| Trading Metrics calculated at close of trading on 13-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2007 |
13-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,041.00 |
1,992.50 |
-48.50 |
-2.4% |
2,222.50 |
| High |
2,051.75 |
2,074.75 |
23.00 |
1.1% |
2,236.00 |
| Low |
1,986.50 |
1,982.25 |
-4.25 |
-0.2% |
2,037.25 |
| Close |
1,989.50 |
2,066.75 |
77.25 |
3.9% |
2,041.75 |
| Range |
65.25 |
92.50 |
27.25 |
41.8% |
198.75 |
| ATR |
47.80 |
50.99 |
3.19 |
6.7% |
0.00 |
| Volume |
702,060 |
658,058 |
-44,002 |
-6.3% |
2,779,659 |
|
| Daily Pivots for day following 13-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,318.75 |
2,285.25 |
2,117.50 |
|
| R3 |
2,226.25 |
2,192.75 |
2,092.25 |
|
| R2 |
2,133.75 |
2,133.75 |
2,083.75 |
|
| R1 |
2,100.25 |
2,100.25 |
2,075.25 |
2,117.00 |
| PP |
2,041.25 |
2,041.25 |
2,041.25 |
2,049.50 |
| S1 |
2,007.75 |
2,007.75 |
2,058.25 |
2,024.50 |
| S2 |
1,948.75 |
1,948.75 |
2,049.75 |
|
| S3 |
1,856.25 |
1,915.25 |
2,041.25 |
|
| S4 |
1,763.75 |
1,822.75 |
2,016.00 |
|
|
| 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 |
2,233.50 |
1,982.25 |
251.25 |
12.2% |
78.00 |
3.8% |
34% |
False |
True |
634,573 |
| 10 |
2,256.25 |
1,982.25 |
274.00 |
13.3% |
59.50 |
2.9% |
31% |
False |
True |
526,595 |
| 20 |
2,256.25 |
1,982.25 |
274.00 |
13.3% |
51.75 |
2.5% |
31% |
False |
True |
500,532 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.3% |
39.75 |
1.9% |
31% |
False |
True |
408,442 |
| 60 |
2,256.25 |
1,928.50 |
327.75 |
15.9% |
37.50 |
1.8% |
42% |
False |
False |
286,704 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
20.4% |
39.50 |
1.9% |
55% |
False |
False |
215,059 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.4% |
35.75 |
1.7% |
55% |
False |
False |
172,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,468.00 |
|
2.618 |
2,317.00 |
|
1.618 |
2,224.50 |
|
1.000 |
2,167.25 |
|
0.618 |
2,132.00 |
|
HIGH |
2,074.75 |
|
0.618 |
2,039.50 |
|
0.500 |
2,028.50 |
|
0.382 |
2,017.50 |
|
LOW |
1,982.25 |
|
0.618 |
1,925.00 |
|
1.000 |
1,889.75 |
|
1.618 |
1,832.50 |
|
2.618 |
1,740.00 |
|
4.250 |
1,589.00 |
|
|
| Fisher Pivots for day following 13-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,054.00 |
2,060.75 |
| PP |
2,041.25 |
2,054.75 |
| S1 |
2,028.50 |
2,048.75 |
|