| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,113.00 |
2,129.00 |
16.00 |
0.8% |
2,126.50 |
| High |
2,154.50 |
2,129.00 |
-25.50 |
-1.2% |
2,160.25 |
| Low |
2,092.50 |
2,095.25 |
2.75 |
0.1% |
2,072.75 |
| Close |
2,129.00 |
2,114.00 |
-15.00 |
-0.7% |
2,153.50 |
| Range |
62.00 |
33.75 |
-28.25 |
-45.6% |
87.50 |
| ATR |
44.14 |
43.40 |
-0.74 |
-1.7% |
0.00 |
| Volume |
11,427 |
30,699 |
19,272 |
168.7% |
6,963 |
|
| Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,214.00 |
2,197.75 |
2,132.50 |
|
| R3 |
2,180.25 |
2,164.00 |
2,123.25 |
|
| R2 |
2,146.50 |
2,146.50 |
2,120.25 |
|
| R1 |
2,130.25 |
2,130.25 |
2,117.00 |
2,121.50 |
| PP |
2,112.75 |
2,112.75 |
2,112.75 |
2,108.50 |
| S1 |
2,096.50 |
2,096.50 |
2,111.00 |
2,087.75 |
| S2 |
2,079.00 |
2,079.00 |
2,107.75 |
|
| S3 |
2,045.25 |
2,062.75 |
2,104.75 |
|
| S4 |
2,011.50 |
2,029.00 |
2,095.50 |
|
|
| 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 |
3.9% |
41.00 |
1.9% |
26% |
False |
False |
11,419 |
| 10 |
2,174.00 |
2,072.75 |
101.25 |
4.8% |
39.25 |
1.9% |
41% |
False |
False |
6,224 |
| 20 |
2,174.00 |
2,013.00 |
161.00 |
7.6% |
41.75 |
2.0% |
63% |
False |
False |
3,396 |
| 40 |
2,276.25 |
2,004.75 |
271.50 |
12.8% |
46.75 |
2.2% |
40% |
False |
False |
1,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,272.50 |
|
2.618 |
2,217.25 |
|
1.618 |
2,183.50 |
|
1.000 |
2,162.75 |
|
0.618 |
2,149.75 |
|
HIGH |
2,129.00 |
|
0.618 |
2,116.00 |
|
0.500 |
2,112.00 |
|
0.382 |
2,108.25 |
|
LOW |
2,095.25 |
|
0.618 |
2,074.50 |
|
1.000 |
2,061.50 |
|
1.618 |
2,040.75 |
|
2.618 |
2,007.00 |
|
4.250 |
1,951.75 |
|
|