| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2007 |
10-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,168.53 |
2,172.67 |
4.14 |
0.2% |
2,092.60 |
| High |
2,173.95 |
2,178.95 |
5.00 |
0.2% |
2,151.72 |
| Low |
2,157.95 |
2,164.91 |
6.96 |
0.3% |
2,088.79 |
| Close |
2,171.21 |
2,176.98 |
5.77 |
0.3% |
2,149.67 |
| Range |
16.00 |
14.04 |
-1.96 |
-12.3% |
62.93 |
| ATR |
25.97 |
25.12 |
-0.85 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,215.73 |
2,210.40 |
2,184.70 |
|
| R3 |
2,201.69 |
2,196.36 |
2,180.84 |
|
| R2 |
2,187.65 |
2,187.65 |
2,179.55 |
|
| R1 |
2,182.32 |
2,182.32 |
2,178.27 |
2,184.99 |
| PP |
2,173.61 |
2,173.61 |
2,173.61 |
2,174.95 |
| S1 |
2,168.28 |
2,168.28 |
2,175.69 |
2,170.95 |
| S2 |
2,159.57 |
2,159.57 |
2,174.41 |
|
| S3 |
2,145.53 |
2,154.24 |
2,173.12 |
|
| S4 |
2,131.49 |
2,140.20 |
2,169.26 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,318.85 |
2,297.19 |
2,184.28 |
|
| R3 |
2,255.92 |
2,234.26 |
2,166.98 |
|
| R2 |
2,192.99 |
2,192.99 |
2,161.21 |
|
| R1 |
2,171.33 |
2,171.33 |
2,155.44 |
2,182.16 |
| PP |
2,130.06 |
2,130.06 |
2,130.06 |
2,135.48 |
| S1 |
2,108.40 |
2,108.40 |
2,143.90 |
2,119.23 |
| S2 |
2,067.13 |
2,067.13 |
2,138.13 |
|
| S3 |
2,004.20 |
2,045.47 |
2,132.36 |
|
| S4 |
1,941.27 |
1,982.54 |
2,115.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,178.95 |
2,088.79 |
90.16 |
4.1% |
20.32 |
0.9% |
98% |
True |
False |
|
| 10 |
2,178.95 |
2,082.04 |
96.91 |
4.5% |
19.50 |
0.9% |
98% |
True |
False |
|
| 20 |
2,178.95 |
1,975.29 |
203.66 |
9.4% |
21.11 |
1.0% |
99% |
True |
False |
|
| 40 |
2,178.95 |
1,805.66 |
373.29 |
17.1% |
26.46 |
1.2% |
99% |
True |
False |
|
| 60 |
2,178.95 |
1,805.66 |
373.29 |
17.1% |
29.37 |
1.3% |
99% |
True |
False |
|
| 80 |
2,178.95 |
1,805.66 |
373.29 |
17.1% |
27.04 |
1.2% |
99% |
True |
False |
|
| 100 |
2,178.95 |
1,805.66 |
373.29 |
17.1% |
25.67 |
1.2% |
99% |
True |
False |
|
| 120 |
2,178.95 |
1,805.66 |
373.29 |
17.1% |
24.44 |
1.1% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,238.62 |
|
2.618 |
2,215.71 |
|
1.618 |
2,201.67 |
|
1.000 |
2,192.99 |
|
0.618 |
2,187.63 |
|
HIGH |
2,178.95 |
|
0.618 |
2,173.59 |
|
0.500 |
2,171.93 |
|
0.382 |
2,170.27 |
|
LOW |
2,164.91 |
|
0.618 |
2,156.23 |
|
1.000 |
2,150.87 |
|
1.618 |
2,142.19 |
|
2.618 |
2,128.15 |
|
4.250 |
2,105.24 |
|
|