| Trading Metrics calculated at close of trading on 08-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2007 |
08-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
6,539.0 |
6,335.0 |
-204.0 |
-3.1% |
6,753.0 |
| High |
6,553.5 |
6,461.0 |
-92.5 |
-1.4% |
6,760.5 |
| Low |
6,401.0 |
6,314.5 |
-86.5 |
-1.4% |
6,514.0 |
| Close |
6,417.5 |
6,419.5 |
2.0 |
0.0% |
6,573.5 |
| Range |
152.5 |
146.5 |
-6.0 |
-3.9% |
246.5 |
| ATR |
104.3 |
107.3 |
3.0 |
2.9% |
0.0 |
| Volume |
85,760 |
126,869 |
41,109 |
47.9% |
474,802 |
|
| Daily Pivots for day following 08-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,838.0 |
6,775.0 |
6,500.0 |
|
| R3 |
6,691.5 |
6,628.5 |
6,460.0 |
|
| R2 |
6,545.0 |
6,545.0 |
6,446.5 |
|
| R1 |
6,482.0 |
6,482.0 |
6,433.0 |
6,513.5 |
| PP |
6,398.5 |
6,398.5 |
6,398.5 |
6,414.0 |
| S1 |
6,335.5 |
6,335.5 |
6,406.0 |
6,367.0 |
| S2 |
6,252.0 |
6,252.0 |
6,392.5 |
|
| S3 |
6,105.5 |
6,189.0 |
6,379.0 |
|
| S4 |
5,959.0 |
6,042.5 |
6,339.0 |
|
|
| 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 |
6,599.0 |
6,314.5 |
284.5 |
4.4% |
107.0 |
1.7% |
37% |
False |
True |
124,368 |
| 10 |
6,760.5 |
6,314.5 |
446.0 |
6.9% |
101.0 |
1.6% |
24% |
False |
True |
104,796 |
| 20 |
6,802.0 |
6,314.5 |
487.5 |
7.6% |
96.5 |
1.5% |
22% |
False |
True |
106,452 |
| 40 |
6,802.0 |
6,212.0 |
590.0 |
9.2% |
91.0 |
1.4% |
35% |
False |
False |
106,176 |
| 60 |
6,802.0 |
5,899.0 |
903.0 |
14.1% |
95.5 |
1.5% |
58% |
False |
False |
71,630 |
| 80 |
6,802.0 |
5,899.0 |
903.0 |
14.1% |
91.0 |
1.4% |
58% |
False |
False |
53,795 |
| 100 |
6,835.0 |
5,899.0 |
936.0 |
14.6% |
83.5 |
1.3% |
56% |
False |
False |
43,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,083.5 |
|
2.618 |
6,844.5 |
|
1.618 |
6,698.0 |
|
1.000 |
6,607.5 |
|
0.618 |
6,551.5 |
|
HIGH |
6,461.0 |
|
0.618 |
6,405.0 |
|
0.500 |
6,388.0 |
|
0.382 |
6,370.5 |
|
LOW |
6,314.5 |
|
0.618 |
6,224.0 |
|
1.000 |
6,168.0 |
|
1.618 |
6,077.5 |
|
2.618 |
5,931.0 |
|
4.250 |
5,692.0 |
|
|
| Fisher Pivots for day following 08-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,409.0 |
6,434.0 |
| PP |
6,398.5 |
6,429.0 |
| S1 |
6,388.0 |
6,424.5 |
|