| Trading Metrics calculated at close of trading on 19-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2007 |
19-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,035.25 |
2,055.75 |
20.50 |
1.0% |
2,041.00 |
| High |
2,060.75 |
2,064.50 |
3.75 |
0.2% |
2,101.75 |
| Low |
2,014.00 |
2,016.25 |
2.25 |
0.1% |
1,982.25 |
| Close |
2,055.25 |
2,028.00 |
-27.25 |
-1.3% |
2,055.25 |
| Range |
46.75 |
48.25 |
1.50 |
3.2% |
119.50 |
| ATR |
51.34 |
51.12 |
-0.22 |
-0.4% |
0.00 |
| Volume |
614,146 |
529,817 |
-84,329 |
-13.7% |
3,189,707 |
|
| Daily Pivots for day following 19-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,181.00 |
2,152.75 |
2,054.50 |
|
| R3 |
2,132.75 |
2,104.50 |
2,041.25 |
|
| R2 |
2,084.50 |
2,084.50 |
2,036.75 |
|
| R1 |
2,056.25 |
2,056.25 |
2,032.50 |
2,046.25 |
| PP |
2,036.25 |
2,036.25 |
2,036.25 |
2,031.25 |
| S1 |
2,008.00 |
2,008.00 |
2,023.50 |
1,998.00 |
| S2 |
1,988.00 |
1,988.00 |
2,019.25 |
|
| S3 |
1,939.75 |
1,959.75 |
2,014.75 |
|
| S4 |
1,891.50 |
1,911.50 |
2,001.50 |
|
|
| 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 |
5.9% |
60.00 |
3.0% |
38% |
False |
False |
603,492 |
| 10 |
2,236.00 |
1,982.25 |
253.75 |
12.5% |
63.50 |
3.1% |
18% |
False |
False |
595,062 |
| 20 |
2,256.25 |
1,982.25 |
274.00 |
13.5% |
52.50 |
2.6% |
17% |
False |
False |
523,012 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.5% |
42.50 |
2.1% |
17% |
False |
False |
431,116 |
| 60 |
2,256.25 |
1,928.50 |
327.75 |
16.2% |
39.00 |
1.9% |
30% |
False |
False |
326,017 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
20.8% |
40.00 |
2.0% |
46% |
False |
False |
244,543 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.8% |
37.00 |
1.8% |
46% |
False |
False |
195,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,269.50 |
|
2.618 |
2,190.75 |
|
1.618 |
2,142.50 |
|
1.000 |
2,112.75 |
|
0.618 |
2,094.25 |
|
HIGH |
2,064.50 |
|
0.618 |
2,046.00 |
|
0.500 |
2,040.50 |
|
0.382 |
2,034.75 |
|
LOW |
2,016.25 |
|
0.618 |
1,986.50 |
|
1.000 |
1,968.00 |
|
1.618 |
1,938.25 |
|
2.618 |
1,890.00 |
|
4.250 |
1,811.25 |
|
|
| Fisher Pivots for day following 19-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,040.50 |
2,039.25 |
| PP |
2,036.25 |
2,035.50 |
| S1 |
2,032.00 |
2,031.75 |
|