| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2007 |
08-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,205.29 |
2,165.57 |
-39.72 |
-1.8% |
2,202.96 |
| High |
2,219.82 |
2,167.81 |
-52.01 |
-2.3% |
2,239.23 |
| Low |
2,168.55 |
2,066.55 |
-102.00 |
-4.7% |
2,181.50 |
| Close |
2,169.43 |
2,106.16 |
-63.27 |
-2.9% |
2,213.86 |
| Range |
51.27 |
101.26 |
49.99 |
97.5% |
57.73 |
| ATR |
37.41 |
42.09 |
4.68 |
12.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,417.29 |
2,362.98 |
2,161.85 |
|
| R3 |
2,316.03 |
2,261.72 |
2,134.01 |
|
| R2 |
2,214.77 |
2,214.77 |
2,124.72 |
|
| R1 |
2,160.46 |
2,160.46 |
2,115.44 |
2,136.99 |
| PP |
2,113.51 |
2,113.51 |
2,113.51 |
2,101.77 |
| S1 |
2,059.20 |
2,059.20 |
2,096.88 |
2,035.73 |
| S2 |
2,012.25 |
2,012.25 |
2,087.60 |
|
| S3 |
1,910.99 |
1,957.94 |
2,078.31 |
|
| S4 |
1,809.73 |
1,856.68 |
2,050.47 |
|
|
| 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 |
2,224.43 |
2,066.55 |
157.88 |
7.5% |
51.64 |
2.5% |
25% |
False |
True |
|
| 10 |
2,239.23 |
2,066.55 |
172.68 |
8.2% |
40.24 |
1.9% |
23% |
False |
True |
|
| 20 |
2,239.23 |
2,066.55 |
172.68 |
8.2% |
40.19 |
1.9% |
23% |
False |
True |
|
| 40 |
2,239.23 |
1,975.29 |
263.94 |
12.5% |
31.92 |
1.5% |
50% |
False |
False |
|
| 60 |
2,239.23 |
1,805.66 |
433.57 |
20.6% |
31.33 |
1.5% |
69% |
False |
False |
|
| 80 |
2,239.23 |
1,805.66 |
433.57 |
20.6% |
32.67 |
1.6% |
69% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
20.6% |
30.20 |
1.4% |
69% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
20.6% |
28.47 |
1.4% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,598.17 |
|
2.618 |
2,432.91 |
|
1.618 |
2,331.65 |
|
1.000 |
2,269.07 |
|
0.618 |
2,230.39 |
|
HIGH |
2,167.81 |
|
0.618 |
2,129.13 |
|
0.500 |
2,117.18 |
|
0.382 |
2,105.23 |
|
LOW |
2,066.55 |
|
0.618 |
2,003.97 |
|
1.000 |
1,965.29 |
|
1.618 |
1,902.71 |
|
2.618 |
1,801.45 |
|
4.250 |
1,636.20 |
|
|