| Trading Metrics calculated at close of trading on 27-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2007 |
27-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,031.75 |
2,001.00 |
-30.75 |
-1.5% |
2,055.75 |
| High |
2,053.75 |
2,040.00 |
-13.75 |
-0.7% |
2,071.75 |
| Low |
1,992.50 |
1,995.25 |
2.75 |
0.1% |
1,992.00 |
| Close |
2,000.00 |
2,032.50 |
32.50 |
1.6% |
2,032.50 |
| Range |
61.25 |
44.75 |
-16.50 |
-26.9% |
79.75 |
| ATR |
52.23 |
51.69 |
-0.53 |
-1.0% |
0.00 |
| Volume |
137,737 |
471,147 |
333,410 |
242.1% |
2,085,448 |
|
| Daily Pivots for day following 27-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.75 |
2,139.50 |
2,057.00 |
|
| R3 |
2,112.00 |
2,094.75 |
2,044.75 |
|
| R2 |
2,067.25 |
2,067.25 |
2,040.75 |
|
| R1 |
2,050.00 |
2,050.00 |
2,036.50 |
2,058.50 |
| PP |
2,022.50 |
2,022.50 |
2,022.50 |
2,027.00 |
| S1 |
2,005.25 |
2,005.25 |
2,028.50 |
2,014.00 |
| S2 |
1,977.75 |
1,977.75 |
2,024.25 |
|
| S3 |
1,933.00 |
1,960.50 |
2,020.25 |
|
| S4 |
1,888.25 |
1,915.75 |
2,008.00 |
|
|
| 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% |
53.50 |
2.6% |
51% |
False |
False |
432,903 |
| 10 |
2,101.75 |
1,982.25 |
119.50 |
5.9% |
56.75 |
2.8% |
42% |
False |
False |
518,197 |
| 20 |
2,256.25 |
1,982.25 |
274.00 |
13.5% |
55.00 |
2.7% |
18% |
False |
False |
501,880 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.5% |
46.25 |
2.3% |
18% |
False |
False |
451,272 |
| 60 |
2,256.25 |
1,971.00 |
285.25 |
14.0% |
40.75 |
2.0% |
22% |
False |
False |
361,996 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
20.7% |
40.50 |
2.0% |
47% |
False |
False |
271,593 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.7% |
39.00 |
1.9% |
47% |
False |
False |
217,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,230.25 |
|
2.618 |
2,157.25 |
|
1.618 |
2,112.50 |
|
1.000 |
2,084.75 |
|
0.618 |
2,067.75 |
|
HIGH |
2,040.00 |
|
0.618 |
2,023.00 |
|
0.500 |
2,017.50 |
|
0.382 |
2,012.25 |
|
LOW |
1,995.25 |
|
0.618 |
1,967.50 |
|
1.000 |
1,950.50 |
|
1.618 |
1,922.75 |
|
2.618 |
1,878.00 |
|
4.250 |
1,805.00 |
|
|
| Fisher Pivots for day following 27-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,027.50 |
2,029.50 |
| PP |
2,022.50 |
2,026.25 |
| S1 |
2,017.50 |
2,023.00 |
|