| Trading Metrics calculated at close of trading on 16-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2007 |
16-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,199.50 |
2,180.00 |
-19.50 |
-0.9% |
2,170.75 |
| High |
2,204.00 |
2,186.00 |
-18.00 |
-0.8% |
2,214.00 |
| Low |
2,162.00 |
2,161.50 |
-0.50 |
0.0% |
2,145.75 |
| Close |
2,180.75 |
2,176.25 |
-4.50 |
-0.2% |
2,199.25 |
| Range |
42.00 |
24.50 |
-17.50 |
-41.7% |
68.25 |
| ATR |
31.66 |
31.15 |
-0.51 |
-1.6% |
0.00 |
| Volume |
403,012 |
397,174 |
-5,838 |
-1.4% |
1,668,941 |
|
| Daily Pivots for day following 16-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,248.00 |
2,236.75 |
2,189.75 |
|
| R3 |
2,223.50 |
2,212.25 |
2,183.00 |
|
| R2 |
2,199.00 |
2,199.00 |
2,180.75 |
|
| R1 |
2,187.75 |
2,187.75 |
2,178.50 |
2,181.00 |
| PP |
2,174.50 |
2,174.50 |
2,174.50 |
2,171.25 |
| S1 |
2,163.25 |
2,163.25 |
2,174.00 |
2,156.50 |
| S2 |
2,150.00 |
2,150.00 |
2,171.75 |
|
| S3 |
2,125.50 |
2,138.75 |
2,169.50 |
|
| S4 |
2,101.00 |
2,114.25 |
2,162.75 |
|
|
| 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% |
38.50 |
1.8% |
45% |
False |
False |
383,820 |
| 10 |
2,214.00 |
2,108.50 |
105.50 |
4.8% |
32.50 |
1.5% |
64% |
False |
False |
321,475 |
| 20 |
2,214.00 |
2,052.75 |
161.25 |
7.4% |
27.50 |
1.3% |
77% |
False |
False |
316,353 |
| 40 |
2,214.00 |
1,928.50 |
285.50 |
13.1% |
30.50 |
1.4% |
87% |
False |
False |
179,790 |
| 60 |
2,214.00 |
1,835.25 |
378.75 |
17.4% |
35.50 |
1.6% |
90% |
False |
False |
119,902 |
| 80 |
2,214.00 |
1,835.25 |
378.75 |
17.4% |
31.75 |
1.5% |
90% |
False |
False |
89,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,290.00 |
|
2.618 |
2,250.25 |
|
1.618 |
2,225.75 |
|
1.000 |
2,210.50 |
|
0.618 |
2,201.25 |
|
HIGH |
2,186.00 |
|
0.618 |
2,176.75 |
|
0.500 |
2,173.75 |
|
0.382 |
2,170.75 |
|
LOW |
2,161.50 |
|
0.618 |
2,146.25 |
|
1.000 |
2,137.00 |
|
1.618 |
2,121.75 |
|
2.618 |
2,097.25 |
|
4.250 |
2,057.50 |
|
|
| Fisher Pivots for day following 16-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,175.50 |
2,180.25 |
| PP |
2,174.50 |
2,179.00 |
| S1 |
2,173.75 |
2,177.50 |
|