| Trading Metrics calculated at close of trading on 22-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
22-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
6,184.0 |
6,123.5 |
-60.5 |
-1.0% |
6,302.5 |
| High |
6,198.5 |
6,192.5 |
-6.0 |
-0.1% |
6,488.5 |
| Low |
6,065.5 |
6,048.0 |
-17.5 |
-0.3% |
6,293.0 |
| Close |
6,123.5 |
6,179.0 |
55.5 |
0.9% |
6,326.0 |
| Range |
133.0 |
144.5 |
11.5 |
8.6% |
195.5 |
| ATR |
125.5 |
126.9 |
1.4 |
1.1% |
0.0 |
| Volume |
164,890 |
68,706 |
-96,184 |
-58.3% |
624,183 |
|
| Daily Pivots for day following 22-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,573.5 |
6,520.5 |
6,258.5 |
|
| R3 |
6,429.0 |
6,376.0 |
6,218.5 |
|
| R2 |
6,284.5 |
6,284.5 |
6,205.5 |
|
| R1 |
6,231.5 |
6,231.5 |
6,192.0 |
6,258.0 |
| PP |
6,140.0 |
6,140.0 |
6,140.0 |
6,153.0 |
| S1 |
6,087.0 |
6,087.0 |
6,166.0 |
6,113.5 |
| S2 |
5,995.5 |
5,995.5 |
6,152.5 |
|
| S3 |
5,851.0 |
5,942.5 |
6,139.5 |
|
| S4 |
5,706.5 |
5,798.0 |
6,099.5 |
|
|
| 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 |
6,379.5 |
6,048.0 |
331.5 |
5.4% |
147.0 |
2.4% |
40% |
False |
True |
127,348 |
| 10 |
6,488.5 |
6,048.0 |
440.5 |
7.1% |
134.5 |
2.2% |
30% |
False |
True |
131,711 |
| 20 |
6,760.5 |
6,048.0 |
712.5 |
11.5% |
118.0 |
1.9% |
18% |
False |
True |
118,254 |
| 40 |
6,802.0 |
6,048.0 |
754.0 |
12.2% |
102.0 |
1.7% |
17% |
False |
True |
111,438 |
| 60 |
6,802.0 |
6,048.0 |
754.0 |
12.2% |
100.0 |
1.6% |
17% |
False |
True |
93,559 |
| 80 |
6,802.0 |
5,899.0 |
903.0 |
14.6% |
96.0 |
1.6% |
31% |
False |
False |
70,215 |
| 100 |
6,835.0 |
5,899.0 |
936.0 |
15.1% |
92.5 |
1.5% |
30% |
False |
False |
56,236 |
| 120 |
6,856.0 |
5,899.0 |
957.0 |
15.5% |
85.0 |
1.4% |
29% |
False |
False |
46,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,806.5 |
|
2.618 |
6,571.0 |
|
1.618 |
6,426.5 |
|
1.000 |
6,337.0 |
|
0.618 |
6,282.0 |
|
HIGH |
6,192.5 |
|
0.618 |
6,137.5 |
|
0.500 |
6,120.0 |
|
0.382 |
6,103.0 |
|
LOW |
6,048.0 |
|
0.618 |
5,958.5 |
|
1.000 |
5,903.5 |
|
1.618 |
5,814.0 |
|
2.618 |
5,669.5 |
|
4.250 |
5,434.0 |
|
|
| Fisher Pivots for day following 22-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,159.5 |
6,170.5 |
| PP |
6,140.0 |
6,161.5 |
| S1 |
6,120.0 |
6,153.0 |
|