| Trading Metrics calculated at close of trading on 07-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2007 |
07-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,212.25 |
2,233.00 |
20.75 |
0.9% |
2,207.50 |
| High |
2,236.00 |
2,233.50 |
-2.50 |
-0.1% |
2,256.25 |
| Low |
2,199.00 |
2,177.75 |
-21.25 |
-1.0% |
2,192.00 |
| Close |
2,233.50 |
2,181.00 |
-52.50 |
-2.4% |
2,223.50 |
| Range |
37.00 |
55.75 |
18.75 |
50.7% |
64.25 |
| ATR |
38.49 |
39.72 |
1.23 |
3.2% |
0.00 |
| Volume |
418,352 |
385,278 |
-33,074 |
-7.9% |
1,762,132 |
|
| Daily Pivots for day following 07-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,364.75 |
2,328.50 |
2,211.75 |
|
| R3 |
2,309.00 |
2,272.75 |
2,196.25 |
|
| R2 |
2,253.25 |
2,253.25 |
2,191.25 |
|
| R1 |
2,217.00 |
2,217.00 |
2,186.00 |
2,207.25 |
| PP |
2,197.50 |
2,197.50 |
2,197.50 |
2,192.50 |
| S1 |
2,161.25 |
2,161.25 |
2,176.00 |
2,151.50 |
| S2 |
2,141.75 |
2,141.75 |
2,170.75 |
|
| S3 |
2,086.00 |
2,105.50 |
2,165.75 |
|
| S4 |
2,030.25 |
2,049.75 |
2,150.25 |
|
|
| 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 |
2,177.75 |
78.50 |
3.6% |
43.50 |
2.0% |
4% |
False |
True |
444,586 |
| 10 |
2,256.25 |
2,159.25 |
97.00 |
4.4% |
40.75 |
1.9% |
22% |
False |
False |
435,415 |
| 20 |
2,256.25 |
2,127.75 |
128.50 |
5.9% |
44.00 |
2.0% |
41% |
False |
False |
442,801 |
| 40 |
2,256.25 |
2,000.25 |
256.00 |
11.7% |
34.50 |
1.6% |
71% |
False |
False |
359,361 |
| 60 |
2,256.25 |
1,835.25 |
421.00 |
19.3% |
35.50 |
1.6% |
82% |
False |
False |
240,256 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
19.3% |
36.75 |
1.7% |
82% |
False |
False |
180,217 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
19.3% |
33.50 |
1.5% |
82% |
False |
False |
144,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,470.50 |
|
2.618 |
2,379.50 |
|
1.618 |
2,323.75 |
|
1.000 |
2,289.25 |
|
0.618 |
2,268.00 |
|
HIGH |
2,233.50 |
|
0.618 |
2,212.25 |
|
0.500 |
2,205.50 |
|
0.382 |
2,199.00 |
|
LOW |
2,177.75 |
|
0.618 |
2,143.25 |
|
1.000 |
2,122.00 |
|
1.618 |
2,087.50 |
|
2.618 |
2,031.75 |
|
4.250 |
1,940.75 |
|
|
| Fisher Pivots for day following 07-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,205.50 |
2,207.00 |
| PP |
2,197.50 |
2,198.25 |
| S1 |
2,189.25 |
2,189.50 |
|