| Trading Metrics calculated at close of trading on 15-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2007 |
15-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,166.00 |
2,199.50 |
33.50 |
1.5% |
2,170.75 |
| High |
2,200.00 |
2,204.00 |
4.00 |
0.2% |
2,214.00 |
| Low |
2,156.50 |
2,162.00 |
5.50 |
0.3% |
2,145.75 |
| Close |
2,199.25 |
2,180.75 |
-18.50 |
-0.8% |
2,199.25 |
| Range |
43.50 |
42.00 |
-1.50 |
-3.4% |
68.25 |
| ATR |
30.87 |
31.66 |
0.80 |
2.6% |
0.00 |
| Volume |
569,241 |
403,012 |
-166,229 |
-29.2% |
1,668,941 |
|
| Daily Pivots for day following 15-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,308.25 |
2,286.50 |
2,203.75 |
|
| R3 |
2,266.25 |
2,244.50 |
2,192.25 |
|
| R2 |
2,224.25 |
2,224.25 |
2,188.50 |
|
| R1 |
2,202.50 |
2,202.50 |
2,184.50 |
2,192.50 |
| PP |
2,182.25 |
2,182.25 |
2,182.25 |
2,177.25 |
| S1 |
2,160.50 |
2,160.50 |
2,177.00 |
2,150.50 |
| S2 |
2,140.25 |
2,140.25 |
2,173.00 |
|
| S3 |
2,098.25 |
2,118.50 |
2,169.25 |
|
| S4 |
2,056.25 |
2,076.50 |
2,157.75 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,391.00 |
2,363.50 |
2,236.75 |
|
| R3 |
2,322.75 |
2,295.25 |
2,218.00 |
|
| R2 |
2,254.50 |
2,254.50 |
2,211.75 |
|
| R1 |
2,227.00 |
2,227.00 |
2,205.50 |
2,240.75 |
| PP |
2,186.25 |
2,186.25 |
2,186.25 |
2,193.25 |
| S1 |
2,158.75 |
2,158.75 |
2,193.00 |
2,172.50 |
| S2 |
2,118.00 |
2,118.00 |
2,186.75 |
|
| S3 |
2,049.75 |
2,090.50 |
2,180.50 |
|
| S4 |
1,981.50 |
2,022.25 |
2,161.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,214.00 |
2,145.75 |
68.25 |
3.1% |
37.50 |
1.7% |
51% |
False |
False |
342,264 |
| 10 |
2,214.00 |
2,108.50 |
105.50 |
4.8% |
31.75 |
1.5% |
68% |
False |
False |
311,914 |
| 20 |
2,214.00 |
2,001.25 |
212.75 |
9.8% |
29.50 |
1.3% |
84% |
False |
False |
311,186 |
| 40 |
2,214.00 |
1,909.75 |
304.25 |
14.0% |
30.75 |
1.4% |
89% |
False |
False |
169,862 |
| 60 |
2,214.00 |
1,835.25 |
378.75 |
17.4% |
35.75 |
1.6% |
91% |
False |
False |
113,283 |
| 80 |
2,214.00 |
1,835.25 |
378.75 |
17.4% |
32.00 |
1.5% |
91% |
False |
False |
84,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,382.50 |
|
2.618 |
2,314.00 |
|
1.618 |
2,272.00 |
|
1.000 |
2,246.00 |
|
0.618 |
2,230.00 |
|
HIGH |
2,204.00 |
|
0.618 |
2,188.00 |
|
0.500 |
2,183.00 |
|
0.382 |
2,178.00 |
|
LOW |
2,162.00 |
|
0.618 |
2,136.00 |
|
1.000 |
2,120.00 |
|
1.618 |
2,094.00 |
|
2.618 |
2,052.00 |
|
4.250 |
1,983.50 |
|
|
| Fisher Pivots for day following 15-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,183.00 |
2,180.50 |
| PP |
2,182.25 |
2,180.25 |
| S1 |
2,181.50 |
2,180.00 |
|