| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2007 |
31-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,118.63 |
2,097.91 |
-20.72 |
-1.0% |
2,113.12 |
| High |
2,121.28 |
2,102.39 |
-18.89 |
-0.9% |
2,141.08 |
| Low |
2,092.03 |
2,083.58 |
-8.45 |
-0.4% |
2,092.03 |
| Close |
2,107.05 |
2,084.93 |
-22.12 |
-1.0% |
2,107.05 |
| Range |
29.25 |
18.81 |
-10.44 |
-35.7% |
49.05 |
| ATR |
37.24 |
36.26 |
-0.98 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,146.73 |
2,134.64 |
2,095.28 |
|
| R3 |
2,127.92 |
2,115.83 |
2,090.10 |
|
| R2 |
2,109.11 |
2,109.11 |
2,088.38 |
|
| R1 |
2,097.02 |
2,097.02 |
2,086.65 |
2,093.66 |
| PP |
2,090.30 |
2,090.30 |
2,090.30 |
2,088.62 |
| S1 |
2,078.21 |
2,078.21 |
2,083.21 |
2,074.85 |
| S2 |
2,071.49 |
2,071.49 |
2,081.48 |
|
| S3 |
2,052.68 |
2,059.40 |
2,079.76 |
|
| S4 |
2,033.87 |
2,040.59 |
2,074.58 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,260.54 |
2,232.84 |
2,134.03 |
|
| R3 |
2,211.49 |
2,183.79 |
2,120.54 |
|
| R2 |
2,162.44 |
2,162.44 |
2,116.04 |
|
| R1 |
2,134.74 |
2,134.74 |
2,111.55 |
2,124.07 |
| PP |
2,113.39 |
2,113.39 |
2,113.39 |
2,108.05 |
| S1 |
2,085.69 |
2,085.69 |
2,102.55 |
2,075.02 |
| S2 |
2,064.34 |
2,064.34 |
2,098.06 |
|
| S3 |
2,015.29 |
2,036.64 |
2,093.56 |
|
| S4 |
1,966.24 |
1,987.59 |
2,080.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,141.08 |
2,083.58 |
57.50 |
2.8% |
24.61 |
1.2% |
2% |
False |
True |
|
| 10 |
2,141.08 |
1,999.59 |
141.49 |
6.8% |
28.40 |
1.4% |
60% |
False |
False |
|
| 20 |
2,147.68 |
1,999.59 |
148.09 |
7.1% |
29.97 |
1.4% |
58% |
False |
False |
|
| 40 |
2,224.43 |
1,980.18 |
244.25 |
11.7% |
39.57 |
1.9% |
43% |
False |
False |
|
| 60 |
2,239.23 |
1,980.18 |
259.05 |
12.4% |
37.97 |
1.8% |
40% |
False |
False |
|
| 80 |
2,239.23 |
1,943.27 |
295.96 |
14.2% |
34.07 |
1.6% |
48% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
20.8% |
34.11 |
1.6% |
64% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
20.8% |
33.59 |
1.6% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,182.33 |
|
2.618 |
2,151.63 |
|
1.618 |
2,132.82 |
|
1.000 |
2,121.20 |
|
0.618 |
2,114.01 |
|
HIGH |
2,102.39 |
|
0.618 |
2,095.20 |
|
0.500 |
2,092.99 |
|
0.382 |
2,090.77 |
|
LOW |
2,083.58 |
|
0.618 |
2,071.96 |
|
1.000 |
2,064.77 |
|
1.618 |
2,053.15 |
|
2.618 |
2,034.34 |
|
4.250 |
2,003.64 |
|
|