| Trading Metrics calculated at close of trading on 21-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,030.00 |
2,036.75 |
6.75 |
0.3% |
2,041.00 |
| High |
2,071.75 |
2,046.00 |
-25.75 |
-1.2% |
2,101.75 |
| Low |
1,994.50 |
1,992.00 |
-2.50 |
-0.1% |
1,982.25 |
| Close |
2,035.50 |
2,005.50 |
-30.00 |
-1.5% |
2,055.25 |
| Range |
77.25 |
54.00 |
-23.25 |
-30.1% |
119.50 |
| ATR |
52.98 |
53.06 |
0.07 |
0.1% |
0.00 |
| Volume |
418,667 |
650,573 |
231,906 |
55.4% |
3,189,707 |
|
| Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,176.50 |
2,145.00 |
2,035.25 |
|
| R3 |
2,122.50 |
2,091.00 |
2,020.25 |
|
| R2 |
2,068.50 |
2,068.50 |
2,015.50 |
|
| R1 |
2,037.00 |
2,037.00 |
2,010.50 |
2,025.75 |
| PP |
2,014.50 |
2,014.50 |
2,014.50 |
2,009.00 |
| S1 |
1,983.00 |
1,983.00 |
2,000.50 |
1,971.75 |
| S2 |
1,960.50 |
1,960.50 |
1,995.50 |
|
| S3 |
1,906.50 |
1,929.00 |
1,990.75 |
|
| S4 |
1,852.50 |
1,875.00 |
1,975.75 |
|
|
| 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 |
2,071.75 |
1,992.00 |
79.75 |
4.0% |
54.75 |
2.7% |
17% |
False |
True |
565,462 |
| 10 |
2,180.00 |
1,982.25 |
197.75 |
9.9% |
67.50 |
3.4% |
12% |
False |
False |
621,623 |
| 20 |
2,256.25 |
1,982.25 |
274.00 |
13.7% |
54.00 |
2.7% |
8% |
False |
False |
528,519 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.7% |
44.50 |
2.2% |
8% |
False |
False |
442,773 |
| 60 |
2,256.25 |
1,970.00 |
286.25 |
14.3% |
39.50 |
2.0% |
12% |
False |
False |
343,825 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
21.0% |
40.25 |
2.0% |
40% |
False |
False |
257,905 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
21.0% |
38.00 |
1.9% |
40% |
False |
False |
206,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,275.50 |
|
2.618 |
2,187.25 |
|
1.618 |
2,133.25 |
|
1.000 |
2,100.00 |
|
0.618 |
2,079.25 |
|
HIGH |
2,046.00 |
|
0.618 |
2,025.25 |
|
0.500 |
2,019.00 |
|
0.382 |
2,012.75 |
|
LOW |
1,992.00 |
|
0.618 |
1,958.75 |
|
1.000 |
1,938.00 |
|
1.618 |
1,904.75 |
|
2.618 |
1,850.75 |
|
4.250 |
1,762.50 |
|
|
| Fisher Pivots for day following 21-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,019.00 |
2,032.00 |
| PP |
2,014.50 |
2,023.00 |
| S1 |
2,010.00 |
2,014.25 |
|