| Trading Metrics calculated at close of trading on 14-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2007 |
14-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
1,992.50 |
2,067.25 |
74.75 |
3.8% |
2,222.50 |
| High |
2,074.75 |
2,101.75 |
27.00 |
1.3% |
2,236.00 |
| Low |
1,982.25 |
2,037.00 |
54.75 |
2.8% |
2,037.25 |
| Close |
2,066.75 |
2,057.50 |
-9.25 |
-0.4% |
2,041.75 |
| Range |
92.50 |
64.75 |
-27.75 |
-30.0% |
198.75 |
| ATR |
50.99 |
51.97 |
0.98 |
1.9% |
0.00 |
| Volume |
658,058 |
601,336 |
-56,722 |
-8.6% |
2,779,659 |
|
| Daily Pivots for day following 14-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,259.75 |
2,223.25 |
2,093.00 |
|
| R3 |
2,195.00 |
2,158.50 |
2,075.25 |
|
| R2 |
2,130.25 |
2,130.25 |
2,069.25 |
|
| R1 |
2,093.75 |
2,093.75 |
2,063.50 |
2,079.50 |
| PP |
2,065.50 |
2,065.50 |
2,065.50 |
2,058.25 |
| S1 |
2,029.00 |
2,029.00 |
2,051.50 |
2,015.00 |
| S2 |
2,000.75 |
2,000.75 |
2,045.75 |
|
| S3 |
1,936.00 |
1,964.25 |
2,039.75 |
|
| S4 |
1,871.25 |
1,899.50 |
2,022.00 |
|
|
| 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 |
2,180.00 |
1,982.25 |
197.75 |
9.6% |
80.00 |
3.9% |
38% |
False |
False |
677,784 |
| 10 |
2,256.25 |
1,982.25 |
274.00 |
13.3% |
61.75 |
3.0% |
27% |
False |
False |
561,185 |
| 20 |
2,256.25 |
1,982.25 |
274.00 |
13.3% |
53.00 |
2.6% |
27% |
False |
False |
509,250 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.3% |
40.75 |
2.0% |
27% |
False |
False |
412,559 |
| 60 |
2,256.25 |
1,928.50 |
327.75 |
15.9% |
38.25 |
1.9% |
39% |
False |
False |
296,725 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
20.5% |
40.00 |
1.9% |
53% |
False |
False |
222,574 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.5% |
36.25 |
1.8% |
53% |
False |
False |
178,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,377.00 |
|
2.618 |
2,271.25 |
|
1.618 |
2,206.50 |
|
1.000 |
2,166.50 |
|
0.618 |
2,141.75 |
|
HIGH |
2,101.75 |
|
0.618 |
2,077.00 |
|
0.500 |
2,069.50 |
|
0.382 |
2,061.75 |
|
LOW |
2,037.00 |
|
0.618 |
1,997.00 |
|
1.000 |
1,972.25 |
|
1.618 |
1,932.25 |
|
2.618 |
1,867.50 |
|
4.250 |
1,761.75 |
|
|
| Fisher Pivots for day following 14-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,069.50 |
2,052.25 |
| PP |
2,065.50 |
2,047.25 |
| S1 |
2,061.50 |
2,042.00 |
|