| Trading Metrics calculated at close of trading on 18-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,179.25 |
2,201.50 |
22.25 |
1.0% |
2,170.75 |
| High |
2,202.75 |
2,210.00 |
7.25 |
0.3% |
2,214.00 |
| Low |
2,160.25 |
2,178.25 |
18.00 |
0.8% |
2,145.75 |
| Close |
2,196.75 |
2,206.00 |
9.25 |
0.4% |
2,199.25 |
| Range |
42.50 |
31.75 |
-10.75 |
-25.3% |
68.25 |
| ATR |
31.96 |
31.95 |
-0.02 |
0.0% |
0.00 |
| Volume |
426,975 |
524,557 |
97,582 |
22.9% |
1,668,941 |
|
| Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,293.25 |
2,281.50 |
2,223.50 |
|
| R3 |
2,261.50 |
2,249.75 |
2,214.75 |
|
| R2 |
2,229.75 |
2,229.75 |
2,211.75 |
|
| R1 |
2,218.00 |
2,218.00 |
2,209.00 |
2,224.00 |
| PP |
2,198.00 |
2,198.00 |
2,198.00 |
2,201.00 |
| S1 |
2,186.25 |
2,186.25 |
2,203.00 |
2,192.00 |
| S2 |
2,166.25 |
2,166.25 |
2,200.25 |
|
| S3 |
2,134.50 |
2,154.50 |
2,197.25 |
|
| S4 |
2,102.75 |
2,122.75 |
2,188.50 |
|
|
| 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 |
2,210.00 |
2,156.50 |
53.50 |
2.4% |
36.75 |
1.7% |
93% |
True |
False |
464,191 |
| 10 |
2,214.00 |
2,121.50 |
92.50 |
4.2% |
35.75 |
1.6% |
91% |
False |
False |
363,587 |
| 20 |
2,214.00 |
2,054.25 |
159.75 |
7.2% |
29.25 |
1.3% |
95% |
False |
False |
321,639 |
| 40 |
2,214.00 |
1,928.50 |
285.50 |
12.9% |
31.00 |
1.4% |
97% |
False |
False |
203,575 |
| 60 |
2,214.00 |
1,835.25 |
378.75 |
17.2% |
35.25 |
1.6% |
98% |
False |
False |
135,756 |
| 80 |
2,214.00 |
1,835.25 |
378.75 |
17.2% |
32.00 |
1.5% |
98% |
False |
False |
101,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,345.00 |
|
2.618 |
2,293.00 |
|
1.618 |
2,261.25 |
|
1.000 |
2,241.75 |
|
0.618 |
2,229.50 |
|
HIGH |
2,210.00 |
|
0.618 |
2,197.75 |
|
0.500 |
2,194.00 |
|
0.382 |
2,190.50 |
|
LOW |
2,178.25 |
|
0.618 |
2,158.75 |
|
1.000 |
2,146.50 |
|
1.618 |
2,127.00 |
|
2.618 |
2,095.25 |
|
4.250 |
2,043.25 |
|
|
| Fisher Pivots for day following 18-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,202.00 |
2,199.00 |
| PP |
2,198.00 |
2,192.00 |
| S1 |
2,194.00 |
2,185.00 |
|