| Trading Metrics calculated at close of trading on 20-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2007 |
20-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,055.75 |
2,030.00 |
-25.75 |
-1.3% |
2,041.00 |
| High |
2,064.50 |
2,071.75 |
7.25 |
0.4% |
2,101.75 |
| Low |
2,016.25 |
1,994.50 |
-21.75 |
-1.1% |
1,982.25 |
| Close |
2,028.00 |
2,035.50 |
7.50 |
0.4% |
2,055.25 |
| Range |
48.25 |
77.25 |
29.00 |
60.1% |
119.50 |
| ATR |
51.12 |
52.98 |
1.87 |
3.7% |
0.00 |
| Volume |
529,817 |
418,667 |
-111,150 |
-21.0% |
3,189,707 |
|
| Daily Pivots for day following 20-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,265.75 |
2,227.75 |
2,078.00 |
|
| R3 |
2,188.50 |
2,150.50 |
2,056.75 |
|
| R2 |
2,111.25 |
2,111.25 |
2,049.75 |
|
| R1 |
2,073.25 |
2,073.25 |
2,042.50 |
2,092.25 |
| PP |
2,034.00 |
2,034.00 |
2,034.00 |
2,043.50 |
| S1 |
1,996.00 |
1,996.00 |
2,028.50 |
2,015.00 |
| S2 |
1,956.75 |
1,956.75 |
2,021.25 |
|
| S3 |
1,879.50 |
1,918.75 |
2,014.25 |
|
| S4 |
1,802.25 |
1,841.50 |
1,993.00 |
|
|
| 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 |
1,994.50 |
107.25 |
5.3% |
57.00 |
2.8% |
38% |
False |
True |
555,614 |
| 10 |
2,233.50 |
1,982.25 |
251.25 |
12.3% |
67.50 |
3.3% |
21% |
False |
False |
595,093 |
| 20 |
2,256.25 |
1,982.25 |
274.00 |
13.5% |
54.00 |
2.7% |
19% |
False |
False |
518,776 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.5% |
43.75 |
2.2% |
19% |
False |
False |
433,403 |
| 60 |
2,256.25 |
1,929.25 |
327.00 |
16.1% |
39.75 |
1.9% |
32% |
False |
False |
332,994 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
20.7% |
40.00 |
2.0% |
48% |
False |
False |
249,775 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.7% |
37.50 |
1.8% |
48% |
False |
False |
199,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,400.00 |
|
2.618 |
2,274.00 |
|
1.618 |
2,196.75 |
|
1.000 |
2,149.00 |
|
0.618 |
2,119.50 |
|
HIGH |
2,071.75 |
|
0.618 |
2,042.25 |
|
0.500 |
2,033.00 |
|
0.382 |
2,024.00 |
|
LOW |
1,994.50 |
|
0.618 |
1,946.75 |
|
1.000 |
1,917.25 |
|
1.618 |
1,869.50 |
|
2.618 |
1,792.25 |
|
4.250 |
1,666.25 |
|
|
| Fisher Pivots for day following 20-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,034.75 |
2,034.75 |
| PP |
2,034.00 |
2,034.00 |
| S1 |
2,033.00 |
2,033.00 |
|