| Trading Metrics calculated at close of trading on 23-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2007 |
23-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,444.5 |
6,526.0 |
81.5 |
1.3% |
6,770.0 |
| High |
6,532.0 |
6,603.0 |
71.0 |
1.1% |
6,802.0 |
| Low |
6,440.0 |
6,526.0 |
86.0 |
1.3% |
6,561.0 |
| Close |
6,500.5 |
6,541.5 |
41.0 |
0.6% |
6,584.0 |
| Range |
92.0 |
77.0 |
-15.0 |
-16.3% |
241.0 |
| ATR |
100.2 |
100.4 |
0.2 |
0.2% |
0.0 |
| Volume |
116,115 |
116,115 |
0 |
0.0% |
519,879 |
|
| Daily Pivots for day following 23-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,788.0 |
6,741.5 |
6,584.0 |
|
| R3 |
6,711.0 |
6,664.5 |
6,562.5 |
|
| R2 |
6,634.0 |
6,634.0 |
6,555.5 |
|
| R1 |
6,587.5 |
6,587.5 |
6,548.5 |
6,611.0 |
| PP |
6,557.0 |
6,557.0 |
6,557.0 |
6,568.5 |
| S1 |
6,510.5 |
6,510.5 |
6,534.5 |
6,534.0 |
| S2 |
6,480.0 |
6,480.0 |
6,527.5 |
|
| S3 |
6,403.0 |
6,433.5 |
6,520.5 |
|
| S4 |
6,326.0 |
6,356.5 |
6,499.0 |
|
|
| 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 |
5.0% |
102.5 |
1.6% |
31% |
False |
False |
113,778 |
| 10 |
6,802.0 |
6,440.0 |
362.0 |
5.5% |
90.5 |
1.4% |
28% |
False |
False |
105,981 |
| 20 |
6,802.0 |
6,440.0 |
362.0 |
5.5% |
83.5 |
1.3% |
28% |
False |
False |
105,296 |
| 40 |
6,802.0 |
6,140.0 |
662.0 |
10.1% |
91.0 |
1.4% |
61% |
False |
False |
75,964 |
| 60 |
6,802.0 |
5,899.0 |
903.0 |
13.8% |
89.0 |
1.4% |
71% |
False |
False |
50,696 |
| 80 |
6,835.0 |
5,899.0 |
936.0 |
14.3% |
84.5 |
1.3% |
69% |
False |
False |
38,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,930.0 |
|
2.618 |
6,804.5 |
|
1.618 |
6,727.5 |
|
1.000 |
6,680.0 |
|
0.618 |
6,650.5 |
|
HIGH |
6,603.0 |
|
0.618 |
6,573.5 |
|
0.500 |
6,564.5 |
|
0.382 |
6,555.5 |
|
LOW |
6,526.0 |
|
0.618 |
6,478.5 |
|
1.000 |
6,449.0 |
|
1.618 |
6,401.5 |
|
2.618 |
6,324.5 |
|
4.250 |
6,199.0 |
|
|
| Fisher Pivots for day following 23-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,564.5 |
6,550.0 |
| PP |
6,557.0 |
6,547.0 |
| S1 |
6,549.0 |
6,544.0 |
|