| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2007 |
25-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,187.03 |
2,190.51 |
3.48 |
0.2% |
2,182.06 |
| High |
2,194.35 |
2,195.40 |
1.05 |
0.0% |
2,191.66 |
| Low |
2,140.87 |
2,146.23 |
5.36 |
0.3% |
2,131.08 |
| Close |
2,188.59 |
2,161.52 |
-27.07 |
-1.2% |
2,131.08 |
| Range |
53.48 |
49.17 |
-4.31 |
-8.1% |
60.58 |
| ATR |
35.95 |
36.90 |
0.94 |
2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,315.23 |
2,287.54 |
2,188.56 |
|
| R3 |
2,266.06 |
2,238.37 |
2,175.04 |
|
| R2 |
2,216.89 |
2,216.89 |
2,170.53 |
|
| R1 |
2,189.20 |
2,189.20 |
2,166.03 |
2,178.46 |
| PP |
2,167.72 |
2,167.72 |
2,167.72 |
2,162.35 |
| S1 |
2,140.03 |
2,140.03 |
2,157.01 |
2,129.29 |
| S2 |
2,118.55 |
2,118.55 |
2,152.51 |
|
| S3 |
2,069.38 |
2,090.86 |
2,148.00 |
|
| S4 |
2,020.21 |
2,041.69 |
2,134.48 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,333.01 |
2,292.63 |
2,164.40 |
|
| R3 |
2,272.43 |
2,232.05 |
2,147.74 |
|
| R2 |
2,211.85 |
2,211.85 |
2,142.19 |
|
| R1 |
2,171.47 |
2,171.47 |
2,136.63 |
2,161.37 |
| PP |
2,151.27 |
2,151.27 |
2,151.27 |
2,146.23 |
| S1 |
2,110.89 |
2,110.89 |
2,125.53 |
2,100.79 |
| S2 |
2,090.69 |
2,090.69 |
2,119.97 |
|
| S3 |
2,030.11 |
2,050.31 |
2,114.42 |
|
| S4 |
1,969.53 |
1,989.73 |
2,097.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,205.18 |
2,116.64 |
88.54 |
4.1% |
47.68 |
2.2% |
51% |
False |
False |
|
| 10 |
2,205.18 |
2,116.64 |
88.54 |
4.1% |
40.14 |
1.9% |
51% |
False |
False |
|
| 20 |
2,205.18 |
2,082.04 |
123.14 |
5.7% |
32.67 |
1.5% |
65% |
False |
False |
|
| 40 |
2,205.18 |
1,940.92 |
264.26 |
12.2% |
28.77 |
1.3% |
83% |
False |
False |
|
| 60 |
2,205.18 |
1,805.66 |
399.52 |
18.5% |
31.14 |
1.4% |
89% |
False |
False |
|
| 80 |
2,205.18 |
1,805.66 |
399.52 |
18.5% |
29.84 |
1.4% |
89% |
False |
False |
|
| 100 |
2,205.18 |
1,805.66 |
399.52 |
18.5% |
28.09 |
1.3% |
89% |
False |
False |
|
| 120 |
2,205.18 |
1,805.66 |
399.52 |
18.5% |
26.87 |
1.2% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,404.37 |
|
2.618 |
2,324.13 |
|
1.618 |
2,274.96 |
|
1.000 |
2,244.57 |
|
0.618 |
2,225.79 |
|
HIGH |
2,195.40 |
|
0.618 |
2,176.62 |
|
0.500 |
2,170.82 |
|
0.382 |
2,165.01 |
|
LOW |
2,146.23 |
|
0.618 |
2,115.84 |
|
1.000 |
2,097.06 |
|
1.618 |
2,066.67 |
|
2.618 |
2,017.50 |
|
4.250 |
1,937.26 |
|
|