| Trading Metrics calculated at close of trading on 15-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2007 |
15-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
6,616.0 |
6,612.0 |
-4.0 |
-0.1% |
6,735.0 |
| High |
6,639.0 |
6,647.0 |
8.0 |
0.1% |
6,743.0 |
| Low |
6,594.0 |
6,545.0 |
-49.0 |
-0.7% |
6,513.0 |
| Close |
6,612.0 |
6,580.0 |
-32.0 |
-0.5% |
6,581.0 |
| Range |
45.0 |
102.0 |
57.0 |
126.7% |
230.0 |
| ATR |
106.7 |
106.4 |
-0.3 |
-0.3% |
0.0 |
| Volume |
22,667 |
23,684 |
1,017 |
4.5% |
135,865 |
|
| Daily Pivots for day following 15-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,896.7 |
6,840.3 |
6,636.1 |
|
| R3 |
6,794.7 |
6,738.3 |
6,608.1 |
|
| R2 |
6,692.7 |
6,692.7 |
6,598.7 |
|
| R1 |
6,636.3 |
6,636.3 |
6,589.4 |
6,613.5 |
| PP |
6,590.7 |
6,590.7 |
6,590.7 |
6,579.3 |
| S1 |
6,534.3 |
6,534.3 |
6,570.7 |
6,511.5 |
| S2 |
6,488.7 |
6,488.7 |
6,561.3 |
|
| S3 |
6,386.7 |
6,432.3 |
6,552.0 |
|
| S4 |
6,284.7 |
6,330.3 |
6,523.9 |
|
|
| 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% |
93.4 |
1.4% |
65% |
False |
False |
26,375 |
| 10 |
6,746.0 |
6,452.0 |
294.0 |
4.5% |
87.0 |
1.3% |
44% |
False |
False |
26,776 |
| 20 |
6,880.0 |
6,452.0 |
428.0 |
6.5% |
78.9 |
1.2% |
30% |
False |
False |
24,755 |
| 40 |
6,880.0 |
6,401.0 |
479.0 |
7.3% |
73.3 |
1.1% |
37% |
False |
False |
21,682 |
| 60 |
6,880.0 |
6,080.0 |
800.0 |
12.2% |
68.4 |
1.0% |
63% |
False |
False |
19,038 |
| 80 |
6,880.0 |
5,603.0 |
1,277.0 |
19.4% |
72.8 |
1.1% |
77% |
False |
False |
14,302 |
| 100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.4% |
63.1 |
1.0% |
77% |
False |
False |
11,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,080.5 |
|
2.618 |
6,914.0 |
|
1.618 |
6,812.0 |
|
1.000 |
6,749.0 |
|
0.618 |
6,710.0 |
|
HIGH |
6,647.0 |
|
0.618 |
6,608.0 |
|
0.500 |
6,596.0 |
|
0.382 |
6,584.0 |
|
LOW |
6,545.0 |
|
0.618 |
6,482.0 |
|
1.000 |
6,443.0 |
|
1.618 |
6,380.0 |
|
2.618 |
6,278.0 |
|
4.250 |
6,111.5 |
|
|
| Fisher Pivots for day following 15-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,596.0 |
6,569.8 |
| PP |
6,590.7 |
6,559.7 |
| S1 |
6,585.3 |
6,549.5 |
|