| Trading Metrics calculated at close of trading on 06-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2007 |
06-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,222.50 |
2,212.25 |
-10.25 |
-0.5% |
2,207.50 |
| High |
2,224.75 |
2,236.00 |
11.25 |
0.5% |
2,256.25 |
| Low |
2,191.25 |
2,199.00 |
7.75 |
0.4% |
2,192.00 |
| Close |
2,212.75 |
2,233.50 |
20.75 |
0.9% |
2,223.50 |
| Range |
33.50 |
37.00 |
3.50 |
10.4% |
64.25 |
| ATR |
38.61 |
38.49 |
-0.11 |
-0.3% |
0.00 |
| Volume |
548,559 |
418,352 |
-130,207 |
-23.7% |
1,762,132 |
|
| Daily Pivots for day following 06-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,333.75 |
2,320.75 |
2,253.75 |
|
| R3 |
2,296.75 |
2,283.75 |
2,243.75 |
|
| R2 |
2,259.75 |
2,259.75 |
2,240.25 |
|
| R1 |
2,246.75 |
2,246.75 |
2,237.00 |
2,253.25 |
| PP |
2,222.75 |
2,222.75 |
2,222.75 |
2,226.00 |
| S1 |
2,209.75 |
2,209.75 |
2,230.00 |
2,216.25 |
| S2 |
2,185.75 |
2,185.75 |
2,226.75 |
|
| S3 |
2,148.75 |
2,172.75 |
2,223.25 |
|
| S4 |
2,111.75 |
2,135.75 |
2,213.25 |
|
|
| 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% |
40.75 |
1.8% |
65% |
False |
False |
418,617 |
| 10 |
2,256.25 |
2,154.25 |
102.00 |
4.6% |
40.50 |
1.8% |
78% |
False |
False |
442,458 |
| 20 |
2,256.25 |
2,127.75 |
128.50 |
5.8% |
42.00 |
1.9% |
82% |
False |
False |
437,844 |
| 40 |
2,256.25 |
2,000.25 |
256.00 |
11.5% |
33.75 |
1.5% |
91% |
False |
False |
350,062 |
| 60 |
2,256.25 |
1,835.25 |
421.00 |
18.8% |
35.50 |
1.6% |
95% |
False |
False |
233,837 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
18.8% |
36.25 |
1.6% |
95% |
False |
False |
175,403 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
18.8% |
33.00 |
1.5% |
95% |
False |
False |
140,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,393.25 |
|
2.618 |
2,332.75 |
|
1.618 |
2,295.75 |
|
1.000 |
2,273.00 |
|
0.618 |
2,258.75 |
|
HIGH |
2,236.00 |
|
0.618 |
2,221.75 |
|
0.500 |
2,217.50 |
|
0.382 |
2,213.25 |
|
LOW |
2,199.00 |
|
0.618 |
2,176.25 |
|
1.000 |
2,162.00 |
|
1.618 |
2,139.25 |
|
2.618 |
2,102.25 |
|
4.250 |
2,041.75 |
|
|
| Fisher Pivots for day following 06-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,228.25 |
2,227.00 |
| PP |
2,222.75 |
2,220.25 |
| S1 |
2,217.50 |
2,213.50 |
|