| Trading Metrics calculated at close of trading on 29-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2007 |
29-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
1,528.00 |
1,542.00 |
14.00 |
0.9% |
1,505.25 |
| High |
1,543.25 |
1,551.00 |
7.75 |
0.5% |
1,543.25 |
| Low |
1,521.75 |
1,540.75 |
19.00 |
1.2% |
1,492.50 |
| Close |
1,542.50 |
1,547.00 |
4.50 |
0.3% |
1,542.50 |
| Range |
21.50 |
10.25 |
-11.25 |
-52.3% |
50.75 |
| ATR |
21.61 |
20.80 |
-0.81 |
-3.8% |
0.00 |
| Volume |
1,954,427 |
1,550,975 |
-403,452 |
-20.6% |
11,480,463 |
|
| Daily Pivots for day following 29-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,577.00 |
1,572.25 |
1,552.75 |
|
| R3 |
1,566.75 |
1,562.00 |
1,549.75 |
|
| R2 |
1,556.50 |
1,556.50 |
1,549.00 |
|
| R1 |
1,551.75 |
1,551.75 |
1,548.00 |
1,554.00 |
| PP |
1,546.25 |
1,546.25 |
1,546.25 |
1,547.50 |
| S1 |
1,541.50 |
1,541.50 |
1,546.00 |
1,544.00 |
| S2 |
1,536.00 |
1,536.00 |
1,545.00 |
|
| S3 |
1,525.75 |
1,531.25 |
1,544.25 |
|
| S4 |
1,515.50 |
1,521.00 |
1,541.25 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,678.25 |
1,661.25 |
1,570.50 |
|
| R3 |
1,627.50 |
1,610.50 |
1,556.50 |
|
| R2 |
1,576.75 |
1,576.75 |
1,551.75 |
|
| R1 |
1,559.75 |
1,559.75 |
1,547.25 |
1,568.25 |
| PP |
1,526.00 |
1,526.00 |
1,526.00 |
1,530.50 |
| S1 |
1,509.00 |
1,509.00 |
1,537.75 |
1,517.50 |
| S2 |
1,475.25 |
1,475.25 |
1,533.25 |
|
| S3 |
1,424.50 |
1,458.25 |
1,528.50 |
|
| S4 |
1,373.75 |
1,407.50 |
1,514.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,551.00 |
1,495.25 |
55.75 |
3.6% |
20.50 |
1.3% |
93% |
True |
False |
2,068,337 |
| 10 |
1,561.75 |
1,492.50 |
69.25 |
4.5% |
23.00 |
1.5% |
79% |
False |
False |
2,062,644 |
| 20 |
1,586.75 |
1,492.50 |
94.25 |
6.1% |
19.50 |
1.3% |
58% |
False |
False |
1,730,538 |
| 40 |
1,586.75 |
1,453.50 |
133.25 |
8.6% |
19.50 |
1.3% |
70% |
False |
False |
1,386,014 |
| 60 |
1,586.75 |
1,385.00 |
201.75 |
13.0% |
23.75 |
1.5% |
80% |
False |
False |
928,544 |
| 80 |
1,586.75 |
1,385.00 |
201.75 |
13.0% |
24.00 |
1.6% |
80% |
False |
False |
696,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,594.50 |
|
2.618 |
1,577.75 |
|
1.618 |
1,567.50 |
|
1.000 |
1,561.25 |
|
0.618 |
1,557.25 |
|
HIGH |
1,551.00 |
|
0.618 |
1,547.00 |
|
0.500 |
1,546.00 |
|
0.382 |
1,544.75 |
|
LOW |
1,540.75 |
|
0.618 |
1,534.50 |
|
1.000 |
1,530.50 |
|
1.618 |
1,524.25 |
|
2.618 |
1,514.00 |
|
4.250 |
1,497.25 |
|
|
| Fisher Pivots for day following 29-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,546.50 |
1,540.75 |
| PP |
1,546.25 |
1,534.50 |
| S1 |
1,546.00 |
1,528.25 |
|