| Trading Metrics calculated at close of trading on 14-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2007 |
14-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
6,458.0 |
6,616.0 |
158.0 |
2.4% |
6,735.0 |
| High |
6,550.0 |
6,639.0 |
89.0 |
1.4% |
6,743.0 |
| Low |
6,452.0 |
6,594.0 |
142.0 |
2.2% |
6,513.0 |
| Close |
6,520.0 |
6,612.0 |
92.0 |
1.4% |
6,581.0 |
| Range |
98.0 |
45.0 |
-53.0 |
-54.1% |
230.0 |
| ATR |
105.8 |
106.7 |
0.9 |
0.9% |
0.0 |
| Volume |
30,875 |
22,667 |
-8,208 |
-26.6% |
135,865 |
|
| Daily Pivots for day following 14-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,750.0 |
6,726.0 |
6,636.8 |
|
| R3 |
6,705.0 |
6,681.0 |
6,624.4 |
|
| R2 |
6,660.0 |
6,660.0 |
6,620.3 |
|
| R1 |
6,636.0 |
6,636.0 |
6,616.1 |
6,625.5 |
| PP |
6,615.0 |
6,615.0 |
6,615.0 |
6,609.8 |
| S1 |
6,591.0 |
6,591.0 |
6,607.9 |
6,580.5 |
| S2 |
6,570.0 |
6,570.0 |
6,603.8 |
|
| S3 |
6,525.0 |
6,546.0 |
6,599.6 |
|
| S4 |
6,480.0 |
6,501.0 |
6,587.3 |
|
|
| 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 |
6,648.0 |
6,452.0 |
196.0 |
3.0% |
84.6 |
1.3% |
82% |
False |
False |
28,962 |
| 10 |
6,880.0 |
6,452.0 |
428.0 |
6.5% |
82.6 |
1.2% |
37% |
False |
False |
26,743 |
| 20 |
6,880.0 |
6,452.0 |
428.0 |
6.5% |
79.0 |
1.2% |
37% |
False |
False |
24,669 |
| 40 |
6,880.0 |
6,401.0 |
479.0 |
7.2% |
72.5 |
1.1% |
44% |
False |
False |
21,719 |
| 60 |
6,880.0 |
6,080.0 |
800.0 |
12.1% |
67.7 |
1.0% |
67% |
False |
False |
18,646 |
| 80 |
6,880.0 |
5,603.0 |
1,277.0 |
19.3% |
71.7 |
1.1% |
79% |
False |
False |
14,006 |
| 100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.3% |
63.1 |
1.0% |
79% |
False |
False |
11,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,830.3 |
|
2.618 |
6,756.8 |
|
1.618 |
6,711.8 |
|
1.000 |
6,684.0 |
|
0.618 |
6,666.8 |
|
HIGH |
6,639.0 |
|
0.618 |
6,621.8 |
|
0.500 |
6,616.5 |
|
0.382 |
6,611.2 |
|
LOW |
6,594.0 |
|
0.618 |
6,566.2 |
|
1.000 |
6,549.0 |
|
1.618 |
6,521.2 |
|
2.618 |
6,476.2 |
|
4.250 |
6,402.8 |
|
|
| Fisher Pivots for day following 14-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,616.5 |
6,589.8 |
| PP |
6,615.0 |
6,567.7 |
| S1 |
6,613.5 |
6,545.5 |
|