| Trading Metrics calculated at close of trading on 13-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2007 |
13-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
6,530.0 |
6,458.0 |
-72.0 |
-1.1% |
6,735.0 |
| High |
6,577.0 |
6,550.0 |
-27.0 |
-0.4% |
6,743.0 |
| Low |
6,461.0 |
6,452.0 |
-9.0 |
-0.1% |
6,513.0 |
| Close |
6,484.0 |
6,520.0 |
36.0 |
0.6% |
6,581.0 |
| Range |
116.0 |
98.0 |
-18.0 |
-15.5% |
230.0 |
| ATR |
106.4 |
105.8 |
-0.6 |
-0.6% |
0.0 |
| Volume |
28,678 |
30,875 |
2,197 |
7.7% |
135,865 |
|
| Daily Pivots for day following 13-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,801.3 |
6,758.7 |
6,573.9 |
|
| R3 |
6,703.3 |
6,660.7 |
6,547.0 |
|
| R2 |
6,605.3 |
6,605.3 |
6,538.0 |
|
| R1 |
6,562.7 |
6,562.7 |
6,529.0 |
6,584.0 |
| PP |
6,507.3 |
6,507.3 |
6,507.3 |
6,518.0 |
| S1 |
6,464.7 |
6,464.7 |
6,511.0 |
6,486.0 |
| S2 |
6,409.3 |
6,409.3 |
6,502.0 |
|
| S3 |
6,311.3 |
6,366.7 |
6,493.1 |
|
| S4 |
6,213.3 |
6,268.7 |
6,466.1 |
|
|
| 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 |
6,728.0 |
6,452.0 |
276.0 |
4.2% |
84.2 |
1.3% |
25% |
False |
True |
29,094 |
| 10 |
6,880.0 |
6,452.0 |
428.0 |
6.6% |
84.6 |
1.3% |
16% |
False |
True |
27,068 |
| 20 |
6,880.0 |
6,452.0 |
428.0 |
6.6% |
80.7 |
1.2% |
16% |
False |
True |
24,649 |
| 40 |
6,880.0 |
6,370.0 |
510.0 |
7.8% |
73.5 |
1.1% |
29% |
False |
False |
22,720 |
| 60 |
6,880.0 |
5,949.0 |
931.0 |
14.3% |
69.2 |
1.1% |
61% |
False |
False |
18,270 |
| 80 |
6,880.0 |
5,603.0 |
1,277.0 |
19.6% |
71.3 |
1.1% |
72% |
False |
False |
13,723 |
| 100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.6% |
63.2 |
1.0% |
72% |
False |
False |
10,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,966.5 |
|
2.618 |
6,806.6 |
|
1.618 |
6,708.6 |
|
1.000 |
6,648.0 |
|
0.618 |
6,610.6 |
|
HIGH |
6,550.0 |
|
0.618 |
6,512.6 |
|
0.500 |
6,501.0 |
|
0.382 |
6,489.4 |
|
LOW |
6,452.0 |
|
0.618 |
6,391.4 |
|
1.000 |
6,354.0 |
|
1.618 |
6,293.4 |
|
2.618 |
6,195.4 |
|
4.250 |
6,035.5 |
|
|
| Fisher Pivots for day following 13-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,513.7 |
6,550.0 |
| PP |
6,507.3 |
6,540.0 |
| S1 |
6,501.0 |
6,530.0 |
|