| Trading Metrics calculated at close of trading on 26-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2007 |
26-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
6,385.0 |
6,461.0 |
76.0 |
1.2% |
6,563.0 |
| High |
6,390.0 |
6,512.0 |
122.0 |
1.9% |
6,588.0 |
| Low |
6,338.0 |
6,420.0 |
82.0 |
1.3% |
6,335.0 |
| Close |
6,355.0 |
6,489.0 |
134.0 |
2.1% |
6,355.0 |
| Range |
52.0 |
92.0 |
40.0 |
76.9% |
253.0 |
| ATR |
102.1 |
106.0 |
3.9 |
3.8% |
0.0 |
| Volume |
11,857 |
23,746 |
11,889 |
100.3% |
112,032 |
|
| Daily Pivots for day following 26-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,749.7 |
6,711.3 |
6,539.6 |
|
| R3 |
6,657.7 |
6,619.3 |
6,514.3 |
|
| R2 |
6,565.7 |
6,565.7 |
6,505.9 |
|
| R1 |
6,527.3 |
6,527.3 |
6,497.4 |
6,546.5 |
| PP |
6,473.7 |
6,473.7 |
6,473.7 |
6,483.3 |
| S1 |
6,435.3 |
6,435.3 |
6,480.6 |
6,454.5 |
| S2 |
6,381.7 |
6,381.7 |
6,472.1 |
|
| S3 |
6,289.7 |
6,343.3 |
6,463.7 |
|
| S4 |
6,197.7 |
6,251.3 |
6,438.4 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,185.0 |
7,023.0 |
6,494.2 |
|
| R3 |
6,932.0 |
6,770.0 |
6,424.6 |
|
| R2 |
6,679.0 |
6,679.0 |
6,401.4 |
|
| R1 |
6,517.0 |
6,517.0 |
6,378.2 |
6,471.5 |
| PP |
6,426.0 |
6,426.0 |
6,426.0 |
6,403.3 |
| S1 |
6,264.0 |
6,264.0 |
6,331.8 |
6,218.5 |
| S2 |
6,173.0 |
6,173.0 |
6,308.6 |
|
| S3 |
5,920.0 |
6,011.0 |
6,285.4 |
|
| S4 |
5,667.0 |
5,758.0 |
6,215.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,512.0 |
6,335.0 |
177.0 |
2.7% |
74.6 |
1.1% |
87% |
True |
False |
22,995 |
| 10 |
6,647.0 |
6,335.0 |
312.0 |
4.8% |
72.7 |
1.1% |
49% |
False |
False |
23,524 |
| 20 |
6,880.0 |
6,335.0 |
545.0 |
8.4% |
76.9 |
1.2% |
28% |
False |
False |
24,716 |
| 40 |
6,880.0 |
6,335.0 |
545.0 |
8.4% |
74.3 |
1.1% |
28% |
False |
False |
22,279 |
| 60 |
6,880.0 |
6,204.0 |
676.0 |
10.4% |
71.9 |
1.1% |
42% |
False |
False |
21,655 |
| 80 |
6,880.0 |
5,603.0 |
1,277.0 |
19.7% |
71.6 |
1.1% |
69% |
False |
False |
16,269 |
| 100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.7% |
66.2 |
1.0% |
69% |
False |
False |
13,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,903.0 |
|
2.618 |
6,752.9 |
|
1.618 |
6,660.9 |
|
1.000 |
6,604.0 |
|
0.618 |
6,568.9 |
|
HIGH |
6,512.0 |
|
0.618 |
6,476.9 |
|
0.500 |
6,466.0 |
|
0.382 |
6,455.1 |
|
LOW |
6,420.0 |
|
0.618 |
6,363.1 |
|
1.000 |
6,328.0 |
|
1.618 |
6,271.1 |
|
2.618 |
6,179.1 |
|
4.250 |
6,029.0 |
|
|
| Fisher Pivots for day following 26-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,481.3 |
6,467.2 |
| PP |
6,473.7 |
6,445.3 |
| S1 |
6,466.0 |
6,423.5 |
|