| Trading Metrics calculated at close of trading on 15-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2007 |
15-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,067.25 |
2,056.25 |
-11.00 |
-0.5% |
2,222.50 |
| High |
2,101.75 |
2,063.50 |
-38.25 |
-1.8% |
2,236.00 |
| Low |
2,037.00 |
2,015.50 |
-21.50 |
-1.1% |
2,037.25 |
| Close |
2,057.50 |
2,033.50 |
-24.00 |
-1.2% |
2,041.75 |
| Range |
64.75 |
48.00 |
-16.75 |
-25.9% |
198.75 |
| ATR |
51.97 |
51.69 |
-0.28 |
-0.5% |
0.00 |
| Volume |
601,336 |
614,107 |
12,771 |
2.1% |
2,779,659 |
|
| Daily Pivots for day following 15-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,181.50 |
2,155.50 |
2,060.00 |
|
| R3 |
2,133.50 |
2,107.50 |
2,046.75 |
|
| R2 |
2,085.50 |
2,085.50 |
2,042.25 |
|
| R1 |
2,059.50 |
2,059.50 |
2,038.00 |
2,048.50 |
| PP |
2,037.50 |
2,037.50 |
2,037.50 |
2,032.00 |
| S1 |
2,011.50 |
2,011.50 |
2,029.00 |
2,000.50 |
| S2 |
1,989.50 |
1,989.50 |
2,024.75 |
|
| S3 |
1,941.50 |
1,963.50 |
2,020.25 |
|
| S4 |
1,893.50 |
1,915.50 |
2,007.00 |
|
|
| 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 |
2,115.25 |
1,982.25 |
133.00 |
6.5% |
69.75 |
3.4% |
39% |
False |
False |
691,928 |
| 10 |
2,236.00 |
1,982.25 |
253.75 |
12.5% |
61.50 |
3.0% |
20% |
False |
False |
582,750 |
| 20 |
2,256.25 |
1,982.25 |
274.00 |
13.5% |
53.75 |
2.6% |
19% |
False |
False |
513,728 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.5% |
41.50 |
2.0% |
19% |
False |
False |
417,683 |
| 60 |
2,256.25 |
1,928.50 |
327.75 |
16.1% |
38.50 |
1.9% |
32% |
False |
False |
306,959 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
20.7% |
39.75 |
2.0% |
47% |
False |
False |
230,249 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.7% |
36.50 |
1.8% |
47% |
False |
False |
184,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,267.50 |
|
2.618 |
2,189.25 |
|
1.618 |
2,141.25 |
|
1.000 |
2,111.50 |
|
0.618 |
2,093.25 |
|
HIGH |
2,063.50 |
|
0.618 |
2,045.25 |
|
0.500 |
2,039.50 |
|
0.382 |
2,033.75 |
|
LOW |
2,015.50 |
|
0.618 |
1,985.75 |
|
1.000 |
1,967.50 |
|
1.618 |
1,937.75 |
|
2.618 |
1,889.75 |
|
4.250 |
1,811.50 |
|
|
| Fisher Pivots for day following 15-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,039.50 |
2,042.00 |
| PP |
2,037.50 |
2,039.25 |
| S1 |
2,035.50 |
2,036.25 |
|