| Trading Metrics calculated at close of trading on 31-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2007 |
31-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,715.5 |
6,697.5 |
-18.0 |
-0.3% |
6,444.5 |
| High |
6,727.0 |
6,760.5 |
33.5 |
0.5% |
6,719.5 |
| Low |
6,685.0 |
6,672.0 |
-13.0 |
-0.2% |
6,440.0 |
| Close |
6,697.5 |
6,748.5 |
51.0 |
0.8% |
6,695.5 |
| Range |
42.0 |
88.5 |
46.5 |
110.7% |
279.5 |
| ATR |
95.2 |
94.7 |
-0.5 |
-0.5% |
0.0 |
| Volume |
72,397 |
75,501 |
3,104 |
4.3% |
542,876 |
|
| Daily Pivots for day following 31-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,992.5 |
6,959.0 |
6,797.0 |
|
| R3 |
6,904.0 |
6,870.5 |
6,773.0 |
|
| R2 |
6,815.5 |
6,815.5 |
6,764.5 |
|
| R1 |
6,782.0 |
6,782.0 |
6,756.5 |
6,799.0 |
| PP |
6,727.0 |
6,727.0 |
6,727.0 |
6,735.5 |
| S1 |
6,693.5 |
6,693.5 |
6,740.5 |
6,710.0 |
| S2 |
6,638.5 |
6,638.5 |
6,732.5 |
|
| S3 |
6,550.0 |
6,605.0 |
6,724.0 |
|
| S4 |
6,461.5 |
6,516.5 |
6,700.0 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,457.0 |
7,355.5 |
6,849.0 |
|
| R3 |
7,177.5 |
7,076.0 |
6,772.5 |
|
| R2 |
6,898.0 |
6,898.0 |
6,746.5 |
|
| R1 |
6,796.5 |
6,796.5 |
6,721.0 |
6,847.0 |
| PP |
6,618.5 |
6,618.5 |
6,618.5 |
6,643.5 |
| S1 |
6,517.0 |
6,517.0 |
6,670.0 |
6,568.0 |
| S2 |
6,339.0 |
6,339.0 |
6,644.5 |
|
| S3 |
6,059.5 |
6,237.5 |
6,618.5 |
|
| S4 |
5,780.0 |
5,958.0 |
6,542.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,760.5 |
6,557.0 |
203.5 |
3.0% |
73.0 |
1.1% |
94% |
True |
False |
90,425 |
| 10 |
6,770.0 |
6,440.0 |
330.0 |
4.9% |
87.5 |
1.3% |
93% |
False |
False |
102,465 |
| 20 |
6,802.0 |
6,440.0 |
362.0 |
5.4% |
84.0 |
1.2% |
85% |
False |
False |
97,496 |
| 40 |
6,802.0 |
6,195.0 |
607.0 |
9.0% |
90.0 |
1.3% |
91% |
False |
False |
89,253 |
| 60 |
6,802.0 |
5,899.0 |
903.0 |
13.4% |
92.5 |
1.4% |
94% |
False |
False |
59,952 |
| 80 |
6,835.0 |
5,899.0 |
936.0 |
13.9% |
86.5 |
1.3% |
91% |
False |
False |
45,019 |
| 100 |
6,856.0 |
5,899.0 |
957.0 |
14.2% |
80.5 |
1.2% |
89% |
False |
False |
36,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,136.5 |
|
2.618 |
6,992.0 |
|
1.618 |
6,903.5 |
|
1.000 |
6,849.0 |
|
0.618 |
6,815.0 |
|
HIGH |
6,760.5 |
|
0.618 |
6,726.5 |
|
0.500 |
6,716.0 |
|
0.382 |
6,706.0 |
|
LOW |
6,672.0 |
|
0.618 |
6,617.5 |
|
1.000 |
6,583.5 |
|
1.618 |
6,529.0 |
|
2.618 |
6,440.5 |
|
4.250 |
6,296.0 |
|
|
| Fisher Pivots for day following 31-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,738.0 |
6,738.0 |
| PP |
6,727.0 |
6,727.0 |
| S1 |
6,716.0 |
6,716.0 |
|