Day Change Summary |
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Previous |
Current |
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|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
1,517.00 |
1,529.25 |
12.25 |
0.8% |
1,498.75 |
High |
1,530.75 |
1,538.25 |
7.50 |
0.5% |
1,525.00 |
Low |
1,511.00 |
1,485.75 |
-25.25 |
-1.7% |
1,471.75 |
Close |
1,529.00 |
1,488.50 |
-40.50 |
-2.6% |
1,517.25 |
Range |
19.75 |
52.50 |
32.75 |
165.8% |
53.25 |
ATR |
25.08 |
27.04 |
1.96 |
7.8% |
0.00 |
Volume |
75,737 |
99,276 |
23,539 |
31.1% |
119,705 |
|
Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,661.75 |
1,627.50 |
1,517.50 |
|
R3 |
1,609.25 |
1,575.00 |
1,503.00 |
|
R2 |
1,556.75 |
1,556.75 |
1,498.00 |
|
R1 |
1,522.50 |
1,522.50 |
1,493.25 |
1,513.50 |
PP |
1,504.25 |
1,504.25 |
1,504.25 |
1,499.50 |
S1 |
1,470.00 |
1,470.00 |
1,483.75 |
1,461.00 |
S2 |
1,451.75 |
1,451.75 |
1,479.00 |
|
S3 |
1,399.25 |
1,417.50 |
1,474.00 |
|
S4 |
1,346.75 |
1,365.00 |
1,459.50 |
|
|
Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,664.50 |
1,644.00 |
1,546.50 |
|
R3 |
1,611.25 |
1,590.75 |
1,532.00 |
|
R2 |
1,558.00 |
1,558.00 |
1,527.00 |
|
R1 |
1,537.50 |
1,537.50 |
1,522.25 |
1,547.75 |
PP |
1,504.75 |
1,504.75 |
1,504.75 |
1,509.75 |
S1 |
1,484.25 |
1,484.25 |
1,512.25 |
1,494.50 |
S2 |
1,451.50 |
1,451.50 |
1,507.50 |
|
S3 |
1,398.25 |
1,431.00 |
1,502.50 |
|
S4 |
1,345.00 |
1,377.75 |
1,488.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,538.25 |
1,473.00 |
65.25 |
4.4% |
28.00 |
1.9% |
24% |
True |
False |
54,573 |
10 |
1,538.25 |
1,429.75 |
108.50 |
7.3% |
26.50 |
1.8% |
54% |
True |
False |
35,474 |
20 |
1,538.25 |
1,415.75 |
122.50 |
8.2% |
27.50 |
1.9% |
59% |
True |
False |
21,786 |
40 |
1,572.50 |
1,415.75 |
156.75 |
10.5% |
27.50 |
1.8% |
46% |
False |
False |
12,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,761.50 |
2.618 |
1,675.75 |
1.618 |
1,623.25 |
1.000 |
1,590.75 |
0.618 |
1,570.75 |
HIGH |
1,538.25 |
0.618 |
1,518.25 |
0.500 |
1,512.00 |
0.382 |
1,505.75 |
LOW |
1,485.75 |
0.618 |
1,453.25 |
1.000 |
1,433.25 |
1.618 |
1,400.75 |
2.618 |
1,348.25 |
4.250 |
1,262.50 |
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