| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2007 |
17-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,147.88 |
2,182.70 |
34.82 |
1.6% |
2,151.11 |
| High |
2,166.65 |
2,182.85 |
16.20 |
0.7% |
2,194.14 |
| Low |
2,143.56 |
2,143.54 |
-0.02 |
0.0% |
2,127.07 |
| Close |
2,151.14 |
2,179.14 |
28.00 |
1.3% |
2,177.99 |
| Range |
23.09 |
39.31 |
16.22 |
70.2% |
67.07 |
| ATR |
29.16 |
29.89 |
0.72 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,286.44 |
2,272.10 |
2,200.76 |
|
| R3 |
2,247.13 |
2,232.79 |
2,189.95 |
|
| R2 |
2,207.82 |
2,207.82 |
2,186.35 |
|
| R1 |
2,193.48 |
2,193.48 |
2,182.74 |
2,181.00 |
| PP |
2,168.51 |
2,168.51 |
2,168.51 |
2,162.27 |
| S1 |
2,154.17 |
2,154.17 |
2,175.54 |
2,141.69 |
| S2 |
2,129.20 |
2,129.20 |
2,171.93 |
|
| S3 |
2,089.89 |
2,114.86 |
2,168.33 |
|
| S4 |
2,050.58 |
2,075.55 |
2,157.52 |
|
|
| 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% |
40.01 |
1.8% |
78% |
False |
False |
|
| 10 |
2,194.14 |
2,088.79 |
105.35 |
4.8% |
30.16 |
1.4% |
86% |
False |
False |
|
| 20 |
2,194.14 |
2,029.53 |
164.61 |
7.6% |
24.50 |
1.1% |
91% |
False |
False |
|
| 40 |
2,194.14 |
1,899.24 |
294.90 |
13.5% |
26.40 |
1.2% |
95% |
False |
False |
|
| 60 |
2,194.14 |
1,805.66 |
388.48 |
17.8% |
30.81 |
1.4% |
96% |
False |
False |
|
| 80 |
2,194.14 |
1,805.66 |
388.48 |
17.8% |
28.03 |
1.3% |
96% |
False |
False |
|
| 100 |
2,194.14 |
1,805.66 |
388.48 |
17.8% |
26.51 |
1.2% |
96% |
False |
False |
|
| 120 |
2,194.14 |
1,805.66 |
388.48 |
17.8% |
25.46 |
1.2% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,349.92 |
|
2.618 |
2,285.76 |
|
1.618 |
2,246.45 |
|
1.000 |
2,222.16 |
|
0.618 |
2,207.14 |
|
HIGH |
2,182.85 |
|
0.618 |
2,167.83 |
|
0.500 |
2,163.20 |
|
0.382 |
2,158.56 |
|
LOW |
2,143.54 |
|
0.618 |
2,119.25 |
|
1.000 |
2,104.23 |
|
1.618 |
2,079.94 |
|
2.618 |
2,040.63 |
|
4.250 |
1,976.47 |
|
|