| Trading Metrics calculated at close of trading on 20-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2007 |
20-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
6,320.0 |
6,172.5 |
-147.5 |
-2.3% |
6,302.5 |
| High |
6,352.5 |
6,258.0 |
-94.5 |
-1.5% |
6,488.5 |
| Low |
6,132.0 |
6,097.0 |
-35.0 |
-0.6% |
6,293.0 |
| Close |
6,144.0 |
6,246.5 |
102.5 |
1.7% |
6,326.0 |
| Range |
220.5 |
161.0 |
-59.5 |
-27.0% |
195.5 |
| ATR |
118.2 |
121.2 |
3.1 |
2.6% |
0.0 |
| Volume |
127,263 |
155,620 |
28,357 |
22.3% |
624,183 |
|
| Daily Pivots for day following 20-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,683.5 |
6,626.0 |
6,335.0 |
|
| R3 |
6,522.5 |
6,465.0 |
6,291.0 |
|
| R2 |
6,361.5 |
6,361.5 |
6,276.0 |
|
| R1 |
6,304.0 |
6,304.0 |
6,261.5 |
6,333.0 |
| PP |
6,200.5 |
6,200.5 |
6,200.5 |
6,215.0 |
| S1 |
6,143.0 |
6,143.0 |
6,231.5 |
6,172.0 |
| S2 |
6,039.5 |
6,039.5 |
6,217.0 |
|
| S3 |
5,878.5 |
5,982.0 |
6,202.0 |
|
| S4 |
5,717.5 |
5,821.0 |
6,158.0 |
|
|
| 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 |
6,097.0 |
391.5 |
6.3% |
135.5 |
2.2% |
38% |
False |
True |
129,215 |
| 10 |
6,553.5 |
6,097.0 |
456.5 |
7.3% |
137.0 |
2.2% |
33% |
False |
True |
129,614 |
| 20 |
6,760.5 |
6,097.0 |
663.5 |
10.6% |
112.0 |
1.8% |
23% |
False |
True |
117,096 |
| 40 |
6,802.0 |
6,097.0 |
705.0 |
11.3% |
98.0 |
1.6% |
21% |
False |
True |
111,196 |
| 60 |
6,802.0 |
6,097.0 |
705.0 |
11.3% |
98.0 |
1.6% |
21% |
False |
True |
89,675 |
| 80 |
6,802.0 |
5,899.0 |
903.0 |
14.5% |
94.5 |
1.5% |
38% |
False |
False |
67,296 |
| 100 |
6,835.0 |
5,899.0 |
936.0 |
15.0% |
90.0 |
1.4% |
37% |
False |
False |
53,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,942.0 |
|
2.618 |
6,679.5 |
|
1.618 |
6,518.5 |
|
1.000 |
6,419.0 |
|
0.618 |
6,357.5 |
|
HIGH |
6,258.0 |
|
0.618 |
6,196.5 |
|
0.500 |
6,177.5 |
|
0.382 |
6,158.5 |
|
LOW |
6,097.0 |
|
0.618 |
5,997.5 |
|
1.000 |
5,936.0 |
|
1.618 |
5,836.5 |
|
2.618 |
5,675.5 |
|
4.250 |
5,413.0 |
|
|
| Fisher Pivots for day following 20-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,223.5 |
6,244.0 |
| PP |
6,200.5 |
6,241.0 |
| S1 |
6,177.5 |
6,238.0 |
|