| Trading Metrics calculated at close of trading on 19-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2007 |
19-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,736.0 |
6,635.0 |
-101.0 |
-1.5% |
6,770.0 |
| High |
6,770.0 |
6,659.5 |
-110.5 |
-1.6% |
6,802.0 |
| Low |
6,625.0 |
6,561.0 |
-64.0 |
-1.0% |
6,561.0 |
| Close |
6,655.5 |
6,584.0 |
-71.5 |
-1.1% |
6,584.0 |
| Range |
145.0 |
98.5 |
-46.5 |
-32.1% |
241.0 |
| ATR |
96.7 |
96.8 |
0.1 |
0.1% |
0.0 |
| Volume |
118,137 |
118,802 |
665 |
0.6% |
519,879 |
|
| Daily Pivots for day following 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,897.0 |
6,839.0 |
6,638.0 |
|
| R3 |
6,798.5 |
6,740.5 |
6,611.0 |
|
| R2 |
6,700.0 |
6,700.0 |
6,602.0 |
|
| R1 |
6,642.0 |
6,642.0 |
6,593.0 |
6,622.0 |
| PP |
6,601.5 |
6,601.5 |
6,601.5 |
6,591.5 |
| S1 |
6,543.5 |
6,543.5 |
6,575.0 |
6,523.0 |
| S2 |
6,503.0 |
6,503.0 |
6,566.0 |
|
| S3 |
6,404.5 |
6,445.0 |
6,557.0 |
|
| S4 |
6,306.0 |
6,346.5 |
6,530.0 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,372.0 |
7,219.0 |
6,716.5 |
|
| R3 |
7,131.0 |
6,978.0 |
6,650.5 |
|
| R2 |
6,890.0 |
6,890.0 |
6,628.0 |
|
| R1 |
6,737.0 |
6,737.0 |
6,606.0 |
6,693.0 |
| PP |
6,649.0 |
6,649.0 |
6,649.0 |
6,627.0 |
| S1 |
6,496.0 |
6,496.0 |
6,562.0 |
6,452.0 |
| S2 |
6,408.0 |
6,408.0 |
6,540.0 |
|
| S3 |
6,167.0 |
6,255.0 |
6,517.5 |
|
| S4 |
5,926.0 |
6,014.0 |
6,451.5 |
|
|
| 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 |
6,561.0 |
241.0 |
3.7% |
102.0 |
1.6% |
10% |
False |
True |
103,975 |
| 10 |
6,802.0 |
6,561.0 |
241.0 |
3.7% |
92.0 |
1.4% |
10% |
False |
True |
96,562 |
| 20 |
6,802.0 |
6,426.5 |
375.5 |
5.7% |
82.0 |
1.2% |
42% |
False |
False |
103,412 |
| 40 |
6,802.0 |
6,140.0 |
662.0 |
10.1% |
90.5 |
1.4% |
67% |
False |
False |
70,170 |
| 60 |
6,802.0 |
5,899.0 |
903.0 |
13.7% |
89.0 |
1.3% |
76% |
False |
False |
46,827 |
| 80 |
6,835.0 |
5,899.0 |
936.0 |
14.2% |
84.0 |
1.3% |
73% |
False |
False |
35,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,078.0 |
|
2.618 |
6,917.5 |
|
1.618 |
6,819.0 |
|
1.000 |
6,758.0 |
|
0.618 |
6,720.5 |
|
HIGH |
6,659.5 |
|
0.618 |
6,622.0 |
|
0.500 |
6,610.0 |
|
0.382 |
6,598.5 |
|
LOW |
6,561.0 |
|
0.618 |
6,500.0 |
|
1.000 |
6,462.5 |
|
1.618 |
6,401.5 |
|
2.618 |
6,303.0 |
|
4.250 |
6,142.5 |
|
|
| Fisher Pivots for day following 19-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,610.0 |
6,665.5 |
| PP |
6,601.5 |
6,638.5 |
| S1 |
6,593.0 |
6,611.0 |
|