| Trading Metrics calculated at close of trading on 29-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2007 |
29-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,032.75 |
2,094.25 |
61.50 |
3.0% |
2,055.75 |
| High |
2,107.00 |
2,114.00 |
7.00 |
0.3% |
2,071.75 |
| Low |
2,024.00 |
2,085.75 |
61.75 |
3.1% |
1,992.00 |
| Close |
2,095.50 |
2,100.50 |
5.00 |
0.2% |
2,032.50 |
| Range |
83.00 |
28.25 |
-54.75 |
-66.0% |
79.75 |
| ATR |
53.93 |
52.10 |
-1.83 |
-3.4% |
0.00 |
| Volume |
589,395 |
527,705 |
-61,690 |
-10.5% |
2,085,448 |
|
| Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,184.75 |
2,171.00 |
2,116.00 |
|
| R3 |
2,156.50 |
2,142.75 |
2,108.25 |
|
| R2 |
2,128.25 |
2,128.25 |
2,105.75 |
|
| R1 |
2,114.50 |
2,114.50 |
2,103.00 |
2,121.50 |
| PP |
2,100.00 |
2,100.00 |
2,100.00 |
2,103.50 |
| S1 |
2,086.25 |
2,086.25 |
2,098.00 |
2,093.00 |
| S2 |
2,071.75 |
2,071.75 |
2,095.25 |
|
| S3 |
2,043.50 |
2,058.00 |
2,092.75 |
|
| S4 |
2,015.25 |
2,029.75 |
2,085.00 |
|
|
| 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 |
2,114.00 |
1,992.50 |
121.50 |
5.8% |
49.50 |
2.4% |
89% |
True |
False |
442,475 |
| 10 |
2,114.00 |
1,992.00 |
122.00 |
5.8% |
52.25 |
2.5% |
89% |
True |
False |
503,968 |
| 20 |
2,256.25 |
1,982.25 |
274.00 |
13.0% |
57.00 |
2.7% |
43% |
False |
False |
532,577 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.0% |
48.25 |
2.3% |
43% |
False |
False |
465,463 |
| 60 |
2,256.25 |
1,971.00 |
285.25 |
13.6% |
41.25 |
2.0% |
45% |
False |
False |
380,584 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
20.0% |
40.75 |
1.9% |
63% |
False |
False |
285,555 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.0% |
39.75 |
1.9% |
63% |
False |
False |
228,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,234.00 |
|
2.618 |
2,188.00 |
|
1.618 |
2,159.75 |
|
1.000 |
2,142.25 |
|
0.618 |
2,131.50 |
|
HIGH |
2,114.00 |
|
0.618 |
2,103.25 |
|
0.500 |
2,100.00 |
|
0.382 |
2,096.50 |
|
LOW |
2,085.75 |
|
0.618 |
2,068.25 |
|
1.000 |
2,057.50 |
|
1.618 |
2,040.00 |
|
2.618 |
2,011.75 |
|
4.250 |
1,965.75 |
|
|
| Fisher Pivots for day following 29-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,100.25 |
2,085.25 |
| PP |
2,100.00 |
2,070.00 |
| S1 |
2,100.00 |
2,054.50 |
|