| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2007 |
29-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,055.77 |
2,084.57 |
28.80 |
1.4% |
2,040.17 |
| High |
2,100.97 |
2,108.25 |
7.28 |
0.3% |
2,064.08 |
| Low |
2,055.77 |
2,082.19 |
26.42 |
1.3% |
1,986.45 |
| Close |
2,095.39 |
2,102.42 |
7.03 |
0.3% |
2,028.90 |
| Range |
45.20 |
26.06 |
-19.14 |
-42.3% |
77.63 |
| ATR |
50.24 |
48.51 |
-1.73 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.80 |
2,165.17 |
2,116.75 |
|
| R3 |
2,149.74 |
2,139.11 |
2,109.59 |
|
| R2 |
2,123.68 |
2,123.68 |
2,107.20 |
|
| R1 |
2,113.05 |
2,113.05 |
2,104.81 |
2,118.37 |
| PP |
2,097.62 |
2,097.62 |
2,097.62 |
2,100.28 |
| S1 |
2,086.99 |
2,086.99 |
2,100.03 |
2,092.31 |
| S2 |
2,071.56 |
2,071.56 |
2,097.64 |
|
| S3 |
2,045.50 |
2,060.93 |
2,095.25 |
|
| S4 |
2,019.44 |
2,034.87 |
2,088.09 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,259.37 |
2,221.76 |
2,071.60 |
|
| R3 |
2,181.74 |
2,144.13 |
2,050.25 |
|
| R2 |
2,104.11 |
2,104.11 |
2,043.13 |
|
| R1 |
2,066.50 |
2,066.50 |
2,036.02 |
2,046.49 |
| PP |
2,026.48 |
2,026.48 |
2,026.48 |
2,016.47 |
| S1 |
1,988.87 |
1,988.87 |
2,021.78 |
1,968.86 |
| S2 |
1,948.85 |
1,948.85 |
2,014.67 |
|
| S3 |
1,871.22 |
1,911.24 |
2,007.55 |
|
| S4 |
1,793.59 |
1,833.61 |
1,986.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,108.25 |
1,988.30 |
119.95 |
5.7% |
38.35 |
1.8% |
95% |
True |
False |
|
| 10 |
2,108.25 |
1,986.45 |
121.80 |
5.8% |
45.06 |
2.1% |
95% |
True |
False |
|
| 20 |
2,226.88 |
1,980.18 |
246.70 |
11.7% |
48.16 |
2.3% |
50% |
False |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.3% |
41.17 |
2.0% |
47% |
False |
False |
|
| 60 |
2,239.23 |
1,943.27 |
295.96 |
14.1% |
34.94 |
1.7% |
54% |
False |
False |
|
| 80 |
2,239.23 |
1,805.66 |
433.57 |
20.6% |
34.84 |
1.7% |
68% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
20.6% |
34.00 |
1.6% |
68% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
20.6% |
31.55 |
1.5% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,219.01 |
|
2.618 |
2,176.48 |
|
1.618 |
2,150.42 |
|
1.000 |
2,134.31 |
|
0.618 |
2,124.36 |
|
HIGH |
2,108.25 |
|
0.618 |
2,098.30 |
|
0.500 |
2,095.22 |
|
0.382 |
2,092.14 |
|
LOW |
2,082.19 |
|
0.618 |
2,066.08 |
|
1.000 |
2,056.13 |
|
1.618 |
2,040.02 |
|
2.618 |
2,013.96 |
|
4.250 |
1,971.44 |
|
|