| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2007 |
15-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,090.67 |
2,035.46 |
-55.21 |
-2.6% |
2,193.06 |
| High |
2,091.06 |
2,054.06 |
-37.00 |
-1.8% |
2,224.43 |
| Low |
2,030.62 |
2,007.78 |
-22.84 |
-1.1% |
2,033.88 |
| Close |
2,038.05 |
2,024.03 |
-14.02 |
-0.7% |
2,034.30 |
| Range |
60.44 |
46.28 |
-14.16 |
-23.4% |
190.55 |
| ATR |
49.18 |
48.97 |
-0.21 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,167.46 |
2,142.03 |
2,049.48 |
|
| R3 |
2,121.18 |
2,095.75 |
2,036.76 |
|
| R2 |
2,074.90 |
2,074.90 |
2,032.51 |
|
| R1 |
2,049.47 |
2,049.47 |
2,028.27 |
2,039.05 |
| PP |
2,028.62 |
2,028.62 |
2,028.62 |
2,023.41 |
| S1 |
2,003.19 |
2,003.19 |
2,019.79 |
1,992.77 |
| S2 |
1,982.34 |
1,982.34 |
2,015.55 |
|
| S3 |
1,936.06 |
1,956.91 |
2,011.30 |
|
| S4 |
1,889.78 |
1,910.63 |
1,998.58 |
|
|
| 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 |
2,091.06 |
1,980.18 |
110.88 |
5.5% |
54.02 |
2.7% |
40% |
False |
False |
|
| 10 |
2,224.43 |
1,980.18 |
244.25 |
12.1% |
52.83 |
2.6% |
18% |
False |
False |
|
| 20 |
2,239.23 |
1,980.18 |
259.05 |
12.8% |
45.54 |
2.3% |
17% |
False |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.8% |
35.43 |
1.8% |
17% |
False |
False |
|
| 60 |
2,239.23 |
1,899.24 |
339.99 |
16.8% |
33.00 |
1.6% |
37% |
False |
False |
|
| 80 |
2,239.23 |
1,805.66 |
433.57 |
21.4% |
34.56 |
1.7% |
50% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
21.4% |
31.60 |
1.6% |
50% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
21.4% |
29.79 |
1.5% |
50% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,250.75 |
|
2.618 |
2,175.22 |
|
1.618 |
2,128.94 |
|
1.000 |
2,100.34 |
|
0.618 |
2,082.66 |
|
HIGH |
2,054.06 |
|
0.618 |
2,036.38 |
|
0.500 |
2,030.92 |
|
0.382 |
2,025.46 |
|
LOW |
2,007.78 |
|
0.618 |
1,979.18 |
|
1.000 |
1,961.50 |
|
1.618 |
1,932.90 |
|
2.618 |
1,886.62 |
|
4.250 |
1,811.09 |
|
|