| Trading Metrics calculated at close of trading on 27-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2007 |
27-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
6,461.0 |
6,370.0 |
-91.0 |
-1.4% |
6,563.0 |
| High |
6,512.0 |
6,469.0 |
-43.0 |
-0.7% |
6,588.0 |
| Low |
6,420.0 |
6,370.0 |
-50.0 |
-0.8% |
6,335.0 |
| Close |
6,489.0 |
6,450.0 |
-39.0 |
-0.6% |
6,355.0 |
| Range |
92.0 |
99.0 |
7.0 |
7.6% |
253.0 |
| ATR |
106.0 |
106.9 |
0.9 |
0.9% |
0.0 |
| Volume |
23,746 |
27,368 |
3,622 |
15.3% |
112,032 |
|
| Daily Pivots for day following 27-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,726.7 |
6,687.3 |
6,504.5 |
|
| R3 |
6,627.7 |
6,588.3 |
6,477.2 |
|
| R2 |
6,528.7 |
6,528.7 |
6,468.2 |
|
| R1 |
6,489.3 |
6,489.3 |
6,459.1 |
6,509.0 |
| PP |
6,429.7 |
6,429.7 |
6,429.7 |
6,439.5 |
| S1 |
6,390.3 |
6,390.3 |
6,440.9 |
6,410.0 |
| S2 |
6,330.7 |
6,330.7 |
6,431.9 |
|
| S3 |
6,231.7 |
6,291.3 |
6,422.8 |
|
| S4 |
6,132.7 |
6,192.3 |
6,395.6 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,185.0 |
7,023.0 |
6,494.2 |
|
| R3 |
6,932.0 |
6,770.0 |
6,424.6 |
|
| R2 |
6,679.0 |
6,679.0 |
6,401.4 |
|
| R1 |
6,517.0 |
6,517.0 |
6,378.2 |
6,471.5 |
| PP |
6,426.0 |
6,426.0 |
6,426.0 |
6,403.3 |
| S1 |
6,264.0 |
6,264.0 |
6,331.8 |
6,218.5 |
| S2 |
6,173.0 |
6,173.0 |
6,308.6 |
|
| S3 |
5,920.0 |
6,011.0 |
6,285.4 |
|
| S4 |
5,667.0 |
5,758.0 |
6,215.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,512.0 |
6,335.0 |
177.0 |
2.7% |
83.6 |
1.3% |
65% |
False |
False |
23,541 |
| 10 |
6,647.0 |
6,335.0 |
312.0 |
4.8% |
72.8 |
1.1% |
37% |
False |
False |
23,173 |
| 20 |
6,880.0 |
6,335.0 |
545.0 |
8.4% |
78.7 |
1.2% |
21% |
False |
False |
25,120 |
| 40 |
6,880.0 |
6,335.0 |
545.0 |
8.4% |
75.4 |
1.2% |
21% |
False |
False |
22,353 |
| 60 |
6,880.0 |
6,204.0 |
676.0 |
10.5% |
72.8 |
1.1% |
36% |
False |
False |
22,107 |
| 80 |
6,880.0 |
5,603.0 |
1,277.0 |
19.8% |
72.5 |
1.1% |
66% |
False |
False |
16,609 |
| 100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.8% |
67.0 |
1.0% |
66% |
False |
False |
13,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,889.8 |
|
2.618 |
6,728.2 |
|
1.618 |
6,629.2 |
|
1.000 |
6,568.0 |
|
0.618 |
6,530.2 |
|
HIGH |
6,469.0 |
|
0.618 |
6,431.2 |
|
0.500 |
6,419.5 |
|
0.382 |
6,407.8 |
|
LOW |
6,370.0 |
|
0.618 |
6,308.8 |
|
1.000 |
6,271.0 |
|
1.618 |
6,209.8 |
|
2.618 |
6,110.8 |
|
4.250 |
5,949.3 |
|
|
| Fisher Pivots for day following 27-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,439.8 |
6,441.7 |
| PP |
6,429.7 |
6,433.3 |
| S1 |
6,419.5 |
6,425.0 |
|