| Trading Metrics calculated at close of trading on 16-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2007 |
16-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,056.25 |
2,035.25 |
-21.00 |
-1.0% |
2,041.00 |
| High |
2,063.50 |
2,060.75 |
-2.75 |
-0.1% |
2,101.75 |
| Low |
2,015.50 |
2,014.00 |
-1.50 |
-0.1% |
1,982.25 |
| Close |
2,033.50 |
2,055.25 |
21.75 |
1.1% |
2,055.25 |
| Range |
48.00 |
46.75 |
-1.25 |
-2.6% |
119.50 |
| ATR |
51.69 |
51.34 |
-0.35 |
-0.7% |
0.00 |
| Volume |
614,107 |
614,146 |
39 |
0.0% |
3,189,707 |
|
| Daily Pivots for day following 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,183.50 |
2,166.25 |
2,081.00 |
|
| R3 |
2,136.75 |
2,119.50 |
2,068.00 |
|
| R2 |
2,090.00 |
2,090.00 |
2,063.75 |
|
| R1 |
2,072.75 |
2,072.75 |
2,059.50 |
2,081.50 |
| PP |
2,043.25 |
2,043.25 |
2,043.25 |
2,047.75 |
| S1 |
2,026.00 |
2,026.00 |
2,051.00 |
2,034.50 |
| S2 |
1,996.50 |
1,996.50 |
2,046.75 |
|
| S3 |
1,949.75 |
1,979.25 |
2,042.50 |
|
| S4 |
1,903.00 |
1,932.50 |
2,029.50 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,405.00 |
2,349.50 |
2,121.00 |
|
| R3 |
2,285.50 |
2,230.00 |
2,088.00 |
|
| R2 |
2,166.00 |
2,166.00 |
2,077.25 |
|
| R1 |
2,110.50 |
2,110.50 |
2,066.25 |
2,138.25 |
| PP |
2,046.50 |
2,046.50 |
2,046.50 |
2,060.25 |
| S1 |
1,991.00 |
1,991.00 |
2,044.25 |
2,018.75 |
| S2 |
1,927.00 |
1,927.00 |
2,033.25 |
|
| S3 |
1,807.50 |
1,871.50 |
2,022.50 |
|
| S4 |
1,688.00 |
1,752.00 |
1,989.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,101.75 |
1,982.25 |
119.50 |
5.8% |
63.50 |
3.1% |
61% |
False |
False |
637,941 |
| 10 |
2,236.00 |
1,982.25 |
253.75 |
12.3% |
62.00 |
3.0% |
29% |
False |
False |
596,936 |
| 20 |
2,256.25 |
1,982.25 |
274.00 |
13.3% |
52.50 |
2.6% |
27% |
False |
False |
524,897 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.3% |
42.00 |
2.0% |
27% |
False |
False |
424,313 |
| 60 |
2,256.25 |
1,928.50 |
327.75 |
15.9% |
38.75 |
1.9% |
39% |
False |
False |
317,191 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
20.5% |
39.75 |
1.9% |
52% |
False |
False |
237,922 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.5% |
36.75 |
1.8% |
52% |
False |
False |
190,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,259.50 |
|
2.618 |
2,183.25 |
|
1.618 |
2,136.50 |
|
1.000 |
2,107.50 |
|
0.618 |
2,089.75 |
|
HIGH |
2,060.75 |
|
0.618 |
2,043.00 |
|
0.500 |
2,037.50 |
|
0.382 |
2,031.75 |
|
LOW |
2,014.00 |
|
0.618 |
1,985.00 |
|
1.000 |
1,967.25 |
|
1.618 |
1,938.25 |
|
2.618 |
1,891.50 |
|
4.250 |
1,815.25 |
|
|
| Fisher Pivots for day following 16-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,049.25 |
2,058.00 |
| PP |
2,043.25 |
2,057.00 |
| S1 |
2,037.50 |
2,056.00 |
|