| Trading Metrics calculated at close of trading on 31-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2007 |
31-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,215.50 |
2,217.75 |
2.25 |
0.1% |
2,146.50 |
| High |
2,232.75 |
2,253.00 |
20.25 |
0.9% |
2,221.00 |
| Low |
2,204.75 |
2,210.50 |
5.75 |
0.3% |
2,127.75 |
| Close |
2,217.75 |
2,252.50 |
34.75 |
1.6% |
2,207.25 |
| Range |
28.00 |
42.50 |
14.50 |
51.8% |
93.25 |
| ATR |
37.63 |
37.98 |
0.35 |
0.9% |
0.00 |
| Volume |
247,726 |
255,435 |
7,709 |
3.1% |
2,766,461 |
|
| Daily Pivots for day following 31-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,366.25 |
2,351.75 |
2,276.00 |
|
| R3 |
2,323.75 |
2,309.25 |
2,264.25 |
|
| R2 |
2,281.25 |
2,281.25 |
2,260.25 |
|
| R1 |
2,266.75 |
2,266.75 |
2,256.50 |
2,274.00 |
| PP |
2,238.75 |
2,238.75 |
2,238.75 |
2,242.25 |
| S1 |
2,224.25 |
2,224.25 |
2,248.50 |
2,231.50 |
| S2 |
2,196.25 |
2,196.25 |
2,244.75 |
|
| S3 |
2,153.75 |
2,181.75 |
2,240.75 |
|
| S4 |
2,111.25 |
2,139.25 |
2,229.00 |
|
|
| 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 |
2,253.00 |
2,159.25 |
93.75 |
4.2% |
37.75 |
1.7% |
99% |
True |
False |
426,245 |
| 10 |
2,253.00 |
2,127.75 |
125.25 |
5.6% |
44.25 |
2.0% |
100% |
True |
False |
457,316 |
| 20 |
2,253.00 |
2,108.50 |
144.50 |
6.4% |
39.25 |
1.7% |
100% |
True |
False |
398,349 |
| 40 |
2,253.00 |
1,971.00 |
282.00 |
12.5% |
33.25 |
1.5% |
100% |
True |
False |
304,588 |
| 60 |
2,253.00 |
1,835.25 |
417.75 |
18.5% |
35.50 |
1.6% |
100% |
True |
False |
203,214 |
| 80 |
2,253.00 |
1,835.25 |
417.75 |
18.5% |
35.25 |
1.6% |
100% |
True |
False |
152,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,433.50 |
|
2.618 |
2,364.25 |
|
1.618 |
2,321.75 |
|
1.000 |
2,295.50 |
|
0.618 |
2,279.25 |
|
HIGH |
2,253.00 |
|
0.618 |
2,236.75 |
|
0.500 |
2,231.75 |
|
0.382 |
2,226.75 |
|
LOW |
2,210.50 |
|
0.618 |
2,184.25 |
|
1.000 |
2,168.00 |
|
1.618 |
2,141.75 |
|
2.618 |
2,099.25 |
|
4.250 |
2,030.00 |
|
|
| Fisher Pivots for day following 31-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,245.50 |
2,244.50 |
| PP |
2,238.75 |
2,236.50 |
| S1 |
2,231.75 |
2,228.50 |
|