| Trading Metrics calculated at close of trading on 02-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2007 |
02-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1,552.50 |
1,515.75 |
-36.75 |
-2.4% |
1,542.00 |
| High |
1,555.00 |
1,525.00 |
-30.00 |
-1.9% |
1,558.75 |
| Low |
1,510.50 |
1,496.75 |
-13.75 |
-0.9% |
1,496.75 |
| Close |
1,515.75 |
1,517.50 |
1.75 |
0.1% |
1,517.50 |
| Range |
44.50 |
28.25 |
-16.25 |
-36.5% |
62.00 |
| ATR |
22.30 |
22.73 |
0.42 |
1.9% |
0.00 |
| Volume |
1,961,311 |
2,522,700 |
561,389 |
28.6% |
8,079,028 |
|
| Daily Pivots for day following 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,597.75 |
1,586.00 |
1,533.00 |
|
| R3 |
1,569.50 |
1,557.75 |
1,525.25 |
|
| R2 |
1,541.25 |
1,541.25 |
1,522.75 |
|
| R1 |
1,529.50 |
1,529.50 |
1,520.00 |
1,535.50 |
| PP |
1,513.00 |
1,513.00 |
1,513.00 |
1,516.00 |
| S1 |
1,501.25 |
1,501.25 |
1,515.00 |
1,507.00 |
| S2 |
1,484.75 |
1,484.75 |
1,512.25 |
|
| S3 |
1,456.50 |
1,473.00 |
1,509.75 |
|
| S4 |
1,428.25 |
1,444.75 |
1,502.00 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,710.25 |
1,676.00 |
1,551.50 |
|
| R3 |
1,648.25 |
1,614.00 |
1,534.50 |
|
| R2 |
1,586.25 |
1,586.25 |
1,528.75 |
|
| R1 |
1,552.00 |
1,552.00 |
1,523.25 |
1,538.00 |
| PP |
1,524.25 |
1,524.25 |
1,524.25 |
1,517.50 |
| S1 |
1,490.00 |
1,490.00 |
1,511.75 |
1,476.00 |
| S2 |
1,462.25 |
1,462.25 |
1,506.25 |
|
| S3 |
1,400.25 |
1,428.00 |
1,500.50 |
|
| S4 |
1,338.25 |
1,366.00 |
1,483.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,558.75 |
1,496.75 |
62.00 |
4.1% |
24.25 |
1.6% |
33% |
False |
True |
1,615,805 |
| 10 |
1,558.75 |
1,492.50 |
66.25 |
4.4% |
23.75 |
1.6% |
38% |
False |
False |
1,955,949 |
| 20 |
1,586.75 |
1,492.50 |
94.25 |
6.2% |
22.50 |
1.5% |
27% |
False |
False |
1,792,666 |
| 40 |
1,586.75 |
1,453.50 |
133.25 |
8.8% |
20.00 |
1.3% |
48% |
False |
False |
1,545,939 |
| 60 |
1,586.75 |
1,385.00 |
201.75 |
13.3% |
23.25 |
1.5% |
66% |
False |
False |
1,037,122 |
| 80 |
1,586.75 |
1,385.00 |
201.75 |
13.3% |
24.50 |
1.6% |
66% |
False |
False |
778,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,645.00 |
|
2.618 |
1,599.00 |
|
1.618 |
1,570.75 |
|
1.000 |
1,553.25 |
|
0.618 |
1,542.50 |
|
HIGH |
1,525.00 |
|
0.618 |
1,514.25 |
|
0.500 |
1,511.00 |
|
0.382 |
1,507.50 |
|
LOW |
1,496.75 |
|
0.618 |
1,479.25 |
|
1.000 |
1,468.50 |
|
1.618 |
1,451.00 |
|
2.618 |
1,422.75 |
|
4.250 |
1,376.75 |
|
|
| Fisher Pivots for day following 02-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,515.25 |
1,527.75 |
| PP |
1,513.00 |
1,524.25 |
| S1 |
1,511.00 |
1,521.00 |
|