| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2007 |
06-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,193.06 |
2,212.20 |
19.14 |
0.9% |
2,202.96 |
| High |
2,212.06 |
2,224.43 |
12.37 |
0.6% |
2,239.23 |
| Low |
2,179.90 |
2,188.10 |
8.20 |
0.4% |
2,181.50 |
| Close |
2,200.48 |
2,223.97 |
23.49 |
1.1% |
2,213.86 |
| Range |
32.16 |
36.33 |
4.17 |
13.0% |
57.73 |
| ATR |
36.01 |
36.03 |
0.02 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,321.16 |
2,308.89 |
2,243.95 |
|
| R3 |
2,284.83 |
2,272.56 |
2,233.96 |
|
| R2 |
2,248.50 |
2,248.50 |
2,230.63 |
|
| R1 |
2,236.23 |
2,236.23 |
2,227.30 |
2,242.37 |
| PP |
2,212.17 |
2,212.17 |
2,212.17 |
2,215.23 |
| S1 |
2,199.90 |
2,199.90 |
2,220.64 |
2,206.04 |
| S2 |
2,175.84 |
2,175.84 |
2,217.31 |
|
| S3 |
2,139.51 |
2,163.57 |
2,213.98 |
|
| S4 |
2,103.18 |
2,127.24 |
2,203.99 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.72 |
2,357.02 |
2,245.61 |
|
| R3 |
2,326.99 |
2,299.29 |
2,229.74 |
|
| R2 |
2,269.26 |
2,269.26 |
2,224.44 |
|
| R1 |
2,241.56 |
2,241.56 |
2,219.15 |
2,255.41 |
| PP |
2,211.53 |
2,211.53 |
2,211.53 |
2,218.46 |
| S1 |
2,183.83 |
2,183.83 |
2,208.57 |
2,197.68 |
| S2 |
2,153.80 |
2,153.80 |
2,203.28 |
|
| S3 |
2,096.07 |
2,126.10 |
2,197.98 |
|
| S4 |
2,038.34 |
2,068.37 |
2,182.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,239.23 |
2,179.90 |
59.33 |
2.7% |
35.28 |
1.6% |
74% |
False |
False |
|
| 10 |
2,239.23 |
2,140.87 |
98.36 |
4.4% |
35.25 |
1.6% |
84% |
False |
False |
|
| 20 |
2,239.23 |
2,116.64 |
122.59 |
5.5% |
36.61 |
1.6% |
88% |
False |
False |
|
| 40 |
2,239.23 |
1,975.29 |
263.94 |
11.9% |
29.09 |
1.3% |
94% |
False |
False |
|
| 60 |
2,239.23 |
1,805.66 |
433.57 |
19.5% |
30.27 |
1.4% |
96% |
False |
False |
|
| 80 |
2,239.23 |
1,805.66 |
433.57 |
19.5% |
31.20 |
1.4% |
96% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
19.5% |
28.90 |
1.3% |
96% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
19.5% |
27.48 |
1.2% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,378.83 |
|
2.618 |
2,319.54 |
|
1.618 |
2,283.21 |
|
1.000 |
2,260.76 |
|
0.618 |
2,246.88 |
|
HIGH |
2,224.43 |
|
0.618 |
2,210.55 |
|
0.500 |
2,206.27 |
|
0.382 |
2,201.98 |
|
LOW |
2,188.10 |
|
0.618 |
2,165.65 |
|
1.000 |
2,151.77 |
|
1.618 |
2,129.32 |
|
2.618 |
2,092.99 |
|
4.250 |
2,033.70 |
|
|