| Trading Metrics calculated at close of trading on 28-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2007 |
28-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
6,370.0 |
6,450.0 |
80.0 |
1.3% |
6,563.0 |
| High |
6,469.0 |
6,453.0 |
-16.0 |
-0.2% |
6,588.0 |
| Low |
6,370.0 |
6,362.0 |
-8.0 |
-0.1% |
6,335.0 |
| Close |
6,450.0 |
6,387.0 |
-63.0 |
-1.0% |
6,355.0 |
| Range |
99.0 |
91.0 |
-8.0 |
-8.1% |
253.0 |
| ATR |
106.9 |
105.8 |
-1.1 |
-1.1% |
0.0 |
| Volume |
27,368 |
28,867 |
1,499 |
5.5% |
112,032 |
|
| Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,673.7 |
6,621.3 |
6,437.1 |
|
| R3 |
6,582.7 |
6,530.3 |
6,412.0 |
|
| R2 |
6,491.7 |
6,491.7 |
6,403.7 |
|
| R1 |
6,439.3 |
6,439.3 |
6,395.3 |
6,420.0 |
| PP |
6,400.7 |
6,400.7 |
6,400.7 |
6,391.0 |
| S1 |
6,348.3 |
6,348.3 |
6,378.7 |
6,329.0 |
| S2 |
6,309.7 |
6,309.7 |
6,370.3 |
|
| S3 |
6,218.7 |
6,257.3 |
6,362.0 |
|
| S4 |
6,127.7 |
6,166.3 |
6,337.0 |
|
|
| 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 |
2.8% |
76.6 |
1.2% |
29% |
False |
False |
23,157 |
| 10 |
6,647.0 |
6,335.0 |
312.0 |
4.9% |
77.4 |
1.2% |
17% |
False |
False |
23,793 |
| 20 |
6,880.0 |
6,335.0 |
545.0 |
8.5% |
80.0 |
1.3% |
10% |
False |
False |
25,268 |
| 40 |
6,880.0 |
6,335.0 |
545.0 |
8.5% |
76.7 |
1.2% |
10% |
False |
False |
22,677 |
| 60 |
6,880.0 |
6,204.0 |
676.0 |
10.6% |
72.7 |
1.1% |
27% |
False |
False |
22,588 |
| 80 |
6,880.0 |
5,603.0 |
1,277.0 |
20.0% |
72.9 |
1.1% |
61% |
False |
False |
16,970 |
| 100 |
6,880.0 |
5,603.0 |
1,277.0 |
20.0% |
67.4 |
1.1% |
61% |
False |
False |
13,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,839.8 |
|
2.618 |
6,691.2 |
|
1.618 |
6,600.2 |
|
1.000 |
6,544.0 |
|
0.618 |
6,509.2 |
|
HIGH |
6,453.0 |
|
0.618 |
6,418.2 |
|
0.500 |
6,407.5 |
|
0.382 |
6,396.8 |
|
LOW |
6,362.0 |
|
0.618 |
6,305.8 |
|
1.000 |
6,271.0 |
|
1.618 |
6,214.8 |
|
2.618 |
6,123.8 |
|
4.250 |
5,975.3 |
|
|
| Fisher Pivots for day following 28-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,407.5 |
6,437.0 |
| PP |
6,400.7 |
6,420.3 |
| S1 |
6,393.8 |
6,403.7 |
|