| Trading Metrics calculated at close of trading on 06-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2007 |
06-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
6,525.5 |
6,540.0 |
14.5 |
0.2% |
6,753.0 |
| High |
6,533.0 |
6,550.0 |
17.0 |
0.3% |
6,760.5 |
| Low |
6,448.0 |
6,484.0 |
36.0 |
0.6% |
6,514.0 |
| Close |
6,498.0 |
6,494.0 |
-4.0 |
-0.1% |
6,573.5 |
| Range |
85.0 |
66.0 |
-19.0 |
-22.4% |
246.5 |
| ATR |
103.2 |
100.6 |
-2.7 |
-2.6% |
0.0 |
| Volume |
135,356 |
124,981 |
-10,375 |
-7.7% |
474,802 |
|
| Daily Pivots for day following 06-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,707.5 |
6,666.5 |
6,530.5 |
|
| R3 |
6,641.5 |
6,600.5 |
6,512.0 |
|
| R2 |
6,575.5 |
6,575.5 |
6,506.0 |
|
| R1 |
6,534.5 |
6,534.5 |
6,500.0 |
6,522.0 |
| PP |
6,509.5 |
6,509.5 |
6,509.5 |
6,503.0 |
| S1 |
6,468.5 |
6,468.5 |
6,488.0 |
6,456.0 |
| S2 |
6,443.5 |
6,443.5 |
6,482.0 |
|
| S3 |
6,377.5 |
6,402.5 |
6,476.0 |
|
| S4 |
6,311.5 |
6,336.5 |
6,457.5 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,355.5 |
7,211.0 |
6,709.0 |
|
| R3 |
7,109.0 |
6,964.5 |
6,641.5 |
|
| R2 |
6,862.5 |
6,862.5 |
6,618.5 |
|
| R1 |
6,718.0 |
6,718.0 |
6,596.0 |
6,667.0 |
| PP |
6,616.0 |
6,616.0 |
6,616.0 |
6,590.5 |
| S1 |
6,471.5 |
6,471.5 |
6,551.0 |
6,420.5 |
| S2 |
6,369.5 |
6,369.5 |
6,528.5 |
|
| S3 |
6,123.0 |
6,225.0 |
6,505.5 |
|
| S4 |
5,876.5 |
5,978.5 |
6,438.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,760.5 |
6,448.0 |
312.5 |
4.8% |
100.5 |
1.5% |
15% |
False |
False |
113,160 |
| 10 |
6,760.5 |
6,448.0 |
312.5 |
4.8% |
87.5 |
1.3% |
15% |
False |
False |
104,578 |
| 20 |
6,802.0 |
6,440.0 |
362.0 |
5.6% |
89.0 |
1.4% |
15% |
False |
False |
105,280 |
| 40 |
6,802.0 |
6,212.0 |
590.0 |
9.1% |
88.0 |
1.4% |
48% |
False |
False |
101,433 |
| 60 |
6,802.0 |
5,899.0 |
903.0 |
13.9% |
93.5 |
1.4% |
66% |
False |
False |
68,087 |
| 80 |
6,802.0 |
5,899.0 |
903.0 |
13.9% |
89.0 |
1.4% |
66% |
False |
False |
51,140 |
| 100 |
6,835.0 |
5,899.0 |
936.0 |
14.4% |
82.0 |
1.3% |
64% |
False |
False |
40,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,830.5 |
|
2.618 |
6,723.0 |
|
1.618 |
6,657.0 |
|
1.000 |
6,616.0 |
|
0.618 |
6,591.0 |
|
HIGH |
6,550.0 |
|
0.618 |
6,525.0 |
|
0.500 |
6,517.0 |
|
0.382 |
6,509.0 |
|
LOW |
6,484.0 |
|
0.618 |
6,443.0 |
|
1.000 |
6,418.0 |
|
1.618 |
6,377.0 |
|
2.618 |
6,311.0 |
|
4.250 |
6,203.5 |
|
|
| Fisher Pivots for day following 06-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,517.0 |
6,523.5 |
| PP |
6,509.5 |
6,513.5 |
| S1 |
6,501.5 |
6,504.0 |
|