| Trading Metrics calculated at close of trading on 23-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,036.75 |
2,008.75 |
-28.00 |
-1.4% |
2,055.75 |
| High |
2,046.00 |
2,037.25 |
-8.75 |
-0.4% |
2,071.75 |
| Low |
1,992.00 |
2,007.00 |
15.00 |
0.8% |
1,992.00 |
| Close |
2,005.50 |
2,032.50 |
27.00 |
1.3% |
2,032.50 |
| Range |
54.00 |
30.25 |
-23.75 |
-44.0% |
79.75 |
| ATR |
53.06 |
51.53 |
-1.52 |
-2.9% |
0.00 |
| Volume |
650,573 |
486,391 |
-164,182 |
-25.2% |
2,085,448 |
|
| Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.25 |
2,104.75 |
2,049.25 |
|
| R3 |
2,086.00 |
2,074.50 |
2,040.75 |
|
| R2 |
2,055.75 |
2,055.75 |
2,038.00 |
|
| R1 |
2,044.25 |
2,044.25 |
2,035.25 |
2,050.00 |
| PP |
2,025.50 |
2,025.50 |
2,025.50 |
2,028.50 |
| S1 |
2,014.00 |
2,014.00 |
2,029.75 |
2,019.75 |
| S2 |
1,995.25 |
1,995.25 |
2,027.00 |
|
| S3 |
1,965.00 |
1,983.75 |
2,024.25 |
|
| S4 |
1,934.75 |
1,953.50 |
2,015.75 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,271.25 |
2,231.75 |
2,076.25 |
|
| R3 |
2,191.50 |
2,152.00 |
2,054.50 |
|
| R2 |
2,111.75 |
2,111.75 |
2,047.00 |
|
| R1 |
2,072.25 |
2,072.25 |
2,039.75 |
2,052.00 |
| PP |
2,032.00 |
2,032.00 |
2,032.00 |
2,022.00 |
| S1 |
1,992.50 |
1,992.50 |
2,025.25 |
1,972.50 |
| S2 |
1,952.25 |
1,952.25 |
2,018.00 |
|
| S3 |
1,872.50 |
1,912.75 |
2,010.50 |
|
| S4 |
1,792.75 |
1,833.00 |
1,988.75 |
|
|
| 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 |
3.9% |
51.25 |
2.5% |
51% |
False |
False |
539,918 |
| 10 |
2,115.25 |
1,982.25 |
133.00 |
6.5% |
60.50 |
3.0% |
38% |
False |
False |
615,923 |
| 20 |
2,256.25 |
1,982.25 |
274.00 |
13.5% |
52.50 |
2.6% |
18% |
False |
False |
517,968 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.5% |
45.00 |
2.2% |
18% |
False |
False |
447,621 |
| 60 |
2,256.25 |
1,971.00 |
285.25 |
14.0% |
39.50 |
1.9% |
22% |
False |
False |
351,915 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
20.7% |
40.25 |
2.0% |
47% |
False |
False |
263,983 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.7% |
38.25 |
1.9% |
47% |
False |
False |
211,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,165.75 |
|
2.618 |
2,116.50 |
|
1.618 |
2,086.25 |
|
1.000 |
2,067.50 |
|
0.618 |
2,056.00 |
|
HIGH |
2,037.25 |
|
0.618 |
2,025.75 |
|
0.500 |
2,022.00 |
|
0.382 |
2,018.50 |
|
LOW |
2,007.00 |
|
0.618 |
1,988.25 |
|
1.000 |
1,976.75 |
|
1.618 |
1,958.00 |
|
2.618 |
1,927.75 |
|
4.250 |
1,878.50 |
|
|
| Fisher Pivots for day following 23-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,029.00 |
2,032.25 |
| PP |
2,025.50 |
2,032.00 |
| S1 |
2,022.00 |
2,032.00 |
|