| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,164.75 |
2,113.00 |
-51.75 |
-2.4% |
2,126.50 |
| High |
2,174.00 |
2,154.50 |
-19.50 |
-0.9% |
2,160.25 |
| Low |
2,105.75 |
2,092.50 |
-13.25 |
-0.6% |
2,072.75 |
| Close |
2,111.25 |
2,129.00 |
17.75 |
0.8% |
2,153.50 |
| Range |
68.25 |
62.00 |
-6.25 |
-9.2% |
87.50 |
| ATR |
42.77 |
44.14 |
1.37 |
3.2% |
0.00 |
| Volume |
6,164 |
11,427 |
5,263 |
85.4% |
6,963 |
|
| Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,311.25 |
2,282.25 |
2,163.00 |
|
| R3 |
2,249.25 |
2,220.25 |
2,146.00 |
|
| R2 |
2,187.25 |
2,187.25 |
2,140.25 |
|
| R1 |
2,158.25 |
2,158.25 |
2,134.75 |
2,172.75 |
| PP |
2,125.25 |
2,125.25 |
2,125.25 |
2,132.50 |
| S1 |
2,096.25 |
2,096.25 |
2,123.25 |
2,110.75 |
| S2 |
2,063.25 |
2,063.25 |
2,117.75 |
|
| S3 |
2,001.25 |
2,034.25 |
2,112.00 |
|
| S4 |
1,939.25 |
1,972.25 |
2,095.00 |
|
|
| 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 |
2,092.50 |
81.50 |
3.8% |
41.00 |
1.9% |
45% |
False |
True |
5,582 |
| 10 |
2,174.00 |
2,072.75 |
101.25 |
4.8% |
38.50 |
1.8% |
56% |
False |
False |
3,201 |
| 20 |
2,174.00 |
2,013.00 |
161.00 |
7.6% |
42.25 |
2.0% |
72% |
False |
False |
1,880 |
| 40 |
2,276.25 |
2,004.75 |
271.50 |
12.8% |
46.50 |
2.2% |
46% |
False |
False |
1,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,418.00 |
|
2.618 |
2,316.75 |
|
1.618 |
2,254.75 |
|
1.000 |
2,216.50 |
|
0.618 |
2,192.75 |
|
HIGH |
2,154.50 |
|
0.618 |
2,130.75 |
|
0.500 |
2,123.50 |
|
0.382 |
2,116.25 |
|
LOW |
2,092.50 |
|
0.618 |
2,054.25 |
|
1.000 |
2,030.50 |
|
1.618 |
1,992.25 |
|
2.618 |
1,930.25 |
|
4.250 |
1,829.00 |
|
|