| Trading Metrics calculated at close of trading on 26-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2007 |
26-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,203.50 |
2,200.00 |
-3.50 |
-0.2% |
2,146.50 |
| High |
2,220.00 |
2,220.00 |
0.00 |
0.0% |
2,221.00 |
| Low |
2,159.25 |
2,188.00 |
28.75 |
1.3% |
2,127.75 |
| Close |
2,193.25 |
2,207.25 |
14.00 |
0.6% |
2,207.25 |
| Range |
60.75 |
32.00 |
-28.75 |
-47.3% |
93.25 |
| ATR |
39.89 |
39.32 |
-0.56 |
-1.4% |
0.00 |
| Volume |
697,409 |
542,429 |
-154,980 |
-22.2% |
2,766,461 |
|
| Daily Pivots for day following 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,301.00 |
2,286.25 |
2,224.75 |
|
| R3 |
2,269.00 |
2,254.25 |
2,216.00 |
|
| R2 |
2,237.00 |
2,237.00 |
2,213.00 |
|
| R1 |
2,222.25 |
2,222.25 |
2,210.25 |
2,229.50 |
| PP |
2,205.00 |
2,205.00 |
2,205.00 |
2,208.75 |
| S1 |
2,190.25 |
2,190.25 |
2,204.25 |
2,197.50 |
| S2 |
2,173.00 |
2,173.00 |
2,201.50 |
|
| S3 |
2,141.00 |
2,158.25 |
2,198.50 |
|
| S4 |
2,109.00 |
2,126.25 |
2,189.75 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,465.00 |
2,429.50 |
2,258.50 |
|
| R3 |
2,371.75 |
2,336.25 |
2,233.00 |
|
| R2 |
2,278.50 |
2,278.50 |
2,224.25 |
|
| R1 |
2,243.00 |
2,243.00 |
2,215.75 |
2,260.75 |
| PP |
2,185.25 |
2,185.25 |
2,185.25 |
2,194.25 |
| S1 |
2,149.75 |
2,149.75 |
2,198.75 |
2,167.50 |
| S2 |
2,092.00 |
2,092.00 |
2,190.25 |
|
| S3 |
1,998.75 |
2,056.50 |
2,181.50 |
|
| S4 |
1,905.50 |
1,963.25 |
2,156.00 |
|
|
| 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 |
4.2% |
48.25 |
2.2% |
85% |
False |
False |
553,292 |
| 10 |
2,221.00 |
2,127.75 |
93.25 |
4.2% |
45.50 |
2.1% |
85% |
False |
False |
490,893 |
| 20 |
2,221.00 |
2,108.50 |
112.50 |
5.1% |
38.25 |
1.7% |
88% |
False |
False |
392,922 |
| 40 |
2,221.00 |
1,971.00 |
250.00 |
11.3% |
33.00 |
1.5% |
95% |
False |
False |
282,399 |
| 60 |
2,221.00 |
1,835.25 |
385.75 |
17.5% |
35.75 |
1.6% |
96% |
False |
False |
188,361 |
| 80 |
2,221.00 |
1,835.25 |
385.75 |
17.5% |
34.75 |
1.6% |
96% |
False |
False |
141,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,356.00 |
|
2.618 |
2,303.75 |
|
1.618 |
2,271.75 |
|
1.000 |
2,252.00 |
|
0.618 |
2,239.75 |
|
HIGH |
2,220.00 |
|
0.618 |
2,207.75 |
|
0.500 |
2,204.00 |
|
0.382 |
2,200.25 |
|
LOW |
2,188.00 |
|
0.618 |
2,168.25 |
|
1.000 |
2,156.00 |
|
1.618 |
2,136.25 |
|
2.618 |
2,104.25 |
|
4.250 |
2,052.00 |
|
|
| Fisher Pivots for day following 26-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,206.25 |
2,200.50 |
| PP |
2,205.00 |
2,193.75 |
| S1 |
2,204.00 |
2,187.00 |
|