| Trading Metrics calculated at close of trading on 22-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2007 |
22-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
6,806.0 |
6,590.0 |
-216.0 |
-3.2% |
6,832.0 |
| High |
6,807.0 |
6,627.0 |
-180.0 |
-2.6% |
6,847.0 |
| Low |
6,715.0 |
6,572.0 |
-143.0 |
-2.1% |
6,682.0 |
| Close |
6,745.0 |
6,613.0 |
-132.0 |
-2.0% |
6,745.0 |
| Range |
92.0 |
55.0 |
-37.0 |
-40.2% |
165.0 |
| ATR |
88.5 |
94.5 |
6.0 |
6.8% |
0.0 |
| Volume |
22,704 |
27,856 |
5,152 |
22.7% |
102,404 |
|
| Daily Pivots for day following 22-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,769.0 |
6,746.0 |
6,643.3 |
|
| R3 |
6,714.0 |
6,691.0 |
6,628.1 |
|
| R2 |
6,659.0 |
6,659.0 |
6,623.1 |
|
| R1 |
6,636.0 |
6,636.0 |
6,618.0 |
6,647.5 |
| PP |
6,604.0 |
6,604.0 |
6,604.0 |
6,609.8 |
| S1 |
6,581.0 |
6,581.0 |
6,608.0 |
6,592.5 |
| S2 |
6,549.0 |
6,549.0 |
6,602.9 |
|
| S3 |
6,494.0 |
6,526.0 |
6,597.9 |
|
| S4 |
6,439.0 |
6,471.0 |
6,582.8 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,253.0 |
7,164.0 |
6,835.8 |
|
| R3 |
7,088.0 |
6,999.0 |
6,790.4 |
|
| R2 |
6,923.0 |
6,923.0 |
6,775.3 |
|
| R1 |
6,834.0 |
6,834.0 |
6,760.1 |
6,796.0 |
| PP |
6,758.0 |
6,758.0 |
6,758.0 |
6,739.0 |
| S1 |
6,669.0 |
6,669.0 |
6,729.9 |
6,631.0 |
| S2 |
6,593.0 |
6,593.0 |
6,714.8 |
|
| S3 |
6,428.0 |
6,504.0 |
6,699.6 |
|
| S4 |
6,263.0 |
6,339.0 |
6,654.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,829.0 |
6,572.0 |
257.0 |
3.9% |
81.8 |
1.2% |
16% |
False |
True |
23,170 |
| 10 |
6,847.0 |
6,572.0 |
275.0 |
4.2% |
76.7 |
1.2% |
15% |
False |
True |
19,952 |
| 20 |
6,847.0 |
6,474.0 |
373.0 |
5.6% |
68.5 |
1.0% |
37% |
False |
False |
19,310 |
| 40 |
6,847.0 |
6,080.0 |
767.0 |
11.6% |
64.4 |
1.0% |
69% |
False |
False |
17,437 |
| 60 |
6,847.0 |
5,603.0 |
1,244.0 |
18.8% |
70.6 |
1.1% |
81% |
False |
False |
11,656 |
| 80 |
6,847.0 |
5,603.0 |
1,244.0 |
18.8% |
60.5 |
0.9% |
81% |
False |
False |
8,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,860.8 |
|
2.618 |
6,771.0 |
|
1.618 |
6,716.0 |
|
1.000 |
6,682.0 |
|
0.618 |
6,661.0 |
|
HIGH |
6,627.0 |
|
0.618 |
6,606.0 |
|
0.500 |
6,599.5 |
|
0.382 |
6,593.0 |
|
LOW |
6,572.0 |
|
0.618 |
6,538.0 |
|
1.000 |
6,517.0 |
|
1.618 |
6,483.0 |
|
2.618 |
6,428.0 |
|
4.250 |
6,338.3 |
|
|
| Fisher Pivots for day following 22-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,608.5 |
6,700.5 |
| PP |
6,604.0 |
6,671.3 |
| S1 |
6,599.5 |
6,642.2 |
|