| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2007 |
16-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,182.06 |
2,147.88 |
-34.18 |
-1.6% |
2,151.11 |
| High |
2,184.86 |
2,166.65 |
-18.21 |
-0.8% |
2,194.14 |
| Low |
2,143.90 |
2,143.56 |
-0.34 |
0.0% |
2,127.07 |
| Close |
2,158.92 |
2,151.14 |
-7.78 |
-0.4% |
2,177.99 |
| Range |
40.96 |
23.09 |
-17.87 |
-43.6% |
67.07 |
| ATR |
29.63 |
29.16 |
-0.47 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,223.05 |
2,210.19 |
2,163.84 |
|
| R3 |
2,199.96 |
2,187.10 |
2,157.49 |
|
| R2 |
2,176.87 |
2,176.87 |
2,155.37 |
|
| R1 |
2,164.01 |
2,164.01 |
2,153.26 |
2,170.44 |
| PP |
2,153.78 |
2,153.78 |
2,153.78 |
2,157.00 |
| S1 |
2,140.92 |
2,140.92 |
2,149.02 |
2,147.35 |
| S2 |
2,130.69 |
2,130.69 |
2,146.91 |
|
| S3 |
2,107.60 |
2,117.83 |
2,144.79 |
|
| S4 |
2,084.51 |
2,094.74 |
2,138.44 |
|
|
| 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% |
34.95 |
1.6% |
36% |
False |
False |
|
| 10 |
2,194.14 |
2,088.79 |
105.35 |
4.9% |
28.44 |
1.3% |
59% |
False |
False |
|
| 20 |
2,194.14 |
2,029.53 |
164.61 |
7.7% |
23.75 |
1.1% |
74% |
False |
False |
|
| 40 |
2,194.14 |
1,886.45 |
307.69 |
14.3% |
26.13 |
1.2% |
86% |
False |
False |
|
| 60 |
2,194.14 |
1,805.66 |
388.48 |
18.1% |
30.86 |
1.4% |
89% |
False |
False |
|
| 80 |
2,194.14 |
1,805.66 |
388.48 |
18.1% |
27.91 |
1.3% |
89% |
False |
False |
|
| 100 |
2,194.14 |
1,805.66 |
388.48 |
18.1% |
26.26 |
1.2% |
89% |
False |
False |
|
| 120 |
2,194.14 |
1,805.66 |
388.48 |
18.1% |
25.23 |
1.2% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,264.78 |
|
2.618 |
2,227.10 |
|
1.618 |
2,204.01 |
|
1.000 |
2,189.74 |
|
0.618 |
2,180.92 |
|
HIGH |
2,166.65 |
|
0.618 |
2,157.83 |
|
0.500 |
2,155.11 |
|
0.382 |
2,152.38 |
|
LOW |
2,143.56 |
|
0.618 |
2,129.29 |
|
1.000 |
2,120.47 |
|
1.618 |
2,106.20 |
|
2.618 |
2,083.11 |
|
4.250 |
2,045.43 |
|
|