Day Change Summary |
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Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
1,529.25 |
1,489.50 |
-39.75 |
-2.6% |
1,498.75 |
High |
1,538.25 |
1,526.75 |
-11.50 |
-0.7% |
1,525.00 |
Low |
1,485.75 |
1,478.75 |
-7.00 |
-0.5% |
1,471.75 |
Close |
1,488.50 |
1,500.50 |
12.00 |
0.8% |
1,517.25 |
Range |
52.50 |
48.00 |
-4.50 |
-8.6% |
53.25 |
ATR |
27.04 |
28.54 |
1.50 |
5.5% |
0.00 |
Volume |
99,276 |
224,045 |
124,769 |
125.7% |
119,705 |
|
Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,646.00 |
1,621.25 |
1,527.00 |
|
R3 |
1,598.00 |
1,573.25 |
1,513.75 |
|
R2 |
1,550.00 |
1,550.00 |
1,509.25 |
|
R1 |
1,525.25 |
1,525.25 |
1,505.00 |
1,537.50 |
PP |
1,502.00 |
1,502.00 |
1,502.00 |
1,508.25 |
S1 |
1,477.25 |
1,477.25 |
1,496.00 |
1,489.50 |
S2 |
1,454.00 |
1,454.00 |
1,491.75 |
|
S3 |
1,406.00 |
1,429.25 |
1,487.25 |
|
S4 |
1,358.00 |
1,381.25 |
1,474.00 |
|
|
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 |
1,478.75 |
59.50 |
4.0% |
32.50 |
2.2% |
37% |
False |
True |
92,823 |
10 |
1,538.25 |
1,470.25 |
68.00 |
4.5% |
26.00 |
1.7% |
44% |
False |
False |
55,950 |
20 |
1,538.25 |
1,415.75 |
122.50 |
8.2% |
28.75 |
1.9% |
69% |
False |
False |
32,642 |
40 |
1,569.00 |
1,415.75 |
153.25 |
10.2% |
28.00 |
1.9% |
55% |
False |
False |
17,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,730.75 |
2.618 |
1,652.50 |
1.618 |
1,604.50 |
1.000 |
1,574.75 |
0.618 |
1,556.50 |
HIGH |
1,526.75 |
0.618 |
1,508.50 |
0.500 |
1,502.75 |
0.382 |
1,497.00 |
LOW |
1,478.75 |
0.618 |
1,449.00 |
1.000 |
1,430.75 |
1.618 |
1,401.00 |
2.618 |
1,353.00 |
4.250 |
1,274.75 |
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