| Trading Metrics calculated at close of trading on 20-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2007 |
20-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
6,563.0 |
6,430.0 |
-133.0 |
-2.0% |
6,530.0 |
| High |
6,588.0 |
6,468.0 |
-120.0 |
-1.8% |
6,647.0 |
| Low |
6,536.0 |
6,414.0 |
-122.0 |
-1.9% |
6,452.0 |
| Close |
6,539.0 |
6,459.0 |
-80.0 |
-1.2% |
6,503.0 |
| Range |
52.0 |
54.0 |
2.0 |
3.8% |
195.0 |
| ATR |
104.4 |
105.9 |
1.5 |
1.4% |
0.0 |
| Volume |
20,802 |
24,639 |
3,837 |
18.4% |
128,140 |
|
| Daily Pivots for day following 20-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,609.0 |
6,588.0 |
6,488.7 |
|
| R3 |
6,555.0 |
6,534.0 |
6,473.9 |
|
| R2 |
6,501.0 |
6,501.0 |
6,468.9 |
|
| R1 |
6,480.0 |
6,480.0 |
6,464.0 |
6,490.5 |
| PP |
6,447.0 |
6,447.0 |
6,447.0 |
6,452.3 |
| S1 |
6,426.0 |
6,426.0 |
6,454.1 |
6,436.5 |
| S2 |
6,393.0 |
6,393.0 |
6,449.1 |
|
| S3 |
6,339.0 |
6,372.0 |
6,444.2 |
|
| S4 |
6,285.0 |
6,318.0 |
6,429.3 |
|
|
| 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 |
6,414.0 |
233.0 |
3.6% |
62.0 |
1.0% |
19% |
False |
True |
22,805 |
| 10 |
6,728.0 |
6,414.0 |
314.0 |
4.9% |
73.1 |
1.1% |
14% |
False |
True |
25,950 |
| 20 |
6,880.0 |
6,414.0 |
466.0 |
7.2% |
75.1 |
1.2% |
10% |
False |
True |
24,505 |
| 40 |
6,880.0 |
6,414.0 |
466.0 |
7.2% |
71.7 |
1.1% |
10% |
False |
True |
21,880 |
| 60 |
6,880.0 |
6,080.0 |
800.0 |
12.4% |
69.3 |
1.1% |
47% |
False |
False |
20,158 |
| 80 |
6,880.0 |
5,603.0 |
1,277.0 |
19.8% |
72.4 |
1.1% |
67% |
False |
False |
15,144 |
| 100 |
6,880.0 |
5,603.0 |
1,277.0 |
19.8% |
63.9 |
1.0% |
67% |
False |
False |
12,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,697.5 |
|
2.618 |
6,609.4 |
|
1.618 |
6,555.4 |
|
1.000 |
6,522.0 |
|
0.618 |
6,501.4 |
|
HIGH |
6,468.0 |
|
0.618 |
6,447.4 |
|
0.500 |
6,441.0 |
|
0.382 |
6,434.6 |
|
LOW |
6,414.0 |
|
0.618 |
6,380.6 |
|
1.000 |
6,360.0 |
|
1.618 |
6,326.6 |
|
2.618 |
6,272.6 |
|
4.250 |
6,184.5 |
|
|
| Fisher Pivots for day following 20-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,453.0 |
6,501.0 |
| PP |
6,447.0 |
6,487.0 |
| S1 |
6,441.0 |
6,473.0 |
|