| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,182.70 |
2,168.24 |
-14.46 |
-0.7% |
2,151.11 |
| High |
2,182.85 |
2,191.66 |
8.81 |
0.4% |
2,194.14 |
| Low |
2,143.54 |
2,161.68 |
18.14 |
0.8% |
2,127.07 |
| Close |
2,179.14 |
2,187.52 |
8.38 |
0.4% |
2,177.99 |
| Range |
39.31 |
29.98 |
-9.33 |
-23.7% |
67.07 |
| ATR |
29.89 |
29.89 |
0.01 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,270.23 |
2,258.85 |
2,204.01 |
|
| R3 |
2,240.25 |
2,228.87 |
2,195.76 |
|
| R2 |
2,210.27 |
2,210.27 |
2,193.02 |
|
| R1 |
2,198.89 |
2,198.89 |
2,190.27 |
2,204.58 |
| PP |
2,180.29 |
2,180.29 |
2,180.29 |
2,183.13 |
| S1 |
2,168.91 |
2,168.91 |
2,184.77 |
2,174.60 |
| S2 |
2,150.31 |
2,150.31 |
2,182.02 |
|
| S3 |
2,120.33 |
2,138.93 |
2,179.28 |
|
| S4 |
2,090.35 |
2,108.95 |
2,171.03 |
|
|
| 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 |
2,191.66 |
2,143.54 |
48.12 |
2.2% |
32.59 |
1.5% |
91% |
True |
False |
|
| 10 |
2,194.14 |
2,118.13 |
76.01 |
3.5% |
31.27 |
1.4% |
91% |
False |
False |
|
| 20 |
2,194.14 |
2,041.48 |
152.66 |
7.0% |
25.32 |
1.2% |
96% |
False |
False |
|
| 40 |
2,194.14 |
1,899.24 |
294.90 |
13.5% |
26.73 |
1.2% |
98% |
False |
False |
|
| 60 |
2,194.14 |
1,805.66 |
388.48 |
17.8% |
30.90 |
1.4% |
98% |
False |
False |
|
| 80 |
2,194.14 |
1,805.66 |
388.48 |
17.8% |
28.12 |
1.3% |
98% |
False |
False |
|
| 100 |
2,194.14 |
1,805.66 |
388.48 |
17.8% |
26.63 |
1.2% |
98% |
False |
False |
|
| 120 |
2,194.14 |
1,805.66 |
388.48 |
17.8% |
25.51 |
1.2% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,319.08 |
|
2.618 |
2,270.15 |
|
1.618 |
2,240.17 |
|
1.000 |
2,221.64 |
|
0.618 |
2,210.19 |
|
HIGH |
2,191.66 |
|
0.618 |
2,180.21 |
|
0.500 |
2,176.67 |
|
0.382 |
2,173.13 |
|
LOW |
2,161.68 |
|
0.618 |
2,143.15 |
|
1.000 |
2,131.70 |
|
1.618 |
2,113.17 |
|
2.618 |
2,083.19 |
|
4.250 |
2,034.27 |
|
|