| Trading Metrics calculated at close of trading on 19-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2007 |
19-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
6,346.0 |
6,320.0 |
-26.0 |
-0.4% |
6,302.5 |
| High |
6,379.5 |
6,352.5 |
-27.0 |
-0.4% |
6,488.5 |
| Low |
6,303.5 |
6,132.0 |
-171.5 |
-2.7% |
6,293.0 |
| Close |
6,326.0 |
6,144.0 |
-182.0 |
-2.9% |
6,326.0 |
| Range |
76.0 |
220.5 |
144.5 |
190.1% |
195.5 |
| ATR |
110.3 |
118.2 |
7.9 |
7.1% |
0.0 |
| Volume |
120,265 |
127,263 |
6,998 |
5.8% |
624,183 |
|
| Daily Pivots for day following 19-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,871.0 |
6,728.0 |
6,265.5 |
|
| R3 |
6,650.5 |
6,507.5 |
6,204.5 |
|
| R2 |
6,430.0 |
6,430.0 |
6,184.5 |
|
| R1 |
6,287.0 |
6,287.0 |
6,164.0 |
6,248.0 |
| PP |
6,209.5 |
6,209.5 |
6,209.5 |
6,190.0 |
| S1 |
6,066.5 |
6,066.5 |
6,124.0 |
6,028.0 |
| S2 |
5,989.0 |
5,989.0 |
6,103.5 |
|
| S3 |
5,768.5 |
5,846.0 |
6,083.5 |
|
| S4 |
5,548.0 |
5,625.5 |
6,022.5 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,955.5 |
6,836.5 |
6,433.5 |
|
| R3 |
6,760.0 |
6,641.0 |
6,380.0 |
|
| R2 |
6,564.5 |
6,564.5 |
6,362.0 |
|
| R1 |
6,445.5 |
6,445.5 |
6,344.0 |
6,505.0 |
| PP |
6,369.0 |
6,369.0 |
6,369.0 |
6,399.0 |
| S1 |
6,250.0 |
6,250.0 |
6,308.0 |
6,309.5 |
| S2 |
6,173.5 |
6,173.5 |
6,290.0 |
|
| S3 |
5,978.0 |
6,054.5 |
6,272.0 |
|
| S4 |
5,782.5 |
5,859.0 |
6,218.5 |
|
|
| 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 |
6,132.0 |
356.5 |
5.8% |
126.5 |
2.1% |
3% |
False |
True |
120,195 |
| 10 |
6,553.5 |
6,132.0 |
421.5 |
6.9% |
127.5 |
2.1% |
3% |
False |
True |
126,550 |
| 20 |
6,760.5 |
6,132.0 |
628.5 |
10.2% |
108.0 |
1.8% |
2% |
False |
True |
115,121 |
| 40 |
6,802.0 |
6,132.0 |
670.0 |
10.9% |
96.0 |
1.6% |
2% |
False |
True |
108,836 |
| 60 |
6,802.0 |
6,132.0 |
670.0 |
10.9% |
97.0 |
1.6% |
2% |
False |
True |
87,086 |
| 80 |
6,802.0 |
5,899.0 |
903.0 |
14.7% |
93.5 |
1.5% |
27% |
False |
False |
65,351 |
| 100 |
6,835.0 |
5,899.0 |
936.0 |
15.2% |
89.0 |
1.4% |
26% |
False |
False |
52,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,289.5 |
|
2.618 |
6,930.0 |
|
1.618 |
6,709.5 |
|
1.000 |
6,573.0 |
|
0.618 |
6,489.0 |
|
HIGH |
6,352.5 |
|
0.618 |
6,268.5 |
|
0.500 |
6,242.0 |
|
0.382 |
6,216.0 |
|
LOW |
6,132.0 |
|
0.618 |
5,995.5 |
|
1.000 |
5,911.5 |
|
1.618 |
5,775.0 |
|
2.618 |
5,554.5 |
|
4.250 |
5,195.0 |
|
|
| Fisher Pivots for day following 19-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,242.0 |
6,310.0 |
| PP |
6,209.5 |
6,255.0 |
| S1 |
6,177.0 |
6,199.5 |
|