| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2007 |
20-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,040.17 |
2,030.94 |
-9.23 |
-0.5% |
2,028.91 |
| High |
2,050.03 |
2,064.08 |
14.05 |
0.7% |
2,091.06 |
| Low |
2,009.71 |
1,990.12 |
-19.59 |
-1.0% |
1,980.18 |
| Close |
2,021.14 |
2,029.94 |
8.80 |
0.4% |
2,048.62 |
| Range |
40.32 |
73.96 |
33.64 |
83.4% |
110.88 |
| ATR |
48.12 |
49.96 |
1.85 |
3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,249.93 |
2,213.89 |
2,070.62 |
|
| R3 |
2,175.97 |
2,139.93 |
2,050.28 |
|
| R2 |
2,102.01 |
2,102.01 |
2,043.50 |
|
| R1 |
2,065.97 |
2,065.97 |
2,036.72 |
2,047.01 |
| PP |
2,028.05 |
2,028.05 |
2,028.05 |
2,018.57 |
| S1 |
1,992.01 |
1,992.01 |
2,023.16 |
1,973.05 |
| S2 |
1,954.09 |
1,954.09 |
2,016.38 |
|
| S3 |
1,880.13 |
1,918.05 |
2,009.60 |
|
| S4 |
1,806.17 |
1,844.09 |
1,989.26 |
|
|
| 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 |
1,990.12 |
100.94 |
5.0% |
53.27 |
2.6% |
39% |
False |
True |
|
| 10 |
2,219.82 |
1,980.18 |
239.64 |
11.8% |
58.23 |
2.9% |
21% |
False |
False |
|
| 20 |
2,239.23 |
1,980.18 |
259.05 |
12.8% |
46.74 |
2.3% |
19% |
False |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.8% |
37.76 |
1.9% |
19% |
False |
False |
|
| 60 |
2,239.23 |
1,899.24 |
339.99 |
16.7% |
34.41 |
1.7% |
38% |
False |
False |
|
| 80 |
2,239.23 |
1,805.66 |
433.57 |
21.4% |
34.94 |
1.7% |
52% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
21.4% |
32.45 |
1.6% |
52% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
21.4% |
30.61 |
1.5% |
52% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,378.41 |
|
2.618 |
2,257.71 |
|
1.618 |
2,183.75 |
|
1.000 |
2,138.04 |
|
0.618 |
2,109.79 |
|
HIGH |
2,064.08 |
|
0.618 |
2,035.83 |
|
0.500 |
2,027.10 |
|
0.382 |
2,018.37 |
|
LOW |
1,990.12 |
|
0.618 |
1,944.41 |
|
1.000 |
1,916.16 |
|
1.618 |
1,870.45 |
|
2.618 |
1,796.49 |
|
4.250 |
1,675.79 |
|
|