| Trading Metrics calculated at close of trading on 25-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2007 |
25-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,207.00 |
2,203.50 |
-3.50 |
-0.2% |
2,199.50 |
| High |
2,209.25 |
2,220.00 |
10.75 |
0.5% |
2,218.25 |
| Low |
2,154.25 |
2,159.25 |
5.00 |
0.2% |
2,146.50 |
| Close |
2,203.00 |
2,193.25 |
-9.75 |
-0.4% |
2,149.75 |
| Range |
55.00 |
60.75 |
5.75 |
10.5% |
71.75 |
| ATR |
38.28 |
39.89 |
1.60 |
4.2% |
0.00 |
| Volume |
455,704 |
697,409 |
241,705 |
53.0% |
2,142,471 |
|
| Daily Pivots for day following 25-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,373.00 |
2,344.00 |
2,226.75 |
|
| R3 |
2,312.25 |
2,283.25 |
2,210.00 |
|
| R2 |
2,251.50 |
2,251.50 |
2,204.50 |
|
| R1 |
2,222.50 |
2,222.50 |
2,198.75 |
2,206.50 |
| PP |
2,190.75 |
2,190.75 |
2,190.75 |
2,183.00 |
| S1 |
2,161.75 |
2,161.75 |
2,187.75 |
2,146.00 |
| S2 |
2,130.00 |
2,130.00 |
2,182.00 |
|
| S3 |
2,069.25 |
2,101.00 |
2,176.50 |
|
| S4 |
2,008.50 |
2,040.25 |
2,159.75 |
|
|
| 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 |
2,221.00 |
2,127.75 |
93.25 |
4.3% |
56.25 |
2.6% |
70% |
False |
False |
522,957 |
| 10 |
2,221.00 |
2,127.75 |
93.25 |
4.3% |
46.50 |
2.1% |
70% |
False |
False |
493,574 |
| 20 |
2,221.00 |
2,103.25 |
117.75 |
5.4% |
37.50 |
1.7% |
76% |
False |
False |
377,274 |
| 40 |
2,221.00 |
1,971.00 |
250.00 |
11.4% |
33.00 |
1.5% |
89% |
False |
False |
268,888 |
| 60 |
2,221.00 |
1,835.25 |
385.75 |
17.6% |
36.00 |
1.6% |
93% |
False |
False |
179,321 |
| 80 |
2,221.00 |
1,835.25 |
385.75 |
17.6% |
34.50 |
1.6% |
93% |
False |
False |
134,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,478.25 |
|
2.618 |
2,379.00 |
|
1.618 |
2,318.25 |
|
1.000 |
2,280.75 |
|
0.618 |
2,257.50 |
|
HIGH |
2,220.00 |
|
0.618 |
2,196.75 |
|
0.500 |
2,189.50 |
|
0.382 |
2,182.50 |
|
LOW |
2,159.25 |
|
0.618 |
2,121.75 |
|
1.000 |
2,098.50 |
|
1.618 |
2,061.00 |
|
2.618 |
2,000.25 |
|
4.250 |
1,901.00 |
|
|
| Fisher Pivots for day following 25-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,192.00 |
2,191.50 |
| PP |
2,190.75 |
2,189.50 |
| S1 |
2,189.50 |
2,187.50 |
|