| Trading Metrics calculated at close of trading on 15-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2007 |
15-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
6,452.0 |
6,458.5 |
6.5 |
0.1% |
6,525.5 |
| High |
6,487.0 |
6,488.5 |
1.5 |
0.0% |
6,553.5 |
| Low |
6,406.5 |
6,350.0 |
-56.5 |
-0.9% |
6,297.0 |
| Close |
6,454.5 |
6,383.5 |
-71.0 |
-1.1% |
6,332.0 |
| Range |
80.5 |
138.5 |
58.0 |
72.0% |
256.5 |
| ATR |
110.7 |
112.6 |
2.0 |
1.8% |
0.0 |
| Volume |
119,742 |
123,189 |
3,447 |
2.9% |
649,418 |
|
| Daily Pivots for day following 15-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,823.0 |
6,741.5 |
6,459.5 |
|
| R3 |
6,684.5 |
6,603.0 |
6,421.5 |
|
| R2 |
6,546.0 |
6,546.0 |
6,409.0 |
|
| R1 |
6,464.5 |
6,464.5 |
6,396.0 |
6,436.0 |
| PP |
6,407.5 |
6,407.5 |
6,407.5 |
6,393.0 |
| S1 |
6,326.0 |
6,326.0 |
6,371.0 |
6,297.5 |
| S2 |
6,269.0 |
6,269.0 |
6,358.0 |
|
| S3 |
6,130.5 |
6,187.5 |
6,345.5 |
|
| S4 |
5,992.0 |
6,049.0 |
6,307.5 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,163.5 |
7,004.5 |
6,473.0 |
|
| R3 |
6,907.0 |
6,748.0 |
6,402.5 |
|
| R2 |
6,650.5 |
6,650.5 |
6,379.0 |
|
| R1 |
6,491.5 |
6,491.5 |
6,355.5 |
6,443.0 |
| PP |
6,394.0 |
6,394.0 |
6,394.0 |
6,370.0 |
| S1 |
6,235.0 |
6,235.0 |
6,308.5 |
6,186.0 |
| S2 |
6,137.5 |
6,137.5 |
6,285.0 |
|
| S3 |
5,881.0 |
5,978.5 |
6,261.5 |
|
| S4 |
5,624.5 |
5,722.0 |
6,191.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,488.5 |
6,293.0 |
195.5 |
3.1% |
122.5 |
1.9% |
46% |
True |
False |
136,074 |
| 10 |
6,599.0 |
6,293.0 |
306.0 |
4.8% |
114.5 |
1.8% |
30% |
False |
False |
130,221 |
| 20 |
6,760.5 |
6,293.0 |
467.5 |
7.3% |
102.5 |
1.6% |
19% |
False |
False |
114,490 |
| 40 |
6,802.0 |
6,293.0 |
509.0 |
8.0% |
91.5 |
1.4% |
18% |
False |
False |
108,561 |
| 60 |
6,802.0 |
6,140.0 |
662.0 |
10.4% |
94.5 |
1.5% |
37% |
False |
False |
82,966 |
| 80 |
6,802.0 |
5,899.0 |
903.0 |
14.1% |
93.5 |
1.5% |
54% |
False |
False |
62,261 |
| 100 |
6,835.0 |
5,899.0 |
936.0 |
14.7% |
87.0 |
1.4% |
52% |
False |
False |
49,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,077.0 |
|
2.618 |
6,851.0 |
|
1.618 |
6,712.5 |
|
1.000 |
6,627.0 |
|
0.618 |
6,574.0 |
|
HIGH |
6,488.5 |
|
0.618 |
6,435.5 |
|
0.500 |
6,419.0 |
|
0.382 |
6,403.0 |
|
LOW |
6,350.0 |
|
0.618 |
6,264.5 |
|
1.000 |
6,211.5 |
|
1.618 |
6,126.0 |
|
2.618 |
5,987.5 |
|
4.250 |
5,761.5 |
|
|
| Fisher Pivots for day following 15-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,419.0 |
6,394.0 |
| PP |
6,407.5 |
6,390.5 |
| S1 |
6,395.5 |
6,387.0 |
|