Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2007 |
28-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
1,418.50 |
1,435.00 |
16.50 |
1.2% |
1,471.00 |
High |
1,441.50 |
1,484.25 |
42.75 |
3.0% |
1,474.50 |
Low |
1,415.75 |
1,429.75 |
14.00 |
1.0% |
1,426.00 |
Close |
1,435.50 |
1,480.00 |
44.50 |
3.1% |
1,451.00 |
Range |
25.75 |
54.50 |
28.75 |
111.7% |
48.50 |
ATR |
27.25 |
29.20 |
1.95 |
7.1% |
0.00 |
Volume |
15,964 |
19,285 |
3,321 |
20.8% |
41,535 |
|
Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,628.25 |
1,608.50 |
1,510.00 |
|
R3 |
1,573.75 |
1,554.00 |
1,495.00 |
|
R2 |
1,519.25 |
1,519.25 |
1,490.00 |
|
R1 |
1,499.50 |
1,499.50 |
1,485.00 |
1,509.50 |
PP |
1,464.75 |
1,464.75 |
1,464.75 |
1,469.50 |
S1 |
1,445.00 |
1,445.00 |
1,475.00 |
1,455.00 |
S2 |
1,410.25 |
1,410.25 |
1,470.00 |
|
S3 |
1,355.75 |
1,390.50 |
1,465.00 |
|
S4 |
1,301.25 |
1,336.00 |
1,450.00 |
|
|
Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,596.00 |
1,572.00 |
1,477.75 |
|
R3 |
1,547.50 |
1,523.50 |
1,464.25 |
|
R2 |
1,499.00 |
1,499.00 |
1,460.00 |
|
R1 |
1,475.00 |
1,475.00 |
1,455.50 |
1,462.75 |
PP |
1,450.50 |
1,450.50 |
1,450.50 |
1,444.50 |
S1 |
1,426.50 |
1,426.50 |
1,446.50 |
1,414.25 |
S2 |
1,402.00 |
1,402.00 |
1,442.00 |
|
S3 |
1,353.50 |
1,378.00 |
1,437.75 |
|
S4 |
1,305.00 |
1,329.50 |
1,424.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,484.25 |
1,415.75 |
68.50 |
4.6% |
29.75 |
2.0% |
94% |
True |
False |
10,892 |
10 |
1,506.00 |
1,415.75 |
90.25 |
6.1% |
31.25 |
2.1% |
71% |
False |
False |
9,333 |
20 |
1,564.25 |
1,415.75 |
148.50 |
10.0% |
32.00 |
2.2% |
43% |
False |
False |
6,504 |
40 |
1,598.50 |
1,415.75 |
182.75 |
12.3% |
26.00 |
1.8% |
35% |
False |
False |
3,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,716.00 |
2.618 |
1,627.00 |
1.618 |
1,572.50 |
1.000 |
1,538.75 |
0.618 |
1,518.00 |
HIGH |
1,484.25 |
0.618 |
1,463.50 |
0.500 |
1,457.00 |
0.382 |
1,450.50 |
LOW |
1,429.75 |
0.618 |
1,396.00 |
1.000 |
1,375.25 |
1.618 |
1,341.50 |
2.618 |
1,287.00 |
4.250 |
1,198.00 |
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