| Trading Metrics calculated at close of trading on 07-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2007 |
07-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
6,540.0 |
6,539.0 |
-1.0 |
0.0% |
6,753.0 |
| High |
6,550.0 |
6,553.5 |
3.5 |
0.1% |
6,760.5 |
| Low |
6,484.0 |
6,401.0 |
-83.0 |
-1.3% |
6,514.0 |
| Close |
6,494.0 |
6,417.5 |
-76.5 |
-1.2% |
6,573.5 |
| Range |
66.0 |
152.5 |
86.5 |
131.1% |
246.5 |
| ATR |
100.6 |
104.3 |
3.7 |
3.7% |
0.0 |
| Volume |
124,981 |
85,760 |
-39,221 |
-31.4% |
474,802 |
|
| Daily Pivots for day following 07-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,915.0 |
6,818.5 |
6,501.5 |
|
| R3 |
6,762.5 |
6,666.0 |
6,459.5 |
|
| R2 |
6,610.0 |
6,610.0 |
6,445.5 |
|
| R1 |
6,513.5 |
6,513.5 |
6,431.5 |
6,485.5 |
| PP |
6,457.5 |
6,457.5 |
6,457.5 |
6,443.0 |
| S1 |
6,361.0 |
6,361.0 |
6,403.5 |
6,333.0 |
| S2 |
6,305.0 |
6,305.0 |
6,389.5 |
|
| S3 |
6,152.5 |
6,208.5 |
6,375.5 |
|
| S4 |
6,000.0 |
6,056.0 |
6,333.5 |
|
|
| 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 |
6,759.0 |
6,401.0 |
358.0 |
5.6% |
113.0 |
1.8% |
5% |
False |
True |
115,212 |
| 10 |
6,760.5 |
6,401.0 |
359.5 |
5.6% |
93.0 |
1.5% |
5% |
False |
True |
102,818 |
| 20 |
6,802.0 |
6,401.0 |
401.0 |
6.2% |
94.0 |
1.5% |
4% |
False |
True |
104,339 |
| 40 |
6,802.0 |
6,212.0 |
590.0 |
9.2% |
89.5 |
1.4% |
35% |
False |
False |
103,447 |
| 60 |
6,802.0 |
5,899.0 |
903.0 |
14.1% |
94.0 |
1.5% |
57% |
False |
False |
69,516 |
| 80 |
6,802.0 |
5,899.0 |
903.0 |
14.1% |
90.5 |
1.4% |
57% |
False |
False |
52,211 |
| 100 |
6,835.0 |
5,899.0 |
936.0 |
14.6% |
83.0 |
1.3% |
55% |
False |
False |
41,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,201.5 |
|
2.618 |
6,952.5 |
|
1.618 |
6,800.0 |
|
1.000 |
6,706.0 |
|
0.618 |
6,647.5 |
|
HIGH |
6,553.5 |
|
0.618 |
6,495.0 |
|
0.500 |
6,477.0 |
|
0.382 |
6,459.5 |
|
LOW |
6,401.0 |
|
0.618 |
6,307.0 |
|
1.000 |
6,248.5 |
|
1.618 |
6,154.5 |
|
2.618 |
6,002.0 |
|
4.250 |
5,753.0 |
|
|
| Fisher Pivots for day following 07-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,477.0 |
6,477.0 |
| PP |
6,457.5 |
6,457.5 |
| S1 |
6,437.5 |
6,437.5 |
|