| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,083.19 |
2,099.70 |
16.51 |
0.8% |
2,033.24 |
| High |
2,103.83 |
2,128.32 |
24.49 |
1.2% |
2,122.64 |
| Low |
2,079.67 |
2,098.30 |
18.63 |
0.9% |
1,988.30 |
| Close |
2,099.31 |
2,127.65 |
28.34 |
1.3% |
2,089.10 |
| Range |
24.16 |
30.02 |
5.86 |
24.3% |
134.34 |
| ATR |
45.35 |
44.25 |
-1.09 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,208.15 |
2,197.92 |
2,144.16 |
|
| R3 |
2,178.13 |
2,167.90 |
2,135.91 |
|
| R2 |
2,148.11 |
2,148.11 |
2,133.15 |
|
| R1 |
2,137.88 |
2,137.88 |
2,130.40 |
2,143.00 |
| PP |
2,118.09 |
2,118.09 |
2,118.09 |
2,120.65 |
| S1 |
2,107.86 |
2,107.86 |
2,124.90 |
2,112.98 |
| S2 |
2,088.07 |
2,088.07 |
2,122.15 |
|
| S3 |
2,058.05 |
2,077.84 |
2,119.39 |
|
| S4 |
2,028.03 |
2,047.82 |
2,111.14 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.70 |
2,413.74 |
2,162.99 |
|
| R3 |
2,335.36 |
2,279.40 |
2,126.04 |
|
| R2 |
2,201.02 |
2,201.02 |
2,113.73 |
|
| 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 |
|
| S3 |
1,798.00 |
1,876.38 |
2,052.16 |
|
| S4 |
1,663.66 |
1,742.04 |
2,015.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,128.32 |
2,048.65 |
79.67 |
3.7% |
30.98 |
1.5% |
99% |
True |
False |
|
| 10 |
2,128.32 |
1,988.30 |
140.02 |
6.6% |
34.67 |
1.6% |
100% |
True |
False |
|
| 20 |
2,167.81 |
1,980.18 |
187.63 |
8.8% |
46.53 |
2.2% |
79% |
False |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.2% |
42.50 |
2.0% |
57% |
False |
False |
|
| 60 |
2,239.23 |
1,975.29 |
263.94 |
12.4% |
35.37 |
1.7% |
58% |
False |
False |
|
| 80 |
2,239.23 |
1,805.66 |
433.57 |
20.4% |
34.48 |
1.6% |
74% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
20.4% |
34.62 |
1.6% |
74% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
20.4% |
32.20 |
1.5% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,255.91 |
|
2.618 |
2,206.91 |
|
1.618 |
2,176.89 |
|
1.000 |
2,158.34 |
|
0.618 |
2,146.87 |
|
HIGH |
2,128.32 |
|
0.618 |
2,116.85 |
|
0.500 |
2,113.31 |
|
0.382 |
2,109.77 |
|
LOW |
2,098.30 |
|
0.618 |
2,079.75 |
|
1.000 |
2,068.28 |
|
1.618 |
2,049.73 |
|
2.618 |
2,019.71 |
|
4.250 |
1,970.72 |
|
|