| Trading Metrics calculated at close of trading on 30-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2007 |
30-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,094.25 |
2,097.75 |
3.50 |
0.2% |
2,031.75 |
| High |
2,114.00 |
2,129.25 |
15.25 |
0.7% |
2,129.25 |
| Low |
2,085.75 |
2,075.50 |
-10.25 |
-0.5% |
1,992.50 |
| Close |
2,100.50 |
2,094.50 |
-6.00 |
-0.3% |
2,094.50 |
| Range |
28.25 |
53.75 |
25.50 |
90.3% |
136.75 |
| ATR |
52.10 |
52.21 |
0.12 |
0.2% |
0.00 |
| Volume |
527,705 |
394,851 |
-132,854 |
-25.2% |
2,120,835 |
|
| Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,261.00 |
2,231.50 |
2,124.00 |
|
| R3 |
2,207.25 |
2,177.75 |
2,109.25 |
|
| R2 |
2,153.50 |
2,153.50 |
2,104.25 |
|
| R1 |
2,124.00 |
2,124.00 |
2,099.50 |
2,112.00 |
| PP |
2,099.75 |
2,099.75 |
2,099.75 |
2,093.75 |
| S1 |
2,070.25 |
2,070.25 |
2,089.50 |
2,058.00 |
| S2 |
2,046.00 |
2,046.00 |
2,084.75 |
|
| S3 |
1,992.25 |
2,016.50 |
2,079.75 |
|
| S4 |
1,938.50 |
1,962.75 |
2,065.00 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,482.25 |
2,425.25 |
2,169.75 |
|
| R3 |
2,345.50 |
2,288.50 |
2,132.00 |
|
| R2 |
2,208.75 |
2,208.75 |
2,119.50 |
|
| R1 |
2,151.75 |
2,151.75 |
2,107.00 |
2,180.25 |
| PP |
2,072.00 |
2,072.00 |
2,072.00 |
2,086.50 |
| S1 |
2,015.00 |
2,015.00 |
2,082.00 |
2,043.50 |
| S2 |
1,935.25 |
1,935.25 |
2,069.50 |
|
| S3 |
1,798.50 |
1,878.25 |
2,057.00 |
|
| S4 |
1,661.75 |
1,741.50 |
2,019.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,129.25 |
1,992.50 |
136.75 |
6.5% |
54.25 |
2.6% |
75% |
True |
False |
424,167 |
| 10 |
2,129.25 |
1,992.00 |
137.25 |
6.6% |
52.75 |
2.5% |
75% |
True |
False |
482,042 |
| 20 |
2,236.00 |
1,982.25 |
253.75 |
12.1% |
57.25 |
2.7% |
44% |
False |
False |
532,396 |
| 40 |
2,256.25 |
1,982.25 |
274.00 |
13.1% |
49.00 |
2.3% |
41% |
False |
False |
468,271 |
| 60 |
2,256.25 |
1,971.00 |
285.25 |
13.6% |
41.75 |
2.0% |
43% |
False |
False |
387,152 |
| 80 |
2,256.25 |
1,835.25 |
421.00 |
20.1% |
40.75 |
1.9% |
62% |
False |
False |
290,488 |
| 100 |
2,256.25 |
1,835.25 |
421.00 |
20.1% |
39.75 |
1.9% |
62% |
False |
False |
232,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,357.75 |
|
2.618 |
2,270.00 |
|
1.618 |
2,216.25 |
|
1.000 |
2,183.00 |
|
0.618 |
2,162.50 |
|
HIGH |
2,129.25 |
|
0.618 |
2,108.75 |
|
0.500 |
2,102.50 |
|
0.382 |
2,096.00 |
|
LOW |
2,075.50 |
|
0.618 |
2,042.25 |
|
1.000 |
2,021.75 |
|
1.618 |
1,988.50 |
|
2.618 |
1,934.75 |
|
4.250 |
1,847.00 |
|
|
| Fisher Pivots for day following 30-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,102.50 |
2,088.50 |
| PP |
2,099.75 |
2,082.50 |
| S1 |
2,097.00 |
2,076.50 |
|