Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2007 |
28-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
6,180.0 |
6,201.0 |
21.0 |
0.3% |
6,339.5 |
High |
6,222.5 |
6,358.0 |
135.5 |
2.2% |
6,361.5 |
Low |
6,107.5 |
6,201.0 |
93.5 |
1.5% |
6,069.0 |
Close |
6,176.5 |
6,355.0 |
178.5 |
2.9% |
6,299.0 |
Range |
115.0 |
157.0 |
42.0 |
36.5% |
292.5 |
ATR |
111.2 |
116.2 |
5.0 |
4.5% |
0.0 |
Volume |
1,125 |
202 |
-923 |
-82.0% |
3,131 |
|
Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,775.5 |
6,722.5 |
6,441.5 |
|
R3 |
6,618.5 |
6,565.5 |
6,398.0 |
|
R2 |
6,461.5 |
6,461.5 |
6,384.0 |
|
R1 |
6,408.5 |
6,408.5 |
6,369.5 |
6,435.0 |
PP |
6,304.5 |
6,304.5 |
6,304.5 |
6,318.0 |
S1 |
6,251.5 |
6,251.5 |
6,340.5 |
6,278.0 |
S2 |
6,147.5 |
6,147.5 |
6,326.0 |
|
S3 |
5,990.5 |
6,094.5 |
6,312.0 |
|
S4 |
5,833.5 |
5,937.5 |
6,268.5 |
|
|
Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,120.5 |
7,002.5 |
6,460.0 |
|
R3 |
6,828.0 |
6,710.0 |
6,379.5 |
|
R2 |
6,535.5 |
6,535.5 |
6,352.5 |
|
R1 |
6,417.5 |
6,417.5 |
6,326.0 |
6,330.0 |
PP |
6,243.0 |
6,243.0 |
6,243.0 |
6,199.5 |
S1 |
6,125.0 |
6,125.0 |
6,272.0 |
6,038.0 |
S2 |
5,950.5 |
5,950.5 |
6,245.5 |
|
S3 |
5,658.0 |
5,832.5 |
6,218.5 |
|
S4 |
5,365.5 |
5,540.0 |
6,138.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,358.0 |
6,069.0 |
289.0 |
4.5% |
117.5 |
1.8% |
99% |
True |
False |
908 |
10 |
6,490.0 |
6,069.0 |
421.0 |
6.6% |
121.5 |
1.9% |
68% |
False |
False |
603 |
20 |
6,775.5 |
6,069.0 |
706.5 |
11.1% |
110.0 |
1.7% |
40% |
False |
False |
419 |
40 |
6,821.5 |
6,069.0 |
752.5 |
11.8% |
85.0 |
1.3% |
38% |
False |
False |
264 |
60 |
6,821.5 |
6,069.0 |
752.5 |
11.8% |
67.5 |
1.1% |
38% |
False |
False |
195 |
80 |
6,821.5 |
5,903.0 |
918.5 |
14.5% |
59.0 |
0.9% |
49% |
False |
False |
164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,025.0 |
2.618 |
6,769.0 |
1.618 |
6,612.0 |
1.000 |
6,515.0 |
0.618 |
6,455.0 |
HIGH |
6,358.0 |
0.618 |
6,298.0 |
0.500 |
6,279.5 |
0.382 |
6,261.0 |
LOW |
6,201.0 |
0.618 |
6,104.0 |
1.000 |
6,044.0 |
1.618 |
5,947.0 |
2.618 |
5,790.0 |
4.250 |
5,534.0 |
|
|