| Trading Metrics calculated at close of trading on 09-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2007 |
09-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,175.00 |
2,106.75 |
-68.25 |
-3.1% |
2,222.50 |
| High |
2,180.00 |
2,115.25 |
-64.75 |
-3.0% |
2,236.00 |
| Low |
2,081.00 |
2,037.25 |
-43.75 |
-2.1% |
2,037.25 |
| Close |
2,105.50 |
2,041.75 |
-63.75 |
-3.0% |
2,041.75 |
| Range |
99.00 |
78.00 |
-21.00 |
-21.2% |
198.75 |
| ATR |
44.03 |
46.46 |
2.43 |
5.5% |
0.00 |
| Volume |
543,390 |
884,080 |
340,690 |
62.7% |
2,779,659 |
|
| Daily Pivots for day following 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,298.75 |
2,248.25 |
2,084.75 |
|
| R3 |
2,220.75 |
2,170.25 |
2,063.25 |
|
| R2 |
2,142.75 |
2,142.75 |
2,056.00 |
|
| R1 |
2,092.25 |
2,092.25 |
2,049.00 |
2,078.50 |
| PP |
2,064.75 |
2,064.75 |
2,064.75 |
2,058.00 |
| S1 |
2,014.25 |
2,014.25 |
2,034.50 |
2,000.50 |
| S2 |
1,986.75 |
1,986.75 |
2,027.50 |
|
| S3 |
1,908.75 |
1,936.25 |
2,020.25 |
|
| S4 |
1,830.75 |
1,858.25 |
1,998.75 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,701.25 |
2,570.25 |
2,151.00 |
|
| R3 |
2,502.50 |
2,371.50 |
2,096.50 |
|
| R2 |
2,303.75 |
2,303.75 |
2,078.25 |
|
| R1 |
2,172.75 |
2,172.75 |
2,060.00 |
2,139.00 |
| PP |
2,105.00 |
2,105.00 |
2,105.00 |
2,088.00 |
| S1 |
1,974.00 |
1,974.00 |
2,023.50 |
1,940.00 |
| S2 |
1,906.25 |
1,906.25 |
2,005.25 |
|
| S3 |
1,707.50 |
1,775.25 |
1,987.00 |
|
| S4 |
1,508.75 |
1,576.50 |
1,932.50 |
|
|
| 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 |
2,037.25 |
198.75 |
9.7% |
60.75 |
3.0% |
2% |
False |
True |
555,931 |
| 10 |
2,256.25 |
2,037.25 |
219.00 |
10.7% |
49.00 |
2.4% |
2% |
False |
True |
454,179 |
| 20 |
2,256.25 |
2,037.25 |
219.00 |
10.7% |
47.25 |
2.3% |
2% |
False |
True |
472,536 |
| 40 |
2,256.25 |
2,000.25 |
256.00 |
12.5% |
38.00 |
1.9% |
16% |
False |
False |
388,827 |
| 60 |
2,256.25 |
1,902.50 |
353.75 |
17.3% |
36.00 |
1.8% |
39% |
False |
False |
264,038 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
20.6% |
38.25 |
1.9% |
49% |
False |
False |
198,059 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.6% |
34.75 |
1.7% |
49% |
False |
False |
158,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,446.75 |
|
2.618 |
2,319.50 |
|
1.618 |
2,241.50 |
|
1.000 |
2,193.25 |
|
0.618 |
2,163.50 |
|
HIGH |
2,115.25 |
|
0.618 |
2,085.50 |
|
0.500 |
2,076.25 |
|
0.382 |
2,067.00 |
|
LOW |
2,037.25 |
|
0.618 |
1,989.00 |
|
1.000 |
1,959.25 |
|
1.618 |
1,911.00 |
|
2.618 |
1,833.00 |
|
4.250 |
1,705.75 |
|
|
| Fisher Pivots for day following 09-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,076.25 |
2,135.50 |
| PP |
2,064.75 |
2,104.25 |
| S1 |
2,053.25 |
2,073.00 |
|