| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,131.67 |
2,137.82 |
6.15 |
0.3% |
2,080.10 |
| High |
2,141.36 |
2,147.68 |
6.32 |
0.3% |
2,135.24 |
| Low |
2,126.97 |
2,081.55 |
-45.42 |
-2.1% |
2,048.65 |
| Close |
2,134.88 |
2,083.72 |
-51.16 |
-2.4% |
2,130.00 |
| Range |
14.39 |
66.13 |
51.74 |
359.6% |
86.59 |
| ATR |
40.42 |
42.25 |
1.84 |
4.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,302.71 |
2,259.34 |
2,120.09 |
|
| R3 |
2,236.58 |
2,193.21 |
2,101.91 |
|
| R2 |
2,170.45 |
2,170.45 |
2,095.84 |
|
| R1 |
2,127.08 |
2,127.08 |
2,089.78 |
2,115.70 |
| PP |
2,104.32 |
2,104.32 |
2,104.32 |
2,098.63 |
| S1 |
2,060.95 |
2,060.95 |
2,077.66 |
2,049.57 |
| S2 |
2,038.19 |
2,038.19 |
2,071.60 |
|
| S3 |
1,972.06 |
1,994.82 |
2,065.53 |
|
| S4 |
1,905.93 |
1,928.69 |
2,047.35 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,364.40 |
2,333.79 |
2,177.62 |
|
| R3 |
2,277.81 |
2,247.20 |
2,153.81 |
|
| R2 |
2,191.22 |
2,191.22 |
2,145.87 |
|
| R1 |
2,160.61 |
2,160.61 |
2,137.94 |
2,175.92 |
| PP |
2,104.63 |
2,104.63 |
2,104.63 |
2,112.28 |
| S1 |
2,074.02 |
2,074.02 |
2,122.06 |
2,089.33 |
| S2 |
2,018.04 |
2,018.04 |
2,114.13 |
|
| S3 |
1,931.45 |
1,987.43 |
2,106.19 |
|
| S4 |
1,844.86 |
1,900.84 |
2,082.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,147.68 |
2,079.67 |
68.01 |
3.3% |
30.66 |
1.5% |
6% |
True |
False |
|
| 10 |
2,147.68 |
2,048.65 |
99.03 |
4.8% |
32.53 |
1.6% |
35% |
True |
False |
|
| 20 |
2,147.68 |
1,986.45 |
161.23 |
7.7% |
41.07 |
2.0% |
60% |
True |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.4% |
41.54 |
2.0% |
40% |
False |
False |
|
| 60 |
2,239.23 |
1,980.18 |
259.05 |
12.4% |
36.05 |
1.7% |
40% |
False |
False |
|
| 80 |
2,239.23 |
1,874.27 |
364.96 |
17.5% |
33.86 |
1.6% |
57% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
20.8% |
35.04 |
1.7% |
64% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
20.8% |
32.45 |
1.6% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,428.73 |
|
2.618 |
2,320.81 |
|
1.618 |
2,254.68 |
|
1.000 |
2,213.81 |
|
0.618 |
2,188.55 |
|
HIGH |
2,147.68 |
|
0.618 |
2,122.42 |
|
0.500 |
2,114.62 |
|
0.382 |
2,106.81 |
|
LOW |
2,081.55 |
|
0.618 |
2,040.68 |
|
1.000 |
2,015.42 |
|
1.618 |
1,974.55 |
|
2.618 |
1,908.42 |
|
4.250 |
1,800.50 |
|
|