| Trading Metrics calculated at close of trading on 17-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2007 |
17-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,685.0 |
6,662.5 |
-22.5 |
-0.3% |
6,654.5 |
| High |
6,685.5 |
6,736.5 |
51.0 |
0.8% |
6,792.0 |
| Low |
6,644.0 |
6,636.5 |
-7.5 |
-0.1% |
6,576.5 |
| Close |
6,649.0 |
6,714.0 |
65.0 |
1.0% |
6,773.5 |
| Range |
41.5 |
100.0 |
58.5 |
141.0% |
215.5 |
| ATR |
92.4 |
93.0 |
0.5 |
0.6% |
0.0 |
| Volume |
85,881 |
99,722 |
13,841 |
16.1% |
445,750 |
|
| Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,995.5 |
6,955.0 |
6,769.0 |
|
| R3 |
6,895.5 |
6,855.0 |
6,741.5 |
|
| R2 |
6,795.5 |
6,795.5 |
6,732.5 |
|
| R1 |
6,755.0 |
6,755.0 |
6,723.0 |
6,775.0 |
| PP |
6,695.5 |
6,695.5 |
6,695.5 |
6,706.0 |
| S1 |
6,655.0 |
6,655.0 |
6,705.0 |
6,675.0 |
| S2 |
6,595.5 |
6,595.5 |
6,695.5 |
|
| S3 |
6,495.5 |
6,555.0 |
6,686.5 |
|
| S4 |
6,395.5 |
6,455.0 |
6,659.0 |
|
|
| 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 |
6,636.5 |
165.5 |
2.5% |
88.5 |
1.3% |
47% |
False |
True |
97,216 |
| 10 |
6,802.0 |
6,566.5 |
235.5 |
3.5% |
81.0 |
1.2% |
63% |
False |
False |
92,527 |
| 20 |
6,802.0 |
6,426.5 |
375.5 |
5.6% |
76.5 |
1.1% |
77% |
False |
False |
105,105 |
| 40 |
6,802.0 |
6,140.0 |
662.0 |
9.9% |
89.0 |
1.3% |
87% |
False |
False |
64,250 |
| 60 |
6,802.0 |
5,899.0 |
903.0 |
13.4% |
89.5 |
1.3% |
90% |
False |
False |
42,887 |
| 80 |
6,835.0 |
5,899.0 |
936.0 |
13.9% |
82.0 |
1.2% |
87% |
False |
False |
32,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,161.5 |
|
2.618 |
6,998.5 |
|
1.618 |
6,898.5 |
|
1.000 |
6,836.5 |
|
0.618 |
6,798.5 |
|
HIGH |
6,736.5 |
|
0.618 |
6,698.5 |
|
0.500 |
6,686.5 |
|
0.382 |
6,674.5 |
|
LOW |
6,636.5 |
|
0.618 |
6,574.5 |
|
1.000 |
6,536.5 |
|
1.618 |
6,474.5 |
|
2.618 |
6,374.5 |
|
4.250 |
6,211.5 |
|
|
| Fisher Pivots for day following 17-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,705.0 |
6,719.0 |
| PP |
6,695.5 |
6,717.5 |
| S1 |
6,686.5 |
6,716.0 |
|