| Trading Metrics calculated at close of trading on 19-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2007 |
19-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,201.50 |
2,206.50 |
5.00 |
0.2% |
2,199.50 |
| High |
2,210.00 |
2,218.25 |
8.25 |
0.4% |
2,218.25 |
| Low |
2,178.25 |
2,146.50 |
-31.75 |
-1.5% |
2,146.50 |
| Close |
2,206.00 |
2,149.75 |
-56.25 |
-2.5% |
2,149.75 |
| Range |
31.75 |
71.75 |
40.00 |
126.0% |
71.75 |
| ATR |
31.95 |
34.79 |
2.84 |
8.9% |
0.00 |
| Volume |
524,557 |
390,753 |
-133,804 |
-25.5% |
2,142,471 |
|
| Daily Pivots for day following 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,386.75 |
2,340.00 |
2,189.25 |
|
| R3 |
2,315.00 |
2,268.25 |
2,169.50 |
|
| R2 |
2,243.25 |
2,243.25 |
2,163.00 |
|
| R1 |
2,196.50 |
2,196.50 |
2,156.25 |
2,184.00 |
| PP |
2,171.50 |
2,171.50 |
2,171.50 |
2,165.25 |
| S1 |
2,124.75 |
2,124.75 |
2,143.25 |
2,112.25 |
| S2 |
2,099.75 |
2,099.75 |
2,136.50 |
|
| S3 |
2,028.00 |
2,053.00 |
2,130.00 |
|
| S4 |
1,956.25 |
1,981.25 |
2,110.25 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,386.75 |
2,340.00 |
2,189.25 |
|
| R3 |
2,315.00 |
2,268.25 |
2,169.50 |
|
| R2 |
2,243.25 |
2,243.25 |
2,163.00 |
|
| R1 |
2,196.50 |
2,196.50 |
2,156.25 |
2,184.00 |
| PP |
2,171.50 |
2,171.50 |
2,171.50 |
2,165.25 |
| S1 |
2,124.75 |
2,124.75 |
2,143.25 |
2,112.25 |
| S2 |
2,099.75 |
2,099.75 |
2,136.50 |
|
| S3 |
2,028.00 |
2,053.00 |
2,130.00 |
|
| S4 |
1,956.25 |
1,981.25 |
2,110.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,218.25 |
2,146.50 |
71.75 |
3.3% |
42.50 |
2.0% |
5% |
True |
True |
428,494 |
| 10 |
2,218.25 |
2,145.75 |
72.50 |
3.4% |
37.75 |
1.8% |
6% |
True |
False |
381,141 |
| 20 |
2,218.25 |
2,066.50 |
151.75 |
7.1% |
31.75 |
1.5% |
55% |
True |
False |
323,728 |
| 40 |
2,218.25 |
1,928.50 |
289.75 |
13.5% |
31.75 |
1.5% |
76% |
True |
False |
213,337 |
| 60 |
2,218.25 |
1,835.25 |
383.00 |
17.8% |
35.50 |
1.7% |
82% |
True |
False |
142,264 |
| 80 |
2,218.25 |
1,835.25 |
383.00 |
17.8% |
32.75 |
1.5% |
82% |
True |
False |
106,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,523.25 |
|
2.618 |
2,406.00 |
|
1.618 |
2,334.25 |
|
1.000 |
2,290.00 |
|
0.618 |
2,262.50 |
|
HIGH |
2,218.25 |
|
0.618 |
2,190.75 |
|
0.500 |
2,182.50 |
|
0.382 |
2,174.00 |
|
LOW |
2,146.50 |
|
0.618 |
2,102.25 |
|
1.000 |
2,074.75 |
|
1.618 |
2,030.50 |
|
2.618 |
1,958.75 |
|
4.250 |
1,841.50 |
|
|
| Fisher Pivots for day following 19-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,182.50 |
2,182.50 |
| PP |
2,171.50 |
2,171.50 |
| S1 |
2,160.50 |
2,160.50 |
|