| Trading Metrics calculated at close of trading on 16-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2007 |
16-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,770.0 |
6,685.0 |
-85.0 |
-1.3% |
6,654.5 |
| High |
6,802.0 |
6,685.5 |
-116.5 |
-1.7% |
6,792.0 |
| Low |
6,676.5 |
6,644.0 |
-32.5 |
-0.5% |
6,576.5 |
| Close |
6,689.0 |
6,649.0 |
-40.0 |
-0.6% |
6,773.5 |
| Range |
125.5 |
41.5 |
-84.0 |
-66.9% |
215.5 |
| ATR |
96.1 |
92.4 |
-3.6 |
-3.8% |
0.0 |
| Volume |
97,337 |
85,881 |
-11,456 |
-11.8% |
445,750 |
|
| Daily Pivots for day following 16-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,784.0 |
6,758.0 |
6,672.0 |
|
| R3 |
6,742.5 |
6,716.5 |
6,660.5 |
|
| R2 |
6,701.0 |
6,701.0 |
6,656.5 |
|
| R1 |
6,675.0 |
6,675.0 |
6,653.0 |
6,667.0 |
| PP |
6,659.5 |
6,659.5 |
6,659.5 |
6,655.5 |
| S1 |
6,633.5 |
6,633.5 |
6,645.0 |
6,626.0 |
| S2 |
6,618.0 |
6,618.0 |
6,641.5 |
|
| S3 |
6,576.5 |
6,592.0 |
6,637.5 |
|
| S4 |
6,535.0 |
6,550.5 |
6,626.0 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,360.5 |
7,282.5 |
6,892.0 |
|
| R3 |
7,145.0 |
7,067.0 |
6,833.0 |
|
| R2 |
6,929.5 |
6,929.5 |
6,813.0 |
|
| R1 |
6,851.5 |
6,851.5 |
6,793.5 |
6,890.5 |
| PP |
6,714.0 |
6,714.0 |
6,714.0 |
6,733.5 |
| S1 |
6,636.0 |
6,636.0 |
6,753.5 |
6,675.0 |
| S2 |
6,498.5 |
6,498.5 |
6,734.0 |
|
| S3 |
6,283.0 |
6,420.5 |
6,714.0 |
|
| S4 |
6,067.5 |
6,205.0 |
6,655.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,802.0 |
6,638.0 |
164.0 |
2.5% |
78.5 |
1.2% |
7% |
False |
False |
98,185 |
| 10 |
6,802.0 |
6,552.0 |
250.0 |
3.8% |
76.0 |
1.1% |
39% |
False |
False |
94,326 |
| 20 |
6,802.0 |
6,426.5 |
375.5 |
5.6% |
77.5 |
1.2% |
59% |
False |
False |
109,620 |
| 40 |
6,802.0 |
6,119.5 |
682.5 |
10.3% |
87.5 |
1.3% |
78% |
False |
False |
61,758 |
| 60 |
6,802.0 |
5,899.0 |
903.0 |
13.6% |
90.0 |
1.4% |
83% |
False |
False |
41,262 |
| 80 |
6,835.0 |
5,899.0 |
936.0 |
14.1% |
81.0 |
1.2% |
80% |
False |
False |
31,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,862.0 |
|
2.618 |
6,794.0 |
|
1.618 |
6,752.5 |
|
1.000 |
6,727.0 |
|
0.618 |
6,711.0 |
|
HIGH |
6,685.5 |
|
0.618 |
6,669.5 |
|
0.500 |
6,665.0 |
|
0.382 |
6,660.0 |
|
LOW |
6,644.0 |
|
0.618 |
6,618.5 |
|
1.000 |
6,602.5 |
|
1.618 |
6,577.0 |
|
2.618 |
6,535.5 |
|
4.250 |
6,467.5 |
|
|
| Fisher Pivots for day following 16-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,665.0 |
6,723.0 |
| PP |
6,659.5 |
6,698.5 |
| S1 |
6,654.0 |
6,673.5 |
|