| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2007 |
17-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
8,107.0 |
8,090.0 |
-17.0 |
-0.2% |
8,155.0 |
| High |
8,120.0 |
8,160.0 |
40.0 |
0.5% |
8,204.5 |
| Low |
8,077.0 |
8,087.0 |
10.0 |
0.1% |
8,098.0 |
| Close |
8,095.5 |
8,117.0 |
21.5 |
0.3% |
8,178.5 |
| Range |
43.0 |
73.0 |
30.0 |
69.8% |
106.5 |
| ATR |
79.1 |
78.7 |
-0.4 |
-0.6% |
0.0 |
| Volume |
458 |
496 |
38 |
8.3% |
3,100 |
|
| Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,340.3 |
8,301.7 |
8,157.2 |
|
| R3 |
8,267.3 |
8,228.7 |
8,137.1 |
|
| R2 |
8,194.3 |
8,194.3 |
8,130.4 |
|
| R1 |
8,155.7 |
8,155.7 |
8,123.7 |
8,175.0 |
| PP |
8,121.3 |
8,121.3 |
8,121.3 |
8,131.0 |
| S1 |
8,082.7 |
8,082.7 |
8,110.3 |
8,102.0 |
| S2 |
8,048.3 |
8,048.3 |
8,103.6 |
|
| S3 |
7,975.3 |
8,009.7 |
8,096.9 |
|
| S4 |
7,902.3 |
7,936.7 |
8,076.9 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,479.8 |
8,435.7 |
8,237.1 |
|
| R3 |
8,373.3 |
8,329.2 |
8,207.8 |
|
| R2 |
8,266.8 |
8,266.8 |
8,198.0 |
|
| R1 |
8,222.7 |
8,222.7 |
8,188.3 |
8,244.8 |
| PP |
8,160.3 |
8,160.3 |
8,160.3 |
8,171.4 |
| S1 |
8,116.2 |
8,116.2 |
8,168.7 |
8,138.3 |
| S2 |
8,053.8 |
8,053.8 |
8,159.0 |
|
| S3 |
7,947.3 |
8,009.7 |
8,149.2 |
|
| S4 |
7,840.8 |
7,903.2 |
8,119.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,204.5 |
8,077.0 |
127.5 |
1.6% |
70.0 |
0.9% |
31% |
False |
False |
456 |
| 10 |
8,204.5 |
8,074.0 |
130.5 |
1.6% |
61.7 |
0.8% |
33% |
False |
False |
553 |
| 20 |
8,204.5 |
7,865.5 |
339.0 |
4.2% |
60.0 |
0.7% |
74% |
False |
False |
1,359 |
| 40 |
8,204.5 |
7,543.0 |
661.5 |
8.1% |
80.4 |
1.0% |
87% |
False |
False |
1,045 |
| 60 |
8,204.5 |
7,398.0 |
806.5 |
9.9% |
89.4 |
1.1% |
89% |
False |
False |
746 |
| 80 |
8,390.0 |
7,398.0 |
992.0 |
12.2% |
95.0 |
1.2% |
72% |
False |
False |
595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,470.3 |
|
2.618 |
8,351.1 |
|
1.618 |
8,278.1 |
|
1.000 |
8,233.0 |
|
0.618 |
8,205.1 |
|
HIGH |
8,160.0 |
|
0.618 |
8,132.1 |
|
0.500 |
8,123.5 |
|
0.382 |
8,114.9 |
|
LOW |
8,087.0 |
|
0.618 |
8,041.9 |
|
1.000 |
8,014.0 |
|
1.618 |
7,968.9 |
|
2.618 |
7,895.9 |
|
4.250 |
7,776.8 |
|
|