Day Change Summary |
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Previous |
Current |
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04-Dec-2007 |
05-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
2,053.17 |
2,083.19 |
30.02 |
1.5% |
2,033.24 |
High |
2,070.39 |
2,103.83 |
33.44 |
1.6% |
2,122.64 |
Low |
2,048.65 |
2,079.67 |
31.02 |
1.5% |
1,988.30 |
Close |
2,059.06 |
2,099.31 |
40.25 |
2.0% |
2,089.10 |
Range |
21.74 |
24.16 |
2.42 |
11.1% |
134.34 |
ATR |
45.39 |
45.35 |
-0.04 |
-0.1% |
0.00 |
Volume |
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Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,166.75 |
2,157.19 |
2,112.60 |
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R3 |
2,142.59 |
2,133.03 |
2,105.95 |
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R2 |
2,118.43 |
2,118.43 |
2,103.74 |
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R1 |
2,108.87 |
2,108.87 |
2,101.52 |
2,113.65 |
PP |
2,094.27 |
2,094.27 |
2,094.27 |
2,096.66 |
S1 |
2,084.71 |
2,084.71 |
2,097.10 |
2,089.49 |
S2 |
2,070.11 |
2,070.11 |
2,094.88 |
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S3 |
2,045.95 |
2,060.55 |
2,092.67 |
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S4 |
2,021.79 |
2,036.39 |
2,086.02 |
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Weekly Pivots for week ending 30-Nov-2007 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,469.70 |
2,413.74 |
2,162.99 |
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R3 |
2,335.36 |
2,279.40 |
2,126.04 |
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R2 |
2,201.02 |
2,201.02 |
2,113.73 |
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R1 |
2,145.06 |
2,145.06 |
2,101.41 |
2,173.04 |
PP |
2,066.68 |
2,066.68 |
2,066.68 |
2,080.67 |
S1 |
2,010.72 |
2,010.72 |
2,076.79 |
2,038.70 |
S2 |
1,932.34 |
1,932.34 |
2,064.47 |
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S3 |
1,798.00 |
1,876.38 |
2,052.16 |
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S4 |
1,663.66 |
1,742.04 |
2,015.21 |
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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 |
2,122.64 |
2,048.65 |
73.99 |
3.5% |
30.19 |
1.4% |
68% |
False |
False |
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10 |
2,122.64 |
1,986.45 |
136.19 |
6.5% |
36.96 |
1.8% |
83% |
False |
False |
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20 |
2,219.82 |
1,980.18 |
239.64 |
11.4% |
47.59 |
2.3% |
50% |
False |
False |
|
40 |
2,239.23 |
1,980.18 |
259.05 |
12.3% |
42.10 |
2.0% |
46% |
False |
False |
|
60 |
2,239.23 |
1,975.29 |
263.94 |
12.6% |
35.25 |
1.7% |
47% |
False |
False |
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80 |
2,239.23 |
1,805.66 |
433.57 |
20.7% |
34.60 |
1.6% |
68% |
False |
False |
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100 |
2,239.23 |
1,805.66 |
433.57 |
20.7% |
34.47 |
1.6% |
68% |
False |
False |
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120 |
2,239.23 |
1,805.66 |
433.57 |
20.7% |
32.02 |
1.5% |
68% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,206.51 |
2.618 |
2,167.08 |
1.618 |
2,142.92 |
1.000 |
2,127.99 |
0.618 |
2,118.76 |
HIGH |
2,103.83 |
0.618 |
2,094.60 |
0.500 |
2,091.75 |
0.382 |
2,088.90 |
LOW |
2,079.67 |
0.618 |
2,064.74 |
1.000 |
2,055.51 |
1.618 |
2,040.58 |
2.618 |
2,016.42 |
4.250 |
1,976.99 |
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