| Trading Metrics calculated at close of trading on 21-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
6,430.0 |
6,498.0 |
68.0 |
1.1% |
6,530.0 |
| High |
6,468.0 |
6,503.0 |
35.0 |
0.5% |
6,647.0 |
| Low |
6,414.0 |
6,377.0 |
-37.0 |
-0.6% |
6,452.0 |
| Close |
6,459.0 |
6,423.0 |
-36.0 |
-0.6% |
6,503.0 |
| Range |
54.0 |
126.0 |
72.0 |
133.3% |
195.0 |
| ATR |
105.9 |
107.3 |
1.4 |
1.4% |
0.0 |
| Volume |
24,639 |
30,787 |
6,148 |
25.0% |
128,140 |
|
| Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,812.3 |
6,743.7 |
6,492.3 |
|
| R3 |
6,686.3 |
6,617.7 |
6,457.7 |
|
| R2 |
6,560.3 |
6,560.3 |
6,446.1 |
|
| R1 |
6,491.7 |
6,491.7 |
6,434.6 |
6,463.0 |
| PP |
6,434.3 |
6,434.3 |
6,434.3 |
6,420.0 |
| S1 |
6,365.7 |
6,365.7 |
6,411.5 |
6,337.0 |
| S2 |
6,308.3 |
6,308.3 |
6,399.9 |
|
| S3 |
6,182.3 |
6,239.7 |
6,388.4 |
|
| S4 |
6,056.3 |
6,113.7 |
6,353.7 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,119.0 |
7,006.0 |
6,610.3 |
|
| R3 |
6,924.0 |
6,811.0 |
6,556.6 |
|
| R2 |
6,729.0 |
6,729.0 |
6,538.8 |
|
| R1 |
6,616.0 |
6,616.0 |
6,520.9 |
6,575.0 |
| PP |
6,534.0 |
6,534.0 |
6,534.0 |
6,513.5 |
| S1 |
6,421.0 |
6,421.0 |
6,485.1 |
6,380.0 |
| S2 |
6,339.0 |
6,339.0 |
6,467.3 |
|
| S3 |
6,144.0 |
6,226.0 |
6,449.4 |
|
| S4 |
5,949.0 |
6,031.0 |
6,395.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,647.0 |
6,377.0 |
270.0 |
4.2% |
78.2 |
1.2% |
17% |
False |
True |
24,429 |
| 10 |
6,648.0 |
6,377.0 |
271.0 |
4.2% |
81.4 |
1.3% |
17% |
False |
True |
26,695 |
| 20 |
6,880.0 |
6,377.0 |
503.0 |
7.8% |
75.9 |
1.2% |
9% |
False |
True |
24,725 |
| 40 |
6,880.0 |
6,377.0 |
503.0 |
7.8% |
73.8 |
1.1% |
9% |
False |
True |
22,220 |
| 60 |
6,880.0 |
6,180.0 |
700.0 |
10.9% |
71.1 |
1.1% |
35% |
False |
False |
20,668 |
| 80 |
6,880.0 |
5,603.0 |
1,277.0 |
19.9% |
72.0 |
1.1% |
64% |
False |
False |
15,527 |
| 100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.9% |
65.0 |
1.0% |
64% |
False |
False |
12,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,038.5 |
|
2.618 |
6,832.9 |
|
1.618 |
6,706.9 |
|
1.000 |
6,629.0 |
|
0.618 |
6,580.9 |
|
HIGH |
6,503.0 |
|
0.618 |
6,454.9 |
|
0.500 |
6,440.0 |
|
0.382 |
6,425.1 |
|
LOW |
6,377.0 |
|
0.618 |
6,299.1 |
|
1.000 |
6,251.0 |
|
1.618 |
6,173.1 |
|
2.618 |
6,047.1 |
|
4.250 |
5,841.5 |
|
|
| Fisher Pivots for day following 21-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,440.0 |
6,482.5 |
| PP |
6,434.3 |
6,462.7 |
| S1 |
6,428.7 |
6,442.8 |
|