| Trading Metrics calculated at close of trading on 09-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2007 |
09-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
6,532.0 |
6,615.0 |
83.0 |
1.3% |
6,735.0 |
| High |
6,571.0 |
6,648.0 |
77.0 |
1.2% |
6,743.0 |
| Low |
6,513.0 |
6,542.0 |
29.0 |
0.4% |
6,513.0 |
| Close |
6,538.0 |
6,581.0 |
43.0 |
0.7% |
6,581.0 |
| Range |
58.0 |
106.0 |
48.0 |
82.8% |
230.0 |
| ATR |
105.0 |
105.4 |
0.4 |
0.3% |
0.0 |
| Volume |
36,618 |
25,973 |
-10,645 |
-29.1% |
135,865 |
|
| Daily Pivots for day following 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,908.3 |
6,850.7 |
6,639.3 |
|
| R3 |
6,802.3 |
6,744.7 |
6,610.2 |
|
| R2 |
6,696.3 |
6,696.3 |
6,600.4 |
|
| R1 |
6,638.7 |
6,638.7 |
6,590.7 |
6,614.5 |
| PP |
6,590.3 |
6,590.3 |
6,590.3 |
6,578.3 |
| S1 |
6,532.7 |
6,532.7 |
6,571.3 |
6,508.5 |
| S2 |
6,484.3 |
6,484.3 |
6,561.6 |
|
| S3 |
6,378.3 |
6,426.7 |
6,551.9 |
|
| S4 |
6,272.3 |
6,320.7 |
6,522.7 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,302.3 |
7,171.7 |
6,707.5 |
|
| R3 |
7,072.3 |
6,941.7 |
6,644.3 |
|
| R2 |
6,842.3 |
6,842.3 |
6,623.2 |
|
| R1 |
6,711.7 |
6,711.7 |
6,602.1 |
6,662.0 |
| PP |
6,612.3 |
6,612.3 |
6,612.3 |
6,587.5 |
| S1 |
6,481.7 |
6,481.7 |
6,559.9 |
6,432.0 |
| S2 |
6,382.3 |
6,382.3 |
6,538.8 |
|
| S3 |
6,152.3 |
6,251.7 |
6,517.8 |
|
| S4 |
5,922.3 |
6,021.7 |
6,454.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,743.0 |
6,513.0 |
230.0 |
3.5% |
89.0 |
1.4% |
30% |
False |
False |
27,173 |
| 10 |
6,880.0 |
6,513.0 |
367.0 |
5.6% |
73.7 |
1.1% |
19% |
False |
False |
24,726 |
| 20 |
6,880.0 |
6,513.0 |
367.0 |
5.6% |
78.6 |
1.2% |
19% |
False |
False |
23,445 |
| 40 |
6,880.0 |
6,214.0 |
666.0 |
10.1% |
72.0 |
1.1% |
55% |
False |
False |
24,862 |
| 60 |
6,880.0 |
5,820.0 |
1,060.0 |
16.1% |
69.8 |
1.1% |
72% |
False |
False |
17,280 |
| 80 |
6,880.0 |
5,603.0 |
1,277.0 |
19.4% |
69.1 |
1.0% |
77% |
False |
False |
12,979 |
| 100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.4% |
61.6 |
0.9% |
77% |
False |
False |
10,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,098.5 |
|
2.618 |
6,925.5 |
|
1.618 |
6,819.5 |
|
1.000 |
6,754.0 |
|
0.618 |
6,713.5 |
|
HIGH |
6,648.0 |
|
0.618 |
6,607.5 |
|
0.500 |
6,595.0 |
|
0.382 |
6,582.5 |
|
LOW |
6,542.0 |
|
0.618 |
6,476.5 |
|
1.000 |
6,436.0 |
|
1.618 |
6,370.5 |
|
2.618 |
6,264.5 |
|
4.250 |
6,091.5 |
|
|
| Fisher Pivots for day following 09-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,595.0 |
6,620.5 |
| PP |
6,590.3 |
6,607.3 |
| S1 |
6,585.7 |
6,594.2 |
|