| Trading Metrics calculated at close of trading on 29-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2007 |
29-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,678.0 |
6,795.0 |
117.0 |
1.8% |
6,590.0 |
| High |
6,732.0 |
6,824.0 |
92.0 |
1.4% |
6,767.0 |
| Low |
6,677.0 |
6,782.0 |
105.0 |
1.6% |
6,572.0 |
| Close |
6,724.0 |
6,821.0 |
97.0 |
1.4% |
6,724.0 |
| Range |
55.0 |
42.0 |
-13.0 |
-23.6% |
195.0 |
| ATR |
94.6 |
95.0 |
0.4 |
0.4% |
0.0 |
| Volume |
17,530 |
16,848 |
-682 |
-3.9% |
119,243 |
|
| Daily Pivots for day following 29-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,935.0 |
6,920.0 |
6,844.1 |
|
| R3 |
6,893.0 |
6,878.0 |
6,832.6 |
|
| R2 |
6,851.0 |
6,851.0 |
6,828.7 |
|
| R1 |
6,836.0 |
6,836.0 |
6,824.9 |
6,843.5 |
| PP |
6,809.0 |
6,809.0 |
6,809.0 |
6,812.8 |
| S1 |
6,794.0 |
6,794.0 |
6,817.2 |
6,801.5 |
| S2 |
6,767.0 |
6,767.0 |
6,813.3 |
|
| S3 |
6,725.0 |
6,752.0 |
6,809.5 |
|
| S4 |
6,683.0 |
6,710.0 |
6,797.9 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,272.7 |
7,193.3 |
6,831.3 |
|
| R3 |
7,077.7 |
6,998.3 |
6,777.6 |
|
| R2 |
6,882.7 |
6,882.7 |
6,759.8 |
|
| R1 |
6,803.3 |
6,803.3 |
6,741.9 |
6,843.0 |
| PP |
6,687.7 |
6,687.7 |
6,687.7 |
6,707.5 |
| S1 |
6,608.3 |
6,608.3 |
6,706.1 |
6,648.0 |
| S2 |
6,492.7 |
6,492.7 |
6,688.3 |
|
| S3 |
6,297.7 |
6,413.3 |
6,670.4 |
|
| S4 |
6,102.7 |
6,218.3 |
6,616.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,824.0 |
6,618.0 |
206.0 |
3.0% |
75.0 |
1.1% |
99% |
True |
False |
21,647 |
| 10 |
6,829.0 |
6,572.0 |
257.0 |
3.8% |
78.4 |
1.1% |
97% |
False |
False |
22,408 |
| 20 |
6,847.0 |
6,572.0 |
275.0 |
4.0% |
71.8 |
1.1% |
91% |
False |
False |
19,841 |
| 40 |
6,847.0 |
6,204.0 |
643.0 |
9.4% |
69.4 |
1.0% |
96% |
False |
False |
20,124 |
| 60 |
6,847.0 |
5,603.0 |
1,244.0 |
18.2% |
69.9 |
1.0% |
98% |
False |
False |
13,453 |
| 80 |
6,847.0 |
5,603.0 |
1,244.0 |
18.2% |
63.5 |
0.9% |
98% |
False |
False |
10,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,002.5 |
|
2.618 |
6,934.0 |
|
1.618 |
6,892.0 |
|
1.000 |
6,866.0 |
|
0.618 |
6,850.0 |
|
HIGH |
6,824.0 |
|
0.618 |
6,808.0 |
|
0.500 |
6,803.0 |
|
0.382 |
6,798.0 |
|
LOW |
6,782.0 |
|
0.618 |
6,756.0 |
|
1.000 |
6,740.0 |
|
1.618 |
6,714.0 |
|
2.618 |
6,672.0 |
|
4.250 |
6,603.5 |
|
|
| Fisher Pivots for day following 29-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,815.0 |
6,789.7 |
| PP |
6,809.0 |
6,758.3 |
| S1 |
6,803.0 |
6,727.0 |
|