| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2007 |
12-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,188.72 |
2,151.94 |
-36.78 |
-1.7% |
2,151.11 |
| High |
2,194.14 |
2,177.99 |
-16.15 |
-0.7% |
2,194.14 |
| Low |
2,127.07 |
2,148.38 |
21.31 |
1.0% |
2,127.07 |
| Close |
2,140.92 |
2,177.99 |
37.07 |
1.7% |
2,177.99 |
| Range |
67.07 |
29.61 |
-37.46 |
-55.9% |
67.07 |
| ATR |
28.12 |
28.76 |
0.64 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,256.95 |
2,247.08 |
2,194.28 |
|
| R3 |
2,227.34 |
2,217.47 |
2,186.13 |
|
| R2 |
2,197.73 |
2,197.73 |
2,183.42 |
|
| R1 |
2,187.86 |
2,187.86 |
2,180.70 |
2,192.80 |
| PP |
2,168.12 |
2,168.12 |
2,168.12 |
2,170.59 |
| S1 |
2,158.25 |
2,158.25 |
2,175.28 |
2,163.19 |
| S2 |
2,138.51 |
2,138.51 |
2,172.56 |
|
| S3 |
2,108.90 |
2,128.64 |
2,169.85 |
|
| S4 |
2,079.29 |
2,099.03 |
2,161.70 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,367.61 |
2,339.87 |
2,214.88 |
|
| R3 |
2,300.54 |
2,272.80 |
2,196.43 |
|
| R2 |
2,233.47 |
2,233.47 |
2,190.29 |
|
| R1 |
2,205.73 |
2,205.73 |
2,184.14 |
2,219.60 |
| PP |
2,166.40 |
2,166.40 |
2,166.40 |
2,173.34 |
| S1 |
2,138.66 |
2,138.66 |
2,171.84 |
2,152.53 |
| S2 |
2,099.33 |
2,099.33 |
2,165.69 |
|
| S3 |
2,032.26 |
2,071.59 |
2,159.55 |
|
| S4 |
1,965.19 |
2,004.52 |
2,141.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,194.14 |
2,127.07 |
67.07 |
3.1% |
29.15 |
1.3% |
76% |
False |
False |
|
| 10 |
2,194.14 |
2,088.79 |
105.35 |
4.8% |
26.17 |
1.2% |
85% |
False |
False |
|
| 20 |
2,194.14 |
1,975.29 |
218.85 |
10.0% |
24.04 |
1.1% |
93% |
False |
False |
|
| 40 |
2,194.14 |
1,853.87 |
340.27 |
15.6% |
26.15 |
1.2% |
95% |
False |
False |
|
| 60 |
2,194.14 |
1,805.66 |
388.48 |
17.8% |
30.43 |
1.4% |
96% |
False |
False |
|
| 80 |
2,194.14 |
1,805.66 |
388.48 |
17.8% |
27.74 |
1.3% |
96% |
False |
False |
|
| 100 |
2,194.14 |
1,805.66 |
388.48 |
17.8% |
26.26 |
1.2% |
96% |
False |
False |
|
| 120 |
2,194.14 |
1,805.66 |
388.48 |
17.8% |
25.00 |
1.1% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,303.83 |
|
2.618 |
2,255.51 |
|
1.618 |
2,225.90 |
|
1.000 |
2,207.60 |
|
0.618 |
2,196.29 |
|
HIGH |
2,177.99 |
|
0.618 |
2,166.68 |
|
0.500 |
2,163.19 |
|
0.382 |
2,159.69 |
|
LOW |
2,148.38 |
|
0.618 |
2,130.08 |
|
1.000 |
2,118.77 |
|
1.618 |
2,100.47 |
|
2.618 |
2,070.86 |
|
4.250 |
2,022.54 |
|
|