| Trading Metrics calculated at close of trading on 22-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2007 |
22-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,206.50 |
2,146.50 |
-60.00 |
-2.7% |
2,199.50 |
| High |
2,218.25 |
2,177.00 |
-41.25 |
-1.9% |
2,218.25 |
| Low |
2,146.50 |
2,127.75 |
-18.75 |
-0.9% |
2,146.50 |
| Close |
2,149.75 |
2,171.75 |
22.00 |
1.0% |
2,149.75 |
| Range |
71.75 |
49.25 |
-22.50 |
-31.4% |
71.75 |
| ATR |
34.79 |
35.82 |
1.03 |
3.0% |
0.00 |
| Volume |
390,753 |
567,524 |
176,771 |
45.2% |
2,142,471 |
|
| Daily Pivots for day following 22-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,306.50 |
2,288.50 |
2,198.75 |
|
| R3 |
2,257.25 |
2,239.25 |
2,185.25 |
|
| R2 |
2,208.00 |
2,208.00 |
2,180.75 |
|
| R1 |
2,190.00 |
2,190.00 |
2,176.25 |
2,199.00 |
| PP |
2,158.75 |
2,158.75 |
2,158.75 |
2,163.50 |
| S1 |
2,140.75 |
2,140.75 |
2,167.25 |
2,149.75 |
| S2 |
2,109.50 |
2,109.50 |
2,162.75 |
|
| S3 |
2,060.25 |
2,091.50 |
2,158.25 |
|
| S4 |
2,011.00 |
2,042.25 |
2,144.75 |
|
|
| 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 |
2,127.75 |
90.50 |
4.2% |
44.00 |
2.0% |
49% |
False |
True |
461,396 |
| 10 |
2,218.25 |
2,127.75 |
90.50 |
4.2% |
40.75 |
1.9% |
49% |
False |
True |
401,830 |
| 20 |
2,218.25 |
2,071.25 |
147.00 |
6.8% |
32.75 |
1.5% |
68% |
False |
False |
339,220 |
| 40 |
2,218.25 |
1,928.50 |
289.75 |
13.3% |
32.50 |
1.5% |
84% |
False |
False |
227,520 |
| 60 |
2,218.25 |
1,835.25 |
383.00 |
17.6% |
35.75 |
1.6% |
88% |
False |
False |
151,720 |
| 80 |
2,218.25 |
1,835.25 |
383.00 |
17.6% |
33.00 |
1.5% |
88% |
False |
False |
113,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,386.25 |
|
2.618 |
2,306.00 |
|
1.618 |
2,256.75 |
|
1.000 |
2,226.25 |
|
0.618 |
2,207.50 |
|
HIGH |
2,177.00 |
|
0.618 |
2,158.25 |
|
0.500 |
2,152.50 |
|
0.382 |
2,146.50 |
|
LOW |
2,127.75 |
|
0.618 |
2,097.25 |
|
1.000 |
2,078.50 |
|
1.618 |
2,048.00 |
|
2.618 |
1,998.75 |
|
4.250 |
1,918.50 |
|
|
| Fisher Pivots for day following 22-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,165.25 |
2,173.00 |
| PP |
2,158.75 |
2,172.50 |
| S1 |
2,152.50 |
2,172.25 |
|