| Trading Metrics calculated at close of trading on 29-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2007 |
29-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,200.00 |
2,207.50 |
7.50 |
0.3% |
2,146.50 |
| High |
2,220.00 |
2,230.25 |
10.25 |
0.5% |
2,221.00 |
| Low |
2,188.00 |
2,204.25 |
16.25 |
0.7% |
2,127.75 |
| Close |
2,207.25 |
2,215.50 |
8.25 |
0.4% |
2,207.25 |
| Range |
32.00 |
26.00 |
-6.00 |
-18.8% |
93.25 |
| ATR |
39.32 |
38.37 |
-0.95 |
-2.4% |
0.00 |
| Volume |
542,429 |
388,228 |
-154,201 |
-28.4% |
2,766,461 |
|
| Daily Pivots for day following 29-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,294.75 |
2,281.00 |
2,229.75 |
|
| R3 |
2,268.75 |
2,255.00 |
2,222.75 |
|
| R2 |
2,242.75 |
2,242.75 |
2,220.25 |
|
| R1 |
2,229.00 |
2,229.00 |
2,218.00 |
2,236.00 |
| PP |
2,216.75 |
2,216.75 |
2,216.75 |
2,220.00 |
| S1 |
2,203.00 |
2,203.00 |
2,213.00 |
2,210.00 |
| S2 |
2,190.75 |
2,190.75 |
2,210.75 |
|
| S3 |
2,164.75 |
2,177.00 |
2,208.25 |
|
| S4 |
2,138.75 |
2,151.00 |
2,201.25 |
|
|
| 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 |
2,230.25 |
2,154.25 |
76.00 |
3.4% |
43.75 |
2.0% |
81% |
True |
False |
517,433 |
| 10 |
2,230.25 |
2,127.75 |
102.50 |
4.6% |
43.75 |
2.0% |
86% |
True |
False |
489,414 |
| 20 |
2,230.25 |
2,108.50 |
121.75 |
5.5% |
37.75 |
1.7% |
88% |
True |
False |
400,664 |
| 40 |
2,230.25 |
1,971.00 |
259.25 |
11.7% |
33.50 |
1.5% |
94% |
True |
False |
292,055 |
| 60 |
2,230.25 |
1,835.25 |
395.00 |
17.8% |
35.50 |
1.6% |
96% |
True |
False |
194,831 |
| 80 |
2,230.25 |
1,835.25 |
395.00 |
17.8% |
35.00 |
1.6% |
96% |
True |
False |
146,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,340.75 |
|
2.618 |
2,298.25 |
|
1.618 |
2,272.25 |
|
1.000 |
2,256.25 |
|
0.618 |
2,246.25 |
|
HIGH |
2,230.25 |
|
0.618 |
2,220.25 |
|
0.500 |
2,217.25 |
|
0.382 |
2,214.25 |
|
LOW |
2,204.25 |
|
0.618 |
2,188.25 |
|
1.000 |
2,178.25 |
|
1.618 |
2,162.25 |
|
2.618 |
2,136.25 |
|
4.250 |
2,093.75 |
|
|
| Fisher Pivots for day following 29-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,217.25 |
2,208.50 |
| PP |
2,216.75 |
2,201.75 |
| S1 |
2,216.00 |
2,194.75 |
|