Day Change Summary |
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Previous |
Current |
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26-Dec-2007 |
27-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
1,495.12 |
1,495.05 |
-0.07 |
0.0% |
1,465.05 |
High |
1,498.85 |
1,495.05 |
-3.80 |
-0.3% |
1,485.40 |
Low |
1,488.20 |
1,475.86 |
-12.34 |
-0.8% |
1,435.65 |
Close |
1,497.66 |
1,476.27 |
-21.39 |
-1.4% |
1,484.46 |
Range |
10.65 |
19.19 |
8.54 |
80.2% |
49.75 |
ATR |
21.98 |
21.97 |
-0.01 |
-0.1% |
0.00 |
Volume |
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Daily Pivots for day following 27-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,539.96 |
1,527.31 |
1,486.82 |
|
R3 |
1,520.77 |
1,508.12 |
1,481.55 |
|
R2 |
1,501.58 |
1,501.58 |
1,479.79 |
|
R1 |
1,488.93 |
1,488.93 |
1,478.03 |
1,485.66 |
PP |
1,482.39 |
1,482.39 |
1,482.39 |
1,480.76 |
S1 |
1,469.74 |
1,469.74 |
1,474.51 |
1,466.47 |
S2 |
1,463.20 |
1,463.20 |
1,472.75 |
|
S3 |
1,444.01 |
1,450.55 |
1,470.99 |
|
S4 |
1,424.82 |
1,431.36 |
1,465.72 |
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Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,617.75 |
1,600.86 |
1,511.82 |
|
R3 |
1,568.00 |
1,551.11 |
1,498.14 |
|
R2 |
1,518.25 |
1,518.25 |
1,493.58 |
|
R1 |
1,501.36 |
1,501.36 |
1,489.02 |
1,509.81 |
PP |
1,468.50 |
1,468.50 |
1,468.50 |
1,472.73 |
S1 |
1,451.61 |
1,451.61 |
1,479.90 |
1,460.06 |
S2 |
1,418.75 |
1,418.75 |
1,475.34 |
|
S3 |
1,369.00 |
1,401.86 |
1,470.78 |
|
S4 |
1,319.25 |
1,352.11 |
1,457.10 |
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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 |
1,498.85 |
1,447.22 |
51.63 |
3.5% |
15.89 |
1.1% |
56% |
False |
False |
|
10 |
1,498.85 |
1,435.65 |
63.20 |
4.3% |
18.18 |
1.2% |
64% |
False |
False |
|
20 |
1,523.57 |
1,435.65 |
87.92 |
6.0% |
19.81 |
1.3% |
46% |
False |
False |
|
40 |
1,552.76 |
1,406.10 |
146.66 |
9.9% |
24.09 |
1.6% |
48% |
False |
False |
|
60 |
1,576.09 |
1,406.10 |
169.99 |
11.5% |
21.59 |
1.5% |
41% |
False |
False |
|
80 |
1,576.09 |
1,406.10 |
169.99 |
11.5% |
20.35 |
1.4% |
41% |
False |
False |
|
100 |
1,576.09 |
1,370.60 |
205.49 |
13.9% |
21.68 |
1.5% |
51% |
False |
False |
|
120 |
1,576.09 |
1,370.60 |
205.49 |
13.9% |
21.94 |
1.5% |
51% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,576.61 |
2.618 |
1,545.29 |
1.618 |
1,526.10 |
1.000 |
1,514.24 |
0.618 |
1,506.91 |
HIGH |
1,495.05 |
0.618 |
1,487.72 |
0.500 |
1,485.46 |
0.382 |
1,483.19 |
LOW |
1,475.86 |
0.618 |
1,464.00 |
1.000 |
1,456.67 |
1.618 |
1,444.81 |
2.618 |
1,425.62 |
4.250 |
1,394.30 |
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