| Trading Metrics calculated at close of trading on 22-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2007 |
22-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,635.0 |
6,444.5 |
-190.5 |
-2.9% |
6,770.0 |
| High |
6,659.5 |
6,532.0 |
-127.5 |
-1.9% |
6,802.0 |
| Low |
6,561.0 |
6,440.0 |
-121.0 |
-1.8% |
6,561.0 |
| Close |
6,584.0 |
6,500.5 |
-83.5 |
-1.3% |
6,584.0 |
| Range |
98.5 |
92.0 |
-6.5 |
-6.6% |
241.0 |
| ATR |
96.8 |
100.2 |
3.4 |
3.5% |
0.0 |
| Volume |
118,802 |
116,115 |
-2,687 |
-2.3% |
519,879 |
|
| Daily Pivots for day following 22-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,767.0 |
6,725.5 |
6,551.0 |
|
| R3 |
6,675.0 |
6,633.5 |
6,526.0 |
|
| R2 |
6,583.0 |
6,583.0 |
6,517.5 |
|
| R1 |
6,541.5 |
6,541.5 |
6,509.0 |
6,562.0 |
| PP |
6,491.0 |
6,491.0 |
6,491.0 |
6,501.0 |
| S1 |
6,449.5 |
6,449.5 |
6,492.0 |
6,470.0 |
| S2 |
6,399.0 |
6,399.0 |
6,483.5 |
|
| S3 |
6,307.0 |
6,357.5 |
6,475.0 |
|
| S4 |
6,215.0 |
6,265.5 |
6,450.0 |
|
|
| 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 |
6,770.0 |
6,440.0 |
330.0 |
5.1% |
95.5 |
1.5% |
18% |
False |
True |
107,731 |
| 10 |
6,802.0 |
6,440.0 |
362.0 |
5.6% |
93.0 |
1.4% |
17% |
False |
True |
100,399 |
| 20 |
6,802.0 |
6,426.5 |
375.5 |
5.8% |
83.5 |
1.3% |
20% |
False |
False |
102,551 |
| 40 |
6,802.0 |
6,140.0 |
662.0 |
10.2% |
92.0 |
1.4% |
54% |
False |
False |
73,069 |
| 60 |
6,802.0 |
5,899.0 |
903.0 |
13.9% |
88.5 |
1.4% |
67% |
False |
False |
48,762 |
| 80 |
6,835.0 |
5,899.0 |
936.0 |
14.4% |
84.0 |
1.3% |
64% |
False |
False |
36,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,923.0 |
|
2.618 |
6,773.0 |
|
1.618 |
6,681.0 |
|
1.000 |
6,624.0 |
|
0.618 |
6,589.0 |
|
HIGH |
6,532.0 |
|
0.618 |
6,497.0 |
|
0.500 |
6,486.0 |
|
0.382 |
6,475.0 |
|
LOW |
6,440.0 |
|
0.618 |
6,383.0 |
|
1.000 |
6,348.0 |
|
1.618 |
6,291.0 |
|
2.618 |
6,199.0 |
|
4.250 |
6,049.0 |
|
|
| Fisher Pivots for day following 22-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,495.5 |
6,605.0 |
| PP |
6,491.0 |
6,570.0 |
| S1 |
6,486.0 |
6,535.5 |
|