| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2007 |
26-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,190.51 |
2,200.69 |
10.18 |
0.5% |
2,121.01 |
| High |
2,195.40 |
2,203.88 |
8.48 |
0.4% |
2,205.18 |
| Low |
2,146.23 |
2,174.82 |
28.59 |
1.3% |
2,116.64 |
| Close |
2,161.52 |
2,194.59 |
33.07 |
1.5% |
2,194.59 |
| Range |
49.17 |
29.06 |
-20.11 |
-40.9% |
88.54 |
| ATR |
36.90 |
37.29 |
0.39 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,278.28 |
2,265.49 |
2,210.57 |
|
| R3 |
2,249.22 |
2,236.43 |
2,202.58 |
|
| R2 |
2,220.16 |
2,220.16 |
2,199.92 |
|
| R1 |
2,207.37 |
2,207.37 |
2,197.25 |
2,199.24 |
| PP |
2,191.10 |
2,191.10 |
2,191.10 |
2,187.03 |
| S1 |
2,178.31 |
2,178.31 |
2,191.93 |
2,170.18 |
| S2 |
2,162.04 |
2,162.04 |
2,189.26 |
|
| S3 |
2,132.98 |
2,149.25 |
2,186.60 |
|
| S4 |
2,103.92 |
2,120.19 |
2,178.61 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,437.76 |
2,404.71 |
2,243.29 |
|
| R3 |
2,349.22 |
2,316.17 |
2,218.94 |
|
| R2 |
2,260.68 |
2,260.68 |
2,210.82 |
|
| R1 |
2,227.63 |
2,227.63 |
2,202.71 |
2,244.16 |
| PP |
2,172.14 |
2,172.14 |
2,172.14 |
2,180.40 |
| S1 |
2,139.09 |
2,139.09 |
2,186.47 |
2,155.62 |
| S2 |
2,083.60 |
2,083.60 |
2,178.36 |
|
| S3 |
1,995.06 |
2,050.55 |
2,170.24 |
|
| S4 |
1,906.52 |
1,962.01 |
2,145.89 |
|
|
| 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 |
4.0% |
41.96 |
1.9% |
88% |
False |
False |
|
| 10 |
2,205.18 |
2,116.64 |
88.54 |
4.0% |
40.08 |
1.8% |
88% |
False |
False |
|
| 20 |
2,205.18 |
2,088.79 |
116.39 |
5.3% |
33.13 |
1.5% |
91% |
False |
False |
|
| 40 |
2,205.18 |
1,943.27 |
261.91 |
11.9% |
28.49 |
1.3% |
96% |
False |
False |
|
| 60 |
2,205.18 |
1,805.66 |
399.52 |
18.2% |
31.20 |
1.4% |
97% |
False |
False |
|
| 80 |
2,205.18 |
1,805.66 |
399.52 |
18.2% |
29.97 |
1.4% |
97% |
False |
False |
|
| 100 |
2,205.18 |
1,805.66 |
399.52 |
18.2% |
28.22 |
1.3% |
97% |
False |
False |
|
| 120 |
2,205.18 |
1,805.66 |
399.52 |
18.2% |
26.96 |
1.2% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,327.39 |
|
2.618 |
2,279.96 |
|
1.618 |
2,250.90 |
|
1.000 |
2,232.94 |
|
0.618 |
2,221.84 |
|
HIGH |
2,203.88 |
|
0.618 |
2,192.78 |
|
0.500 |
2,189.35 |
|
0.382 |
2,185.92 |
|
LOW |
2,174.82 |
|
0.618 |
2,156.86 |
|
1.000 |
2,145.76 |
|
1.618 |
2,127.80 |
|
2.618 |
2,098.74 |
|
4.250 |
2,051.32 |
|
|