| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2007 |
14-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,009.74 |
2,090.67 |
80.93 |
4.0% |
2,193.06 |
| High |
2,066.08 |
2,091.06 |
24.98 |
1.2% |
2,224.43 |
| Low |
2,009.74 |
2,030.62 |
20.88 |
1.0% |
2,033.88 |
| Close |
2,066.08 |
2,038.05 |
-28.03 |
-1.4% |
2,034.30 |
| Range |
56.34 |
60.44 |
4.10 |
7.3% |
190.55 |
| ATR |
48.32 |
49.18 |
0.87 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.56 |
2,196.75 |
2,071.29 |
|
| R3 |
2,174.12 |
2,136.31 |
2,054.67 |
|
| R2 |
2,113.68 |
2,113.68 |
2,049.13 |
|
| R1 |
2,075.87 |
2,075.87 |
2,043.59 |
2,064.56 |
| PP |
2,053.24 |
2,053.24 |
2,053.24 |
2,047.59 |
| S1 |
2,015.43 |
2,015.43 |
2,032.51 |
2,004.12 |
| S2 |
1,992.80 |
1,992.80 |
2,026.97 |
|
| S3 |
1,932.36 |
1,954.99 |
2,021.43 |
|
| S4 |
1,871.92 |
1,894.55 |
2,004.81 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,669.19 |
2,542.29 |
2,139.10 |
|
| R3 |
2,478.64 |
2,351.74 |
2,086.70 |
|
| R2 |
2,288.09 |
2,288.09 |
2,069.23 |
|
| R1 |
2,161.19 |
2,161.19 |
2,051.77 |
2,129.37 |
| PP |
2,097.54 |
2,097.54 |
2,097.54 |
2,081.62 |
| S1 |
1,970.64 |
1,970.64 |
2,016.83 |
1,938.82 |
| S2 |
1,906.99 |
1,906.99 |
1,999.37 |
|
| S3 |
1,716.44 |
1,780.09 |
1,981.90 |
|
| S4 |
1,525.89 |
1,589.54 |
1,929.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,167.81 |
1,980.18 |
187.63 |
9.2% |
65.02 |
3.2% |
31% |
False |
False |
|
| 10 |
2,226.88 |
1,980.18 |
246.70 |
12.1% |
51.25 |
2.5% |
23% |
False |
False |
|
| 20 |
2,239.23 |
1,980.18 |
259.05 |
12.7% |
44.73 |
2.2% |
22% |
False |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.7% |
34.62 |
1.7% |
22% |
False |
False |
|
| 60 |
2,239.23 |
1,899.24 |
339.99 |
16.7% |
32.51 |
1.6% |
41% |
False |
False |
|
| 80 |
2,239.23 |
1,805.66 |
433.57 |
21.3% |
34.29 |
1.7% |
54% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
21.3% |
31.37 |
1.5% |
54% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
21.3% |
29.54 |
1.4% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,347.93 |
|
2.618 |
2,249.29 |
|
1.618 |
2,188.85 |
|
1.000 |
2,151.50 |
|
0.618 |
2,128.41 |
|
HIGH |
2,091.06 |
|
0.618 |
2,067.97 |
|
0.500 |
2,060.84 |
|
0.382 |
2,053.71 |
|
LOW |
2,030.62 |
|
0.618 |
1,993.27 |
|
1.000 |
1,970.18 |
|
1.618 |
1,932.83 |
|
2.618 |
1,872.39 |
|
4.250 |
1,773.75 |
|
|