| Trading Metrics calculated at close of trading on 17-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2007 |
17-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,180.00 |
2,179.25 |
-0.75 |
0.0% |
2,170.75 |
| High |
2,186.00 |
2,202.75 |
16.75 |
0.8% |
2,214.00 |
| Low |
2,161.50 |
2,160.25 |
-1.25 |
-0.1% |
2,145.75 |
| Close |
2,176.25 |
2,196.75 |
20.50 |
0.9% |
2,199.25 |
| Range |
24.50 |
42.50 |
18.00 |
73.5% |
68.25 |
| ATR |
31.15 |
31.96 |
0.81 |
2.6% |
0.00 |
| Volume |
397,174 |
426,975 |
29,801 |
7.5% |
1,668,941 |
|
| Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,314.00 |
2,298.00 |
2,220.00 |
|
| R3 |
2,271.50 |
2,255.50 |
2,208.50 |
|
| R2 |
2,229.00 |
2,229.00 |
2,204.50 |
|
| R1 |
2,213.00 |
2,213.00 |
2,200.75 |
2,221.00 |
| PP |
2,186.50 |
2,186.50 |
2,186.50 |
2,190.50 |
| S1 |
2,170.50 |
2,170.50 |
2,192.75 |
2,178.50 |
| S2 |
2,144.00 |
2,144.00 |
2,189.00 |
|
| S3 |
2,101.50 |
2,128.00 |
2,185.00 |
|
| S4 |
2,059.00 |
2,085.50 |
2,173.50 |
|
|
| 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% |
44.25 |
2.0% |
75% |
False |
False |
411,987 |
| 10 |
2,214.00 |
2,108.50 |
105.50 |
4.8% |
34.50 |
1.6% |
84% |
False |
False |
339,382 |
| 20 |
2,214.00 |
2,052.75 |
161.25 |
7.3% |
28.50 |
1.3% |
89% |
False |
False |
315,868 |
| 40 |
2,214.00 |
1,928.50 |
285.50 |
13.0% |
31.00 |
1.4% |
94% |
False |
False |
190,463 |
| 60 |
2,214.00 |
1,835.25 |
378.75 |
17.2% |
35.75 |
1.6% |
95% |
False |
False |
127,015 |
| 80 |
2,214.00 |
1,835.25 |
378.75 |
17.2% |
32.00 |
1.5% |
95% |
False |
False |
95,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,383.50 |
|
2.618 |
2,314.00 |
|
1.618 |
2,271.50 |
|
1.000 |
2,245.25 |
|
0.618 |
2,229.00 |
|
HIGH |
2,202.75 |
|
0.618 |
2,186.50 |
|
0.500 |
2,181.50 |
|
0.382 |
2,176.50 |
|
LOW |
2,160.25 |
|
0.618 |
2,134.00 |
|
1.000 |
2,117.75 |
|
1.618 |
2,091.50 |
|
2.618 |
2,049.00 |
|
4.250 |
1,979.50 |
|
|
| Fisher Pivots for day following 17-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,191.75 |
2,192.00 |
| PP |
2,186.50 |
2,187.00 |
| S1 |
2,181.50 |
2,182.00 |
|