| Trading Metrics calculated at close of trading on 26-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2007 |
26-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
6,179.0 |
6,331.0 |
152.0 |
2.5% |
6,320.0 |
| High |
6,293.5 |
6,332.0 |
38.5 |
0.6% |
6,352.5 |
| Low |
6,175.0 |
6,196.5 |
21.5 |
0.3% |
6,048.0 |
| Close |
6,281.0 |
6,204.0 |
-77.0 |
-1.2% |
6,281.0 |
| Range |
118.5 |
135.5 |
17.0 |
14.3% |
304.5 |
| ATR |
126.3 |
126.9 |
0.7 |
0.5% |
0.0 |
| Volume |
68,706 |
102,295 |
33,589 |
48.9% |
585,185 |
|
| Daily Pivots for day following 26-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,650.5 |
6,563.0 |
6,278.5 |
|
| R3 |
6,515.0 |
6,427.5 |
6,241.5 |
|
| R2 |
6,379.5 |
6,379.5 |
6,229.0 |
|
| R1 |
6,292.0 |
6,292.0 |
6,216.5 |
6,268.0 |
| PP |
6,244.0 |
6,244.0 |
6,244.0 |
6,232.0 |
| S1 |
6,156.5 |
6,156.5 |
6,191.5 |
6,132.5 |
| S2 |
6,108.5 |
6,108.5 |
6,179.0 |
|
| S3 |
5,973.0 |
6,021.0 |
6,166.5 |
|
| S4 |
5,837.5 |
5,885.5 |
6,129.5 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,140.5 |
7,015.5 |
6,448.5 |
|
| R3 |
6,836.0 |
6,711.0 |
6,364.5 |
|
| R2 |
6,531.5 |
6,531.5 |
6,337.0 |
|
| R1 |
6,406.5 |
6,406.5 |
6,309.0 |
6,317.0 |
| PP |
6,227.0 |
6,227.0 |
6,227.0 |
6,182.5 |
| S1 |
6,102.0 |
6,102.0 |
6,253.0 |
6,012.0 |
| S2 |
5,922.5 |
5,922.5 |
6,225.0 |
|
| S3 |
5,618.0 |
5,797.5 |
6,197.5 |
|
| S4 |
5,313.5 |
5,493.0 |
6,113.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,332.0 |
6,048.0 |
284.0 |
4.6% |
138.5 |
2.2% |
55% |
True |
False |
112,043 |
| 10 |
6,488.5 |
6,048.0 |
440.5 |
7.1% |
132.5 |
2.1% |
35% |
False |
False |
116,119 |
| 20 |
6,760.5 |
6,048.0 |
712.5 |
11.5% |
122.0 |
2.0% |
22% |
False |
False |
116,947 |
| 40 |
6,802.0 |
6,048.0 |
754.0 |
12.2% |
103.0 |
1.7% |
21% |
False |
False |
109,409 |
| 60 |
6,802.0 |
6,048.0 |
754.0 |
12.2% |
102.0 |
1.6% |
21% |
False |
False |
96,343 |
| 80 |
6,802.0 |
5,899.0 |
903.0 |
14.6% |
99.0 |
1.6% |
34% |
False |
False |
72,352 |
| 100 |
6,835.0 |
5,899.0 |
936.0 |
15.1% |
93.5 |
1.5% |
33% |
False |
False |
57,935 |
| 120 |
6,856.0 |
5,899.0 |
957.0 |
15.4% |
86.5 |
1.4% |
32% |
False |
False |
48,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,908.0 |
|
2.618 |
6,686.5 |
|
1.618 |
6,551.0 |
|
1.000 |
6,467.5 |
|
0.618 |
6,415.5 |
|
HIGH |
6,332.0 |
|
0.618 |
6,280.0 |
|
0.500 |
6,264.0 |
|
0.382 |
6,248.5 |
|
LOW |
6,196.5 |
|
0.618 |
6,113.0 |
|
1.000 |
6,061.0 |
|
1.618 |
5,977.5 |
|
2.618 |
5,842.0 |
|
4.250 |
5,620.5 |
|
|
| Fisher Pivots for day following 26-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,264.0 |
6,199.5 |
| PP |
6,244.0 |
6,194.5 |
| S1 |
6,224.0 |
6,190.0 |
|