| Trading Metrics calculated at close of trading on 28-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2007 |
28-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,001.00 |
2,032.75 |
31.75 |
1.6% |
2,055.75 |
| High |
2,040.00 |
2,107.00 |
67.00 |
3.3% |
2,071.75 |
| Low |
1,995.25 |
2,024.00 |
28.75 |
1.4% |
1,992.00 |
| Close |
2,032.50 |
2,095.50 |
63.00 |
3.1% |
2,032.50 |
| Range |
44.75 |
83.00 |
38.25 |
85.5% |
79.75 |
| ATR |
51.69 |
53.93 |
2.24 |
4.3% |
0.00 |
| Volume |
471,147 |
589,395 |
118,248 |
25.1% |
2,085,448 |
|
| Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,324.50 |
2,293.00 |
2,141.25 |
|
| R3 |
2,241.50 |
2,210.00 |
2,118.25 |
|
| R2 |
2,158.50 |
2,158.50 |
2,110.75 |
|
| R1 |
2,127.00 |
2,127.00 |
2,103.00 |
2,142.75 |
| PP |
2,075.50 |
2,075.50 |
2,075.50 |
2,083.50 |
| S1 |
2,044.00 |
2,044.00 |
2,088.00 |
2,059.75 |
| S2 |
1,992.50 |
1,992.50 |
2,080.25 |
|
| S3 |
1,909.50 |
1,961.00 |
2,072.75 |
|
| S4 |
1,826.50 |
1,878.00 |
2,049.75 |
|
|
| 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 |
2,107.00 |
1,992.00 |
115.00 |
5.5% |
54.75 |
2.6% |
90% |
True |
False |
467,048 |
| 10 |
2,107.00 |
1,992.00 |
115.00 |
5.5% |
55.75 |
2.7% |
90% |
True |
False |
511,331 |
| 20 |
2,256.25 |
1,982.25 |
274.00 |
13.1% |
57.75 |
2.8% |
41% |
False |
False |
518,963 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.1% |
48.00 |
2.3% |
41% |
False |
False |
458,468 |
| 60 |
2,256.25 |
1,971.00 |
285.25 |
13.6% |
41.25 |
2.0% |
44% |
False |
False |
371,812 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
20.1% |
41.00 |
2.0% |
62% |
False |
False |
278,959 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.1% |
39.50 |
1.9% |
62% |
False |
False |
223,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,459.75 |
|
2.618 |
2,324.25 |
|
1.618 |
2,241.25 |
|
1.000 |
2,190.00 |
|
0.618 |
2,158.25 |
|
HIGH |
2,107.00 |
|
0.618 |
2,075.25 |
|
0.500 |
2,065.50 |
|
0.382 |
2,055.75 |
|
LOW |
2,024.00 |
|
0.618 |
1,972.75 |
|
1.000 |
1,941.00 |
|
1.618 |
1,889.75 |
|
2.618 |
1,806.75 |
|
4.250 |
1,671.25 |
|
|
| Fisher Pivots for day following 28-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,085.50 |
2,080.25 |
| PP |
2,075.50 |
2,065.00 |
| S1 |
2,065.50 |
2,049.75 |
|