| Trading Metrics calculated at close of trading on 05-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2007 |
05-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,214.00 |
2,222.50 |
8.50 |
0.4% |
2,207.50 |
| High |
2,234.50 |
2,224.75 |
-9.75 |
-0.4% |
2,256.25 |
| Low |
2,192.00 |
2,191.25 |
-0.75 |
0.0% |
2,192.00 |
| Close |
2,223.50 |
2,212.75 |
-10.75 |
-0.5% |
2,223.50 |
| Range |
42.50 |
33.50 |
-9.00 |
-21.2% |
64.25 |
| ATR |
39.00 |
38.61 |
-0.39 |
-1.0% |
0.00 |
| Volume |
472,284 |
548,559 |
76,275 |
16.2% |
1,762,132 |
|
| Daily Pivots for day following 05-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,310.00 |
2,295.00 |
2,231.25 |
|
| R3 |
2,276.50 |
2,261.50 |
2,222.00 |
|
| R2 |
2,243.00 |
2,243.00 |
2,219.00 |
|
| R1 |
2,228.00 |
2,228.00 |
2,215.75 |
2,218.75 |
| PP |
2,209.50 |
2,209.50 |
2,209.50 |
2,205.00 |
| S1 |
2,194.50 |
2,194.50 |
2,209.75 |
2,185.25 |
| S2 |
2,176.00 |
2,176.00 |
2,206.50 |
|
| S3 |
2,142.50 |
2,161.00 |
2,203.50 |
|
| S4 |
2,109.00 |
2,127.50 |
2,194.25 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,416.75 |
2,384.25 |
2,258.75 |
|
| R3 |
2,352.50 |
2,320.00 |
2,241.25 |
|
| R2 |
2,288.25 |
2,288.25 |
2,235.25 |
|
| R1 |
2,255.75 |
2,255.75 |
2,229.50 |
2,272.00 |
| PP |
2,224.00 |
2,224.00 |
2,224.00 |
2,232.00 |
| S1 |
2,191.50 |
2,191.50 |
2,217.50 |
2,207.75 |
| S2 |
2,159.75 |
2,159.75 |
2,211.75 |
|
| S3 |
2,095.50 |
2,127.25 |
2,205.75 |
|
| S4 |
2,031.25 |
2,063.00 |
2,188.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,256.25 |
2,191.25 |
65.00 |
2.9% |
39.00 |
1.8% |
33% |
False |
True |
384,492 |
| 10 |
2,256.25 |
2,154.25 |
102.00 |
4.6% |
41.25 |
1.9% |
57% |
False |
False |
450,962 |
| 20 |
2,256.25 |
2,127.75 |
128.50 |
5.8% |
41.00 |
1.9% |
66% |
False |
False |
426,396 |
| 40 |
2,256.25 |
1,989.75 |
266.50 |
12.0% |
33.50 |
1.5% |
84% |
False |
False |
339,765 |
| 60 |
2,256.25 |
1,835.25 |
421.00 |
19.0% |
35.50 |
1.6% |
90% |
False |
False |
226,864 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
19.0% |
36.00 |
1.6% |
90% |
False |
False |
170,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,367.00 |
|
2.618 |
2,312.50 |
|
1.618 |
2,279.00 |
|
1.000 |
2,258.25 |
|
0.618 |
2,245.50 |
|
HIGH |
2,224.75 |
|
0.618 |
2,212.00 |
|
0.500 |
2,208.00 |
|
0.382 |
2,204.00 |
|
LOW |
2,191.25 |
|
0.618 |
2,170.50 |
|
1.000 |
2,157.75 |
|
1.618 |
2,137.00 |
|
2.618 |
2,103.50 |
|
4.250 |
2,049.00 |
|
|
| Fisher Pivots for day following 05-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,211.25 |
2,223.75 |
| PP |
2,209.50 |
2,220.00 |
| S1 |
2,208.00 |
2,216.50 |
|