| Trading Metrics calculated at close of trading on 18-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,730.0 |
6,725.0 |
-5.0 |
-0.1% |
6,716.0 |
| High |
6,761.0 |
6,829.0 |
68.0 |
1.0% |
6,832.0 |
| Low |
6,682.0 |
6,725.0 |
43.0 |
0.6% |
6,654.0 |
| Close |
6,713.0 |
6,821.0 |
108.0 |
1.6% |
6,798.0 |
| Range |
79.0 |
104.0 |
25.0 |
31.6% |
178.0 |
| ATR |
84.9 |
87.1 |
2.2 |
2.6% |
0.0 |
| Volume |
22,266 |
21,959 |
-307 |
-1.4% |
83,849 |
|
| Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,103.7 |
7,066.3 |
6,878.2 |
|
| R3 |
6,999.7 |
6,962.3 |
6,849.6 |
|
| R2 |
6,895.7 |
6,895.7 |
6,840.1 |
|
| R1 |
6,858.3 |
6,858.3 |
6,830.5 |
6,877.0 |
| PP |
6,791.7 |
6,791.7 |
6,791.7 |
6,801.0 |
| S1 |
6,754.3 |
6,754.3 |
6,811.5 |
6,773.0 |
| S2 |
6,687.7 |
6,687.7 |
6,801.9 |
|
| S3 |
6,583.7 |
6,650.3 |
6,792.4 |
|
| S4 |
6,479.7 |
6,546.3 |
6,763.8 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,295.3 |
7,224.7 |
6,895.9 |
|
| R3 |
7,117.3 |
7,046.7 |
6,847.0 |
|
| R2 |
6,939.3 |
6,939.3 |
6,830.6 |
|
| R1 |
6,868.7 |
6,868.7 |
6,814.3 |
6,904.0 |
| PP |
6,761.3 |
6,761.3 |
6,761.3 |
6,779.0 |
| S1 |
6,690.7 |
6,690.7 |
6,781.7 |
6,726.0 |
| S2 |
6,583.3 |
6,583.3 |
6,765.4 |
|
| S3 |
6,405.3 |
6,512.7 |
6,749.1 |
|
| S4 |
6,227.3 |
6,334.7 |
6,700.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,847.0 |
6,682.0 |
165.0 |
2.4% |
80.8 |
1.2% |
84% |
False |
False |
19,096 |
| 10 |
6,847.0 |
6,634.0 |
213.0 |
3.1% |
72.9 |
1.1% |
88% |
False |
False |
17,492 |
| 20 |
6,847.0 |
6,401.0 |
446.0 |
6.5% |
67.6 |
1.0% |
94% |
False |
False |
18,608 |
| 40 |
6,847.0 |
6,080.0 |
767.0 |
11.2% |
63.1 |
0.9% |
97% |
False |
False |
16,179 |
| 60 |
6,847.0 |
5,603.0 |
1,244.0 |
18.2% |
70.7 |
1.0% |
98% |
False |
False |
10,817 |
| 80 |
6,847.0 |
5,603.0 |
1,244.0 |
18.2% |
59.2 |
0.9% |
98% |
False |
False |
8,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,271.0 |
|
2.618 |
7,101.3 |
|
1.618 |
6,997.3 |
|
1.000 |
6,933.0 |
|
0.618 |
6,893.3 |
|
HIGH |
6,829.0 |
|
0.618 |
6,789.3 |
|
0.500 |
6,777.0 |
|
0.382 |
6,764.7 |
|
LOW |
6,725.0 |
|
0.618 |
6,660.7 |
|
1.000 |
6,621.0 |
|
1.618 |
6,556.7 |
|
2.618 |
6,452.7 |
|
4.250 |
6,283.0 |
|
|
| Fisher Pivots for day following 18-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,806.3 |
6,799.2 |
| PP |
6,791.7 |
6,777.3 |
| S1 |
6,777.0 |
6,755.5 |
|