| Trading Metrics calculated at close of trading on 30-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2007 |
30-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
7,880.5 |
7,897.0 |
16.5 |
0.2% |
7,770.0 |
| High |
7,899.0 |
8,000.5 |
101.5 |
1.3% |
8,000.5 |
| Low |
7,836.0 |
7,888.0 |
52.0 |
0.7% |
7,553.5 |
| Close |
7,859.5 |
7,981.0 |
121.5 |
1.5% |
7,981.0 |
| Range |
63.0 |
112.5 |
49.5 |
78.6% |
447.0 |
| ATR |
124.6 |
125.8 |
1.2 |
0.9% |
0.0 |
| Volume |
745 |
845 |
100 |
13.4% |
5,803 |
|
| Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,294.0 |
8,250.0 |
8,042.9 |
|
| R3 |
8,181.5 |
8,137.5 |
8,011.9 |
|
| R2 |
8,069.0 |
8,069.0 |
8,001.6 |
|
| R1 |
8,025.0 |
8,025.0 |
7,991.3 |
8,047.0 |
| PP |
7,956.5 |
7,956.5 |
7,956.5 |
7,967.5 |
| S1 |
7,912.5 |
7,912.5 |
7,970.7 |
7,934.5 |
| S2 |
7,844.0 |
7,844.0 |
7,960.4 |
|
| S3 |
7,731.5 |
7,800.0 |
7,950.1 |
|
| S4 |
7,619.0 |
7,687.5 |
7,919.1 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,186.0 |
9,030.5 |
8,226.9 |
|
| R3 |
8,739.0 |
8,583.5 |
8,103.9 |
|
| R2 |
8,292.0 |
8,292.0 |
8,063.0 |
|
| R1 |
8,136.5 |
8,136.5 |
8,022.0 |
8,214.3 |
| PP |
7,845.0 |
7,845.0 |
7,845.0 |
7,883.9 |
| S1 |
7,689.5 |
7,689.5 |
7,940.0 |
7,767.3 |
| S2 |
7,398.0 |
7,398.0 |
7,899.1 |
|
| S3 |
6,951.0 |
7,242.5 |
7,858.1 |
|
| S4 |
6,504.0 |
6,795.5 |
7,735.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,000.5 |
7,553.5 |
447.0 |
5.6% |
153.8 |
1.9% |
96% |
True |
False |
1,160 |
| 10 |
8,000.5 |
7,553.5 |
447.0 |
5.6% |
126.8 |
1.6% |
96% |
True |
False |
1,167 |
| 20 |
8,033.0 |
7,553.5 |
479.5 |
6.0% |
120.8 |
1.5% |
89% |
False |
False |
829 |
| 40 |
8,204.5 |
7,553.5 |
651.0 |
8.2% |
101.0 |
1.3% |
66% |
False |
False |
694 |
| 60 |
8,204.5 |
7,553.5 |
651.0 |
8.2% |
91.2 |
1.1% |
66% |
False |
False |
1,062 |
| 80 |
8,204.5 |
7,398.0 |
806.5 |
10.1% |
96.4 |
1.2% |
72% |
False |
False |
832 |
| 100 |
8,362.0 |
7,398.0 |
964.0 |
12.1% |
98.4 |
1.2% |
60% |
False |
False |
697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,478.6 |
|
2.618 |
8,295.0 |
|
1.618 |
8,182.5 |
|
1.000 |
8,113.0 |
|
0.618 |
8,070.0 |
|
HIGH |
8,000.5 |
|
0.618 |
7,957.5 |
|
0.500 |
7,944.3 |
|
0.382 |
7,931.0 |
|
LOW |
7,888.0 |
|
0.618 |
7,818.5 |
|
1.000 |
7,775.5 |
|
1.618 |
7,706.0 |
|
2.618 |
7,593.5 |
|
4.250 |
7,409.9 |
|
|
| Fisher Pivots for day following 30-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,968.8 |
7,928.3 |
| PP |
7,956.5 |
7,875.7 |
| S1 |
7,944.3 |
7,823.0 |
|