| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,150.25 |
2,164.75 |
14.50 |
0.7% |
2,126.50 |
| High |
2,165.75 |
2,174.00 |
8.25 |
0.4% |
2,160.25 |
| Low |
2,147.00 |
2,105.75 |
-41.25 |
-1.9% |
2,072.75 |
| Close |
2,160.00 |
2,111.25 |
-48.75 |
-2.3% |
2,153.50 |
| Range |
18.75 |
68.25 |
49.50 |
264.0% |
87.50 |
| ATR |
40.81 |
42.77 |
1.96 |
4.8% |
0.00 |
| Volume |
5,836 |
6,164 |
328 |
5.6% |
6,963 |
|
| Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,335.00 |
2,291.50 |
2,148.75 |
|
| R3 |
2,266.75 |
2,223.25 |
2,130.00 |
|
| R2 |
2,198.50 |
2,198.50 |
2,123.75 |
|
| R1 |
2,155.00 |
2,155.00 |
2,117.50 |
2,142.50 |
| PP |
2,130.25 |
2,130.25 |
2,130.25 |
2,124.25 |
| S1 |
2,086.75 |
2,086.75 |
2,105.00 |
2,074.50 |
| S2 |
2,062.00 |
2,062.00 |
2,098.75 |
|
| S3 |
1,993.75 |
2,018.50 |
2,092.50 |
|
| S4 |
1,925.50 |
1,950.25 |
2,073.75 |
|
|
| 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 |
2,174.00 |
2,084.25 |
89.75 |
4.3% |
37.25 |
1.8% |
30% |
True |
False |
3,513 |
| 10 |
2,174.00 |
2,045.75 |
128.25 |
6.1% |
40.50 |
1.9% |
51% |
True |
False |
2,088 |
| 20 |
2,174.00 |
2,013.00 |
161.00 |
7.6% |
42.25 |
2.0% |
61% |
True |
False |
1,374 |
| 40 |
2,276.25 |
2,004.75 |
271.50 |
12.9% |
46.00 |
2.2% |
39% |
False |
False |
746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,464.00 |
|
2.618 |
2,352.75 |
|
1.618 |
2,284.50 |
|
1.000 |
2,242.25 |
|
0.618 |
2,216.25 |
|
HIGH |
2,174.00 |
|
0.618 |
2,148.00 |
|
0.500 |
2,140.00 |
|
0.382 |
2,131.75 |
|
LOW |
2,105.75 |
|
0.618 |
2,063.50 |
|
1.000 |
2,037.50 |
|
1.618 |
1,995.25 |
|
2.618 |
1,927.00 |
|
4.250 |
1,815.75 |
|
|