Day Change Summary |
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Previous |
Current |
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12-Oct-2007 |
15-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
1,555.41 |
1,562.25 |
6.84 |
0.4% |
1,556.51 |
High |
1,563.03 |
1,564.74 |
1.71 |
0.1% |
1,576.09 |
Low |
1,554.09 |
1,540.81 |
-13.28 |
-0.9% |
1,546.72 |
Close |
1,561.80 |
1,548.71 |
-13.09 |
-0.8% |
1,561.80 |
Range |
8.94 |
23.93 |
14.99 |
167.7% |
29.37 |
ATR |
15.90 |
16.48 |
0.57 |
3.6% |
0.00 |
Volume |
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Daily Pivots for day following 15-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,623.21 |
1,609.89 |
1,561.87 |
|
R3 |
1,599.28 |
1,585.96 |
1,555.29 |
|
R2 |
1,575.35 |
1,575.35 |
1,553.10 |
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R1 |
1,562.03 |
1,562.03 |
1,550.90 |
1,556.73 |
PP |
1,551.42 |
1,551.42 |
1,551.42 |
1,548.77 |
S1 |
1,538.10 |
1,538.10 |
1,546.52 |
1,532.80 |
S2 |
1,527.49 |
1,527.49 |
1,544.32 |
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S3 |
1,503.56 |
1,514.17 |
1,542.13 |
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S4 |
1,479.63 |
1,490.24 |
1,535.55 |
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Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,649.65 |
1,635.09 |
1,577.95 |
|
R3 |
1,620.28 |
1,605.72 |
1,569.88 |
|
R2 |
1,590.91 |
1,590.91 |
1,567.18 |
|
R1 |
1,576.35 |
1,576.35 |
1,564.49 |
1,583.63 |
PP |
1,561.54 |
1,561.54 |
1,561.54 |
1,565.18 |
S1 |
1,546.98 |
1,546.98 |
1,559.11 |
1,554.26 |
S2 |
1,532.17 |
1,532.17 |
1,556.42 |
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S3 |
1,502.80 |
1,517.61 |
1,553.72 |
|
S4 |
1,473.43 |
1,488.24 |
1,545.65 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,576.09 |
1,540.81 |
35.28 |
2.3% |
17.13 |
1.1% |
22% |
False |
True |
|
10 |
1,576.09 |
1,536.34 |
39.75 |
2.6% |
13.48 |
0.9% |
31% |
False |
False |
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20 |
1,576.09 |
1,476.63 |
99.46 |
6.4% |
14.83 |
1.0% |
72% |
False |
False |
|
40 |
1,576.09 |
1,430.54 |
145.55 |
9.4% |
17.42 |
1.1% |
81% |
False |
False |
|
60 |
1,576.09 |
1,370.60 |
205.49 |
13.3% |
22.10 |
1.4% |
87% |
False |
False |
|
80 |
1,576.09 |
1,370.60 |
205.49 |
13.3% |
20.37 |
1.3% |
87% |
False |
False |
|
100 |
1,576.09 |
1,370.60 |
205.49 |
13.3% |
19.32 |
1.2% |
87% |
False |
False |
|
120 |
1,576.09 |
1,370.60 |
205.49 |
13.3% |
17.83 |
1.2% |
87% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,666.44 |
2.618 |
1,627.39 |
1.618 |
1,603.46 |
1.000 |
1,588.67 |
0.618 |
1,579.53 |
HIGH |
1,564.74 |
0.618 |
1,555.60 |
0.500 |
1,552.78 |
0.382 |
1,549.95 |
LOW |
1,540.81 |
0.618 |
1,526.02 |
1.000 |
1,516.88 |
1.618 |
1,502.09 |
2.618 |
1,478.16 |
4.250 |
1,439.11 |
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