| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,146.75 |
2,150.25 |
3.50 |
0.2% |
2,126.50 |
| High |
2,160.25 |
2,165.75 |
5.50 |
0.3% |
2,160.25 |
| Low |
2,138.50 |
2,147.00 |
8.50 |
0.4% |
2,072.75 |
| Close |
2,153.50 |
2,160.00 |
6.50 |
0.3% |
2,153.50 |
| Range |
21.75 |
18.75 |
-3.00 |
-13.8% |
87.50 |
| ATR |
42.51 |
40.81 |
-1.70 |
-4.0% |
0.00 |
| Volume |
2,973 |
5,836 |
2,863 |
96.3% |
6,963 |
|
| Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,213.75 |
2,205.75 |
2,170.25 |
|
| R3 |
2,195.00 |
2,187.00 |
2,165.25 |
|
| R2 |
2,176.25 |
2,176.25 |
2,163.50 |
|
| R1 |
2,168.25 |
2,168.25 |
2,161.75 |
2,172.25 |
| PP |
2,157.50 |
2,157.50 |
2,157.50 |
2,159.50 |
| S1 |
2,149.50 |
2,149.50 |
2,158.25 |
2,153.50 |
| S2 |
2,138.75 |
2,138.75 |
2,156.50 |
|
| S3 |
2,120.00 |
2,130.75 |
2,154.75 |
|
| S4 |
2,101.25 |
2,112.00 |
2,149.75 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,391.25 |
2,360.00 |
2,201.50 |
|
| R3 |
2,303.75 |
2,272.50 |
2,177.50 |
|
| R2 |
2,216.25 |
2,216.25 |
2,169.50 |
|
| R1 |
2,185.00 |
2,185.00 |
2,161.50 |
2,200.50 |
| PP |
2,128.75 |
2,128.75 |
2,128.75 |
2,136.75 |
| S1 |
2,097.50 |
2,097.50 |
2,145.50 |
2,113.00 |
| S2 |
2,041.25 |
2,041.25 |
2,137.50 |
|
| S3 |
1,953.75 |
2,010.00 |
2,129.50 |
|
| S4 |
1,866.25 |
1,922.50 |
2,105.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,165.75 |
2,072.75 |
93.00 |
4.3% |
29.25 |
1.3% |
94% |
True |
False |
2,401 |
| 10 |
2,165.75 |
2,016.25 |
149.50 |
6.9% |
38.00 |
1.8% |
96% |
True |
False |
1,529 |
| 20 |
2,165.75 |
2,004.75 |
161.00 |
7.5% |
43.50 |
2.0% |
96% |
True |
False |
1,085 |
| 40 |
2,276.25 |
2,004.75 |
271.50 |
12.6% |
45.00 |
2.1% |
57% |
False |
False |
592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,245.50 |
|
2.618 |
2,214.75 |
|
1.618 |
2,196.00 |
|
1.000 |
2,184.50 |
|
0.618 |
2,177.25 |
|
HIGH |
2,165.75 |
|
0.618 |
2,158.50 |
|
0.500 |
2,156.50 |
|
0.382 |
2,154.25 |
|
LOW |
2,147.00 |
|
0.618 |
2,135.50 |
|
1.000 |
2,128.25 |
|
1.618 |
2,116.75 |
|
2.618 |
2,098.00 |
|
4.250 |
2,067.25 |
|
|