| Trading Metrics calculated at close of trading on 01-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2007 |
01-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
6,697.5 |
6,741.0 |
43.5 |
0.6% |
6,444.5 |
| High |
6,760.5 |
6,759.0 |
-1.5 |
0.0% |
6,719.5 |
| Low |
6,672.0 |
6,582.0 |
-90.0 |
-1.3% |
6,440.0 |
| Close |
6,748.5 |
6,628.0 |
-120.5 |
-1.8% |
6,695.5 |
| Range |
88.5 |
177.0 |
88.5 |
100.0% |
279.5 |
| ATR |
94.7 |
100.6 |
5.9 |
6.2% |
0.0 |
| Volume |
75,501 |
81,091 |
5,590 |
7.4% |
542,876 |
|
| Daily Pivots for day following 01-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,187.5 |
7,084.5 |
6,725.5 |
|
| R3 |
7,010.5 |
6,907.5 |
6,676.5 |
|
| R2 |
6,833.5 |
6,833.5 |
6,660.5 |
|
| R1 |
6,730.5 |
6,730.5 |
6,644.0 |
6,693.5 |
| PP |
6,656.5 |
6,656.5 |
6,656.5 |
6,638.0 |
| S1 |
6,553.5 |
6,553.5 |
6,612.0 |
6,516.5 |
| S2 |
6,479.5 |
6,479.5 |
6,595.5 |
|
| S3 |
6,302.5 |
6,376.5 |
6,579.5 |
|
| S4 |
6,125.5 |
6,199.5 |
6,530.5 |
|
|
| 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 |
6,582.0 |
178.5 |
2.7% |
95.5 |
1.4% |
26% |
False |
True |
85,225 |
| 10 |
6,760.5 |
6,440.0 |
320.5 |
4.8% |
90.5 |
1.4% |
59% |
False |
False |
98,760 |
| 20 |
6,802.0 |
6,440.0 |
362.0 |
5.5% |
89.0 |
1.3% |
52% |
False |
False |
97,198 |
| 40 |
6,802.0 |
6,195.0 |
607.0 |
9.2% |
91.5 |
1.4% |
71% |
False |
False |
91,264 |
| 60 |
6,802.0 |
5,899.0 |
903.0 |
13.6% |
94.5 |
1.4% |
81% |
False |
False |
61,278 |
| 80 |
6,835.0 |
5,899.0 |
936.0 |
14.1% |
88.5 |
1.3% |
78% |
False |
False |
46,030 |
| 100 |
6,856.0 |
5,899.0 |
957.0 |
14.4% |
81.5 |
1.2% |
76% |
False |
False |
36,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,511.0 |
|
2.618 |
7,222.5 |
|
1.618 |
7,045.5 |
|
1.000 |
6,936.0 |
|
0.618 |
6,868.5 |
|
HIGH |
6,759.0 |
|
0.618 |
6,691.5 |
|
0.500 |
6,670.5 |
|
0.382 |
6,649.5 |
|
LOW |
6,582.0 |
|
0.618 |
6,472.5 |
|
1.000 |
6,405.0 |
|
1.618 |
6,295.5 |
|
2.618 |
6,118.5 |
|
4.250 |
5,830.0 |
|
|
| Fisher Pivots for day following 01-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,670.5 |
6,671.0 |
| PP |
6,656.5 |
6,657.0 |
| S1 |
6,642.0 |
6,642.5 |
|