
25.50 |
1.7% |
48% |
False |
False |
2,146,415 |
| 10 |
1,586.75 |
1,492.50 |
94.25 |
6.2% |
22.75 |
1.5% |
35% |
False |
False |
1,896,832 |
| 20 |
1,586.75 |
1,492.50 |
94.25 |
6.2% |
18.25 |
1.2% |
35% |
False |
False |
1,635,496 |
| 40 |
1,586.75 |
1,446.75 |
140.00 |
9.2% |
20.00 |
1.3% |
56% |
False |
False |
1,189,927 |
| 60 |
1,586.75 |
1,385.00 |
201.75 |
13.2% |
24.75 |
1.6% |
70% |
False |
False |
796,432 |
| 80 |
1,586.75 |
1,385.00 |
201.75 |
13.2% |
23.50 |
1.5% |
70% |
False |
False |
597,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,600.75 |
|
2.618 |
1,572.75 |
|
1.618 |
1,555.50 |
|
1.000 |
1,544.75 |
|
0.618 |
1,538.25 |
|
HIGH |
1,527.50 |
|
0.618 |
1,521.00 |
|
0.500 |
1,519.00 |
|
0.382 |
1,516.75 |
|
LOW |
1,510.25 |
|
0.618 |
1,499.50 |
|
1.000 |
1,493.00 |
|
1.618 |
1,482.25 |
|
2.618 |
1,465.00 |
|
4.250 |
1,437.00 |
|
|
| Fisher Pivots for day following 23-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,523.25 |
1,524.00 |
| PP |
1,521.00 |
1,522.50 |
| S1 |
1,519.00 |
1,521.00 |
|