| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2007 |
30-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2,202.96 |
2,197.14 |
-5.82 |
-0.3% |
2,121.01 |
| High |
2,209.39 |
2,218.88 |
9.49 |
0.4% |
2,205.18 |
| Low |
2,191.21 |
2,192.69 |
1.48 |
0.1% |
2,116.64 |
| Close |
2,203.42 |
2,207.61 |
4.19 |
0.2% |
2,194.59 |
| Range |
18.18 |
26.19 |
8.01 |
44.1% |
88.54 |
| ATR |
35.92 |
35.23 |
-0.70 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,284.96 |
2,272.48 |
2,222.01 |
|
| R3 |
2,258.77 |
2,246.29 |
2,214.81 |
|
| R2 |
2,232.58 |
2,232.58 |
2,212.41 |
|
| R1 |
2,220.10 |
2,220.10 |
2,210.01 |
2,226.34 |
| PP |
2,206.39 |
2,206.39 |
2,206.39 |
2,209.52 |
| S1 |
2,193.91 |
2,193.91 |
2,205.21 |
2,200.15 |
| S2 |
2,180.20 |
2,180.20 |
2,202.81 |
|
| S3 |
2,154.01 |
2,167.72 |
2,200.41 |
|
| S4 |
2,127.82 |
2,141.53 |
2,193.21 |
|
|
| 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 |
2,218.88 |
2,140.87 |
78.01 |
3.5% |
35.22 |
1.6% |
86% |
True |
False |
|
| 10 |
2,218.88 |
2,116.64 |
102.24 |
4.6% |
38.11 |
1.7% |
89% |
True |
False |
|
| 20 |
2,218.88 |
2,088.79 |
130.09 |
5.9% |
33.28 |
1.5% |
91% |
True |
False |
|
| 40 |
2,218.88 |
1,943.27 |
275.61 |
12.5% |
28.08 |
1.3% |
96% |
True |
False |
|
| 60 |
2,218.88 |
1,805.66 |
413.22 |
18.7% |
30.48 |
1.4% |
97% |
True |
False |
|
| 80 |
2,218.88 |
1,805.66 |
413.22 |
18.7% |
30.20 |
1.4% |
97% |
True |
False |
|
| 100 |
2,218.88 |
1,805.66 |
413.22 |
18.7% |
28.00 |
1.3% |
97% |
True |
False |
|
| 120 |
2,218.88 |
1,805.66 |
413.22 |
18.7% |
26.94 |
1.2% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,330.19 |
|
2.618 |
2,287.45 |
|
1.618 |
2,261.26 |
|
1.000 |
2,245.07 |
|
0.618 |
2,235.07 |
|
HIGH |
2,218.88 |
|
0.618 |
2,208.88 |
|
0.500 |
2,205.79 |
|
0.382 |
2,202.69 |
|
LOW |
2,192.69 |
|
0.618 |
2,176.50 |
|
1.000 |
2,166.50 |
|
1.618 |
2,150.31 |
|
2.618 |
2,124.12 |
|
4.250 |
2,081.38 |
|
|