| Trading Metrics calculated at close of trading on 26-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2007 |
26-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,008.75 |
2,031.75 |
23.00 |
1.1% |
2,055.75 |
| High |
2,037.25 |
2,053.75 |
16.50 |
0.8% |
2,071.75 |
| Low |
2,007.00 |
1,992.50 |
-14.50 |
-0.7% |
1,992.00 |
| Close |
2,032.50 |
2,000.00 |
-32.50 |
-1.6% |
2,032.50 |
| Range |
30.25 |
61.25 |
31.00 |
102.5% |
79.75 |
| ATR |
51.53 |
52.23 |
0.69 |
1.3% |
0.00 |
| Volume |
486,391 |
137,737 |
-348,654 |
-71.7% |
2,085,448 |
|
| Daily Pivots for day following 26-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,199.25 |
2,160.75 |
2,033.75 |
|
| R3 |
2,138.00 |
2,099.50 |
2,016.75 |
|
| R2 |
2,076.75 |
2,076.75 |
2,011.25 |
|
| R1 |
2,038.25 |
2,038.25 |
2,005.50 |
2,027.00 |
| PP |
2,015.50 |
2,015.50 |
2,015.50 |
2,009.75 |
| S1 |
1,977.00 |
1,977.00 |
1,994.50 |
1,965.50 |
| S2 |
1,954.25 |
1,954.25 |
1,988.75 |
|
| S3 |
1,893.00 |
1,915.75 |
1,983.25 |
|
| S4 |
1,831.75 |
1,854.50 |
1,966.25 |
|
|
| 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 |
4.0% |
54.25 |
2.7% |
10% |
False |
False |
444,637 |
| 10 |
2,101.75 |
1,982.25 |
119.50 |
6.0% |
58.75 |
2.9% |
15% |
False |
False |
541,289 |
| 20 |
2,256.25 |
1,982.25 |
274.00 |
13.7% |
54.00 |
2.7% |
6% |
False |
False |
497,734 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.7% |
46.00 |
2.3% |
6% |
False |
False |
445,328 |
| 60 |
2,256.25 |
1,971.00 |
285.25 |
14.3% |
40.00 |
2.0% |
10% |
False |
False |
354,177 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
21.1% |
40.25 |
2.0% |
39% |
False |
False |
265,704 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
21.1% |
38.50 |
1.9% |
39% |
False |
False |
212,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,314.00 |
|
2.618 |
2,214.00 |
|
1.618 |
2,152.75 |
|
1.000 |
2,115.00 |
|
0.618 |
2,091.50 |
|
HIGH |
2,053.75 |
|
0.618 |
2,030.25 |
|
0.500 |
2,023.00 |
|
0.382 |
2,016.00 |
|
LOW |
1,992.50 |
|
0.618 |
1,954.75 |
|
1.000 |
1,931.25 |
|
1.618 |
1,893.50 |
|
2.618 |
1,832.25 |
|
4.250 |
1,732.25 |
|
|
| Fisher Pivots for day following 26-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,023.00 |
2,023.00 |
| PP |
2,015.50 |
2,015.25 |
| S1 |
2,007.75 |
2,007.50 |
|