Day Change Summary |
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Previous |
Current |
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26-Nov-2007 |
27-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
1,440.74 |
1,409.59 |
-31.15 |
-2.2% |
1,456.70 |
High |
1,446.09 |
1,429.49 |
-16.60 |
-1.1% |
1,456.70 |
Low |
1,406.10 |
1,407.43 |
1.33 |
0.1% |
1,415.64 |
Close |
1,407.22 |
1,428.23 |
21.01 |
1.5% |
1,440.70 |
Range |
39.99 |
22.06 |
-17.93 |
-44.8% |
41.06 |
ATR |
26.28 |
26.00 |
-0.29 |
-1.1% |
0.00 |
Volume |
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Daily Pivots for day following 27-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,487.90 |
1,480.12 |
1,440.36 |
|
R3 |
1,465.84 |
1,458.06 |
1,434.30 |
|
R2 |
1,443.78 |
1,443.78 |
1,432.27 |
|
R1 |
1,436.00 |
1,436.00 |
1,430.25 |
1,439.89 |
PP |
1,421.72 |
1,421.72 |
1,421.72 |
1,423.66 |
S1 |
1,413.94 |
1,413.94 |
1,426.21 |
1,417.83 |
S2 |
1,399.66 |
1,399.66 |
1,424.19 |
|
S3 |
1,377.60 |
1,391.88 |
1,422.16 |
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S4 |
1,355.54 |
1,369.82 |
1,416.10 |
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Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,560.86 |
1,541.84 |
1,463.28 |
|
R3 |
1,519.80 |
1,500.78 |
1,451.99 |
|
R2 |
1,478.74 |
1,478.74 |
1,448.23 |
|
R1 |
1,459.72 |
1,459.72 |
1,444.46 |
1,448.70 |
PP |
1,437.68 |
1,437.68 |
1,437.68 |
1,432.17 |
S1 |
1,418.66 |
1,418.66 |
1,436.94 |
1,407.64 |
S2 |
1,396.62 |
1,396.62 |
1,433.17 |
|
S3 |
1,355.56 |
1,377.60 |
1,429.41 |
|
S4 |
1,314.50 |
1,336.54 |
1,418.12 |
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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 |
1,452.64 |
1,406.10 |
46.54 |
3.3% |
27.88 |
2.0% |
48% |
False |
False |
|
10 |
1,492.14 |
1,406.10 |
86.04 |
6.0% |
27.84 |
1.9% |
26% |
False |
False |
|
20 |
1,552.76 |
1,406.10 |
146.66 |
10.3% |
26.93 |
1.9% |
15% |
False |
False |
|
40 |
1,576.09 |
1,406.10 |
169.99 |
11.9% |
21.71 |
1.5% |
13% |
False |
False |
|
60 |
1,576.09 |
1,406.10 |
169.99 |
11.9% |
20.29 |
1.4% |
13% |
False |
False |
|
80 |
1,576.09 |
1,370.60 |
205.49 |
14.4% |
22.16 |
1.6% |
28% |
False |
False |
|
100 |
1,576.09 |
1,370.60 |
205.49 |
14.4% |
22.05 |
1.5% |
28% |
False |
False |
|
120 |
1,576.09 |
1,370.60 |
205.49 |
14.4% |
21.00 |
1.5% |
28% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,523.25 |
2.618 |
1,487.24 |
1.618 |
1,465.18 |
1.000 |
1,451.55 |
0.618 |
1,443.12 |
HIGH |
1,429.49 |
0.618 |
1,421.06 |
0.500 |
1,418.46 |
0.382 |
1,415.86 |
LOW |
1,407.43 |
0.618 |
1,393.80 |
1.000 |
1,385.37 |
1.618 |
1,371.74 |
2.618 |
1,349.68 |
4.250 |
1,313.68 |
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