| Trading Metrics calculated at close of trading on 08-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2007 |
08-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,233.00 |
2,175.00 |
-58.00 |
-2.6% |
2,207.50 |
| High |
2,233.50 |
2,180.00 |
-53.50 |
-2.4% |
2,256.25 |
| Low |
2,177.75 |
2,081.00 |
-96.75 |
-4.4% |
2,192.00 |
| Close |
2,181.00 |
2,105.50 |
-75.50 |
-3.5% |
2,223.50 |
| Range |
55.75 |
99.00 |
43.25 |
77.6% |
64.25 |
| ATR |
39.72 |
44.03 |
4.31 |
10.8% |
0.00 |
| Volume |
385,278 |
543,390 |
158,112 |
41.0% |
1,762,132 |
|
| Daily Pivots for day following 08-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,419.25 |
2,361.25 |
2,160.00 |
|
| R3 |
2,320.25 |
2,262.25 |
2,132.75 |
|
| R2 |
2,221.25 |
2,221.25 |
2,123.75 |
|
| R1 |
2,163.25 |
2,163.25 |
2,114.50 |
2,142.75 |
| PP |
2,122.25 |
2,122.25 |
2,122.25 |
2,112.00 |
| S1 |
2,064.25 |
2,064.25 |
2,096.50 |
2,043.75 |
| S2 |
2,023.25 |
2,023.25 |
2,087.25 |
|
| S3 |
1,924.25 |
1,965.25 |
2,078.25 |
|
| S4 |
1,825.25 |
1,866.25 |
2,051.00 |
|
|
| 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 |
2,236.00 |
2,081.00 |
155.00 |
7.4% |
53.50 |
2.5% |
16% |
False |
True |
473,572 |
| 10 |
2,256.25 |
2,081.00 |
175.25 |
8.3% |
44.50 |
2.1% |
14% |
False |
True |
420,014 |
| 20 |
2,256.25 |
2,081.00 |
175.25 |
8.3% |
45.50 |
2.2% |
14% |
False |
True |
456,794 |
| 40 |
2,256.25 |
2,000.25 |
256.00 |
12.2% |
36.50 |
1.7% |
41% |
False |
False |
372,352 |
| 60 |
2,256.25 |
1,841.75 |
414.50 |
19.7% |
36.25 |
1.7% |
64% |
False |
False |
249,306 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
20.0% |
37.75 |
1.8% |
64% |
False |
False |
187,009 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.0% |
34.25 |
1.6% |
64% |
False |
False |
149,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,600.75 |
|
2.618 |
2,439.25 |
|
1.618 |
2,340.25 |
|
1.000 |
2,279.00 |
|
0.618 |
2,241.25 |
|
HIGH |
2,180.00 |
|
0.618 |
2,142.25 |
|
0.500 |
2,130.50 |
|
0.382 |
2,118.75 |
|
LOW |
2,081.00 |
|
0.618 |
2,019.75 |
|
1.000 |
1,982.00 |
|
1.618 |
1,920.75 |
|
2.618 |
1,821.75 |
|
4.250 |
1,660.25 |
|
|
| Fisher Pivots for day following 08-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,130.50 |
2,158.50 |
| PP |
2,122.25 |
2,140.75 |
| S1 |
2,113.75 |
2,123.25 |
|