| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2007 |
23-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,121.01 |
2,181.79 |
60.78 |
2.9% |
2,182.06 |
| High |
2,160.02 |
2,205.18 |
45.16 |
2.1% |
2,191.66 |
| Low |
2,116.64 |
2,170.47 |
53.83 |
2.5% |
2,131.08 |
| Close |
2,157.45 |
2,205.18 |
47.73 |
2.2% |
2,131.08 |
| Range |
43.38 |
34.71 |
-8.67 |
-20.0% |
60.58 |
| ATR |
32.70 |
33.77 |
1.07 |
3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,297.74 |
2,286.17 |
2,224.27 |
|
| R3 |
2,263.03 |
2,251.46 |
2,214.73 |
|
| R2 |
2,228.32 |
2,228.32 |
2,211.54 |
|
| R1 |
2,216.75 |
2,216.75 |
2,208.36 |
2,222.54 |
| PP |
2,193.61 |
2,193.61 |
2,193.61 |
2,196.50 |
| S1 |
2,182.04 |
2,182.04 |
2,202.00 |
2,187.83 |
| S2 |
2,158.90 |
2,158.90 |
2,198.82 |
|
| S3 |
2,124.19 |
2,147.33 |
2,195.63 |
|
| S4 |
2,089.48 |
2,112.62 |
2,186.09 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,333.01 |
2,292.63 |
2,164.40 |
|
| R3 |
2,272.43 |
2,232.05 |
2,147.74 |
|
| R2 |
2,211.85 |
2,211.85 |
2,142.19 |
|
| R1 |
2,171.47 |
2,171.47 |
2,136.63 |
2,161.37 |
| PP |
2,151.27 |
2,151.27 |
2,151.27 |
2,146.23 |
| S1 |
2,110.89 |
2,110.89 |
2,125.53 |
2,100.79 |
| S2 |
2,090.69 |
2,090.69 |
2,119.97 |
|
| S3 |
2,030.11 |
2,050.31 |
2,114.42 |
|
| S4 |
1,969.53 |
1,989.73 |
2,097.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,205.18 |
2,116.64 |
88.54 |
4.0% |
41.01 |
1.9% |
100% |
True |
False |
|
| 10 |
2,205.18 |
2,116.64 |
88.54 |
4.0% |
37.98 |
1.7% |
100% |
True |
False |
|
| 20 |
2,205.18 |
2,079.92 |
125.26 |
5.7% |
28.79 |
1.3% |
100% |
True |
False |
|
| 40 |
2,205.18 |
1,899.24 |
305.94 |
13.9% |
28.25 |
1.3% |
100% |
True |
False |
|
| 60 |
2,205.18 |
1,805.66 |
399.52 |
18.1% |
31.01 |
1.4% |
100% |
True |
False |
|
| 80 |
2,205.18 |
1,805.66 |
399.52 |
18.1% |
28.88 |
1.3% |
100% |
True |
False |
|
| 100 |
2,205.18 |
1,805.66 |
399.52 |
18.1% |
27.39 |
1.2% |
100% |
True |
False |
|
| 120 |
2,205.18 |
1,805.66 |
399.52 |
18.1% |
26.23 |
1.2% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,352.70 |
|
2.618 |
2,296.05 |
|
1.618 |
2,261.34 |
|
1.000 |
2,239.89 |
|
0.618 |
2,226.63 |
|
HIGH |
2,205.18 |
|
0.618 |
2,191.92 |
|
0.500 |
2,187.83 |
|
0.382 |
2,183.73 |
|
LOW |
2,170.47 |
|
0.618 |
2,149.02 |
|
1.000 |
2,135.76 |
|
1.618 |
2,114.31 |
|
2.618 |
2,079.60 |
|
4.250 |
2,022.95 |
|
|