| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2007 |
08-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,123.49 |
2,151.11 |
27.62 |
1.3% |
2,092.60 |
| High |
2,151.72 |
2,163.26 |
11.54 |
0.5% |
2,151.72 |
| Low |
2,118.13 |
2,144.22 |
26.09 |
1.2% |
2,088.79 |
| Close |
2,149.67 |
2,163.26 |
13.59 |
0.6% |
2,149.67 |
| Range |
33.59 |
19.04 |
-14.55 |
-43.3% |
62.93 |
| ATR |
27.33 |
26.74 |
-0.59 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,214.03 |
2,207.69 |
2,173.73 |
|
| R3 |
2,194.99 |
2,188.65 |
2,168.50 |
|
| R2 |
2,175.95 |
2,175.95 |
2,166.75 |
|
| R1 |
2,169.61 |
2,169.61 |
2,165.01 |
2,172.78 |
| PP |
2,156.91 |
2,156.91 |
2,156.91 |
2,158.50 |
| S1 |
2,150.57 |
2,150.57 |
2,161.51 |
2,153.74 |
| S2 |
2,137.87 |
2,137.87 |
2,159.77 |
|
| S3 |
2,118.83 |
2,131.53 |
2,158.02 |
|
| S4 |
2,099.79 |
2,112.49 |
2,152.79 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,318.85 |
2,297.19 |
2,184.28 |
|
| R3 |
2,255.92 |
2,234.26 |
2,166.98 |
|
| R2 |
2,192.99 |
2,192.99 |
2,161.21 |
|
| R1 |
2,171.33 |
2,171.33 |
2,155.44 |
2,182.16 |
| PP |
2,130.06 |
2,130.06 |
2,130.06 |
2,135.48 |
| S1 |
2,108.40 |
2,108.40 |
2,143.90 |
2,119.23 |
| S2 |
2,067.13 |
2,067.13 |
2,138.13 |
|
| S3 |
2,004.20 |
2,045.47 |
2,132.36 |
|
| S4 |
1,941.27 |
1,982.54 |
2,115.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,163.26 |
2,088.79 |
74.47 |
3.4% |
21.37 |
1.0% |
100% |
True |
False |
|
| 10 |
2,163.26 |
2,048.34 |
114.92 |
5.3% |
20.85 |
1.0% |
100% |
True |
False |
|
| 20 |
2,163.26 |
1,969.52 |
193.74 |
9.0% |
21.83 |
1.0% |
100% |
True |
False |
|
| 40 |
2,163.26 |
1,805.66 |
357.60 |
16.5% |
27.09 |
1.3% |
100% |
True |
False |
|
| 60 |
2,163.26 |
1,805.66 |
357.60 |
16.5% |
29.34 |
1.4% |
100% |
True |
False |
|
| 80 |
2,163.26 |
1,805.66 |
357.60 |
16.5% |
26.88 |
1.2% |
100% |
True |
False |
|
| 100 |
2,163.26 |
1,805.66 |
357.60 |
16.5% |
25.60 |
1.2% |
100% |
True |
False |
|
| 120 |
2,163.26 |
1,805.66 |
357.60 |
16.5% |
24.51 |
1.1% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,244.18 |
|
2.618 |
2,213.11 |
|
1.618 |
2,194.07 |
|
1.000 |
2,182.30 |
|
0.618 |
2,175.03 |
|
HIGH |
2,163.26 |
|
0.618 |
2,155.99 |
|
0.500 |
2,153.74 |
|
0.382 |
2,151.49 |
|
LOW |
2,144.22 |
|
0.618 |
2,132.45 |
|
1.000 |
2,125.18 |
|
1.618 |
2,113.41 |
|
2.618 |
2,094.37 |
|
4.250 |
2,063.30 |
|
|