| Trading Metrics calculated at close of trading on 02-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2007 |
02-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,250.50 |
2,214.00 |
-36.50 |
-1.6% |
2,207.50 |
| High |
2,256.25 |
2,234.50 |
-21.75 |
-1.0% |
2,256.25 |
| Low |
2,207.75 |
2,192.00 |
-15.75 |
-0.7% |
2,192.00 |
| Close |
2,215.50 |
2,223.50 |
8.00 |
0.4% |
2,223.50 |
| Range |
48.50 |
42.50 |
-6.00 |
-12.4% |
64.25 |
| ATR |
38.73 |
39.00 |
0.27 |
0.7% |
0.00 |
| Volume |
398,459 |
472,284 |
73,825 |
18.5% |
1,762,132 |
|
| Daily Pivots for day following 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,344.25 |
2,326.25 |
2,247.00 |
|
| R3 |
2,301.75 |
2,283.75 |
2,235.25 |
|
| R2 |
2,259.25 |
2,259.25 |
2,231.25 |
|
| R1 |
2,241.25 |
2,241.25 |
2,227.50 |
2,250.25 |
| PP |
2,216.75 |
2,216.75 |
2,216.75 |
2,221.00 |
| S1 |
2,198.75 |
2,198.75 |
2,219.50 |
2,207.75 |
| S2 |
2,174.25 |
2,174.25 |
2,215.75 |
|
| S3 |
2,131.75 |
2,156.25 |
2,211.75 |
|
| S4 |
2,089.25 |
2,113.75 |
2,200.00 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,416.75 |
2,384.25 |
2,258.75 |
|
| R3 |
2,352.50 |
2,320.00 |
2,241.25 |
|
| R2 |
2,288.25 |
2,288.25 |
2,235.25 |
|
| R1 |
2,255.75 |
2,255.75 |
2,229.50 |
2,272.00 |
| PP |
2,224.00 |
2,224.00 |
2,224.00 |
2,232.00 |
| S1 |
2,191.50 |
2,191.50 |
2,217.50 |
2,207.75 |
| S2 |
2,159.75 |
2,159.75 |
2,211.75 |
|
| S3 |
2,095.50 |
2,127.25 |
2,205.75 |
|
| S4 |
2,031.25 |
2,063.00 |
2,188.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,256.25 |
2,192.00 |
64.25 |
2.9% |
37.50 |
1.7% |
49% |
False |
True |
352,426 |
| 10 |
2,256.25 |
2,127.75 |
128.50 |
5.8% |
43.00 |
1.9% |
75% |
False |
False |
452,859 |
| 20 |
2,256.25 |
2,127.75 |
128.50 |
5.8% |
40.25 |
1.8% |
75% |
False |
False |
417,000 |
| 40 |
2,256.25 |
1,971.00 |
285.25 |
12.8% |
33.75 |
1.5% |
89% |
False |
False |
326,131 |
| 60 |
2,256.25 |
1,835.25 |
421.00 |
18.9% |
35.25 |
1.6% |
92% |
False |
False |
217,723 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
18.9% |
35.75 |
1.6% |
92% |
False |
False |
163,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,415.00 |
|
2.618 |
2,345.75 |
|
1.618 |
2,303.25 |
|
1.000 |
2,277.00 |
|
0.618 |
2,260.75 |
|
HIGH |
2,234.50 |
|
0.618 |
2,218.25 |
|
0.500 |
2,213.25 |
|
0.382 |
2,208.25 |
|
LOW |
2,192.00 |
|
0.618 |
2,165.75 |
|
1.000 |
2,149.50 |
|
1.618 |
2,123.25 |
|
2.618 |
2,080.75 |
|
4.250 |
2,011.50 |
|
|
| Fisher Pivots for day following 02-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,220.00 |
2,224.00 |
| PP |
2,216.75 |
2,224.00 |
| S1 |
2,213.25 |
2,223.75 |
|