| Trading Metrics calculated at close of trading on 12-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2007 |
12-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,106.75 |
2,041.00 |
-65.75 |
-3.1% |
2,222.50 |
| High |
2,115.25 |
2,051.75 |
-63.50 |
-3.0% |
2,236.00 |
| Low |
2,037.25 |
1,986.50 |
-50.75 |
-2.5% |
2,037.25 |
| Close |
2,041.75 |
1,989.50 |
-52.25 |
-2.6% |
2,041.75 |
| Range |
78.00 |
65.25 |
-12.75 |
-16.3% |
198.75 |
| ATR |
46.46 |
47.80 |
1.34 |
2.9% |
0.00 |
| Volume |
884,080 |
702,060 |
-182,020 |
-20.6% |
2,779,659 |
|
| Daily Pivots for day following 12-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,205.00 |
2,162.50 |
2,025.50 |
|
| R3 |
2,139.75 |
2,097.25 |
2,007.50 |
|
| R2 |
2,074.50 |
2,074.50 |
2,001.50 |
|
| R1 |
2,032.00 |
2,032.00 |
1,995.50 |
2,020.50 |
| PP |
2,009.25 |
2,009.25 |
2,009.25 |
2,003.50 |
| S1 |
1,966.75 |
1,966.75 |
1,983.50 |
1,955.50 |
| S2 |
1,944.00 |
1,944.00 |
1,977.50 |
|
| S3 |
1,878.75 |
1,901.50 |
1,971.50 |
|
| S4 |
1,813.50 |
1,836.25 |
1,953.50 |
|
|
| 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 |
1,986.50 |
249.50 |
12.5% |
67.00 |
3.4% |
1% |
False |
True |
586,632 |
| 10 |
2,256.25 |
1,986.50 |
269.75 |
13.6% |
53.00 |
2.7% |
1% |
False |
True |
485,562 |
| 20 |
2,256.25 |
1,986.50 |
269.75 |
13.6% |
48.50 |
2.4% |
1% |
False |
True |
487,488 |
| 40 |
2,256.25 |
1,986.50 |
269.75 |
13.6% |
39.00 |
2.0% |
1% |
False |
True |
399,337 |
| 60 |
2,256.25 |
1,909.75 |
346.50 |
17.4% |
36.75 |
1.8% |
23% |
False |
False |
275,737 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
21.2% |
39.00 |
2.0% |
37% |
False |
False |
206,834 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
21.2% |
35.25 |
1.8% |
37% |
False |
False |
165,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,329.00 |
|
2.618 |
2,222.50 |
|
1.618 |
2,157.25 |
|
1.000 |
2,117.00 |
|
0.618 |
2,092.00 |
|
HIGH |
2,051.75 |
|
0.618 |
2,026.75 |
|
0.500 |
2,019.00 |
|
0.382 |
2,011.50 |
|
LOW |
1,986.50 |
|
0.618 |
1,946.25 |
|
1.000 |
1,921.25 |
|
1.618 |
1,881.00 |
|
2.618 |
1,815.75 |
|
4.250 |
1,709.25 |
|
|
| Fisher Pivots for day following 12-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,019.00 |
2,083.25 |
| PP |
2,009.25 |
2,052.00 |
| S1 |
1,999.50 |
2,020.75 |
|