| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2007 |
19-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,038.27 |
2,040.17 |
1.90 |
0.1% |
2,028.91 |
| High |
2,052.20 |
2,050.03 |
-2.17 |
-0.1% |
2,091.06 |
| Low |
2,006.85 |
2,009.71 |
2.86 |
0.1% |
1,980.18 |
| Close |
2,048.62 |
2,021.14 |
-27.48 |
-1.3% |
2,048.62 |
| Range |
45.35 |
40.32 |
-5.03 |
-11.1% |
110.88 |
| ATR |
48.72 |
48.12 |
-0.60 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,147.92 |
2,124.85 |
2,043.32 |
|
| R3 |
2,107.60 |
2,084.53 |
2,032.23 |
|
| R2 |
2,067.28 |
2,067.28 |
2,028.53 |
|
| R1 |
2,044.21 |
2,044.21 |
2,024.84 |
2,035.59 |
| PP |
2,026.96 |
2,026.96 |
2,026.96 |
2,022.65 |
| S1 |
2,003.89 |
2,003.89 |
2,017.44 |
1,995.27 |
| S2 |
1,986.64 |
1,986.64 |
2,013.75 |
|
| S3 |
1,946.32 |
1,963.57 |
2,010.05 |
|
| S4 |
1,906.00 |
1,923.25 |
1,998.96 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,372.59 |
2,321.49 |
2,109.60 |
|
| R3 |
2,261.71 |
2,210.61 |
2,079.11 |
|
| R2 |
2,150.83 |
2,150.83 |
2,068.95 |
|
| R1 |
2,099.73 |
2,099.73 |
2,058.78 |
2,125.28 |
| PP |
2,039.95 |
2,039.95 |
2,039.95 |
2,052.73 |
| S1 |
1,988.85 |
1,988.85 |
2,038.46 |
2,014.40 |
| S2 |
1,929.07 |
1,929.07 |
2,028.29 |
|
| S3 |
1,818.19 |
1,877.97 |
2,018.13 |
|
| S4 |
1,707.31 |
1,767.09 |
1,987.64 |
|
|
| 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 |
2,006.85 |
84.21 |
4.2% |
49.75 |
2.5% |
17% |
False |
False |
|
| 10 |
2,224.43 |
1,980.18 |
244.25 |
12.1% |
54.46 |
2.7% |
17% |
False |
False |
|
| 20 |
2,239.23 |
1,980.18 |
259.05 |
12.8% |
44.77 |
2.2% |
16% |
False |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.8% |
36.63 |
1.8% |
16% |
False |
False |
|
| 60 |
2,239.23 |
1,899.24 |
339.99 |
16.8% |
33.40 |
1.7% |
36% |
False |
False |
|
| 80 |
2,239.23 |
1,805.66 |
433.57 |
21.5% |
34.40 |
1.7% |
50% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
21.5% |
31.97 |
1.6% |
50% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
21.5% |
30.12 |
1.5% |
50% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,221.39 |
|
2.618 |
2,155.59 |
|
1.618 |
2,115.27 |
|
1.000 |
2,090.35 |
|
0.618 |
2,074.95 |
|
HIGH |
2,050.03 |
|
0.618 |
2,034.63 |
|
0.500 |
2,029.87 |
|
0.382 |
2,025.11 |
|
LOW |
2,009.71 |
|
0.618 |
1,984.79 |
|
1.000 |
1,969.39 |
|
1.618 |
1,944.47 |
|
2.618 |
1,904.15 |
|
4.250 |
1,838.35 |
|
|