| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,030.94 |
2,008.88 |
-22.06 |
-1.1% |
2,028.91 |
| High |
2,064.08 |
2,039.39 |
-24.69 |
-1.2% |
2,091.06 |
| Low |
1,990.12 |
1,986.45 |
-3.67 |
-0.2% |
1,980.18 |
| Close |
2,029.94 |
2,006.38 |
-23.56 |
-1.2% |
2,048.62 |
| Range |
73.96 |
52.94 |
-21.02 |
-28.4% |
110.88 |
| ATR |
49.96 |
50.17 |
0.21 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,169.56 |
2,140.91 |
2,035.50 |
|
| R3 |
2,116.62 |
2,087.97 |
2,020.94 |
|
| R2 |
2,063.68 |
2,063.68 |
2,016.09 |
|
| R1 |
2,035.03 |
2,035.03 |
2,011.23 |
2,022.89 |
| PP |
2,010.74 |
2,010.74 |
2,010.74 |
2,004.67 |
| S1 |
1,982.09 |
1,982.09 |
2,001.53 |
1,969.95 |
| S2 |
1,957.80 |
1,957.80 |
1,996.67 |
|
| S3 |
1,904.86 |
1,929.15 |
1,991.82 |
|
| S4 |
1,851.92 |
1,876.21 |
1,977.26 |
|
|
| 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 |
2,064.08 |
1,986.45 |
77.63 |
3.9% |
51.77 |
2.6% |
26% |
False |
True |
|
| 10 |
2,167.81 |
1,980.18 |
187.63 |
9.4% |
58.39 |
2.9% |
14% |
False |
False |
|
| 20 |
2,239.23 |
1,980.18 |
259.05 |
12.9% |
46.71 |
2.3% |
10% |
False |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.9% |
38.71 |
1.9% |
10% |
False |
False |
|
| 60 |
2,239.23 |
1,913.49 |
325.74 |
16.2% |
34.63 |
1.7% |
29% |
False |
False |
|
| 80 |
2,239.23 |
1,805.66 |
433.57 |
21.6% |
34.85 |
1.7% |
46% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
21.6% |
32.83 |
1.6% |
46% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
21.6% |
30.92 |
1.5% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,264.39 |
|
2.618 |
2,177.99 |
|
1.618 |
2,125.05 |
|
1.000 |
2,092.33 |
|
0.618 |
2,072.11 |
|
HIGH |
2,039.39 |
|
0.618 |
2,019.17 |
|
0.500 |
2,012.92 |
|
0.382 |
2,006.67 |
|
LOW |
1,986.45 |
|
0.618 |
1,953.73 |
|
1.000 |
1,933.51 |
|
1.618 |
1,900.79 |
|
2.618 |
1,847.85 |
|
4.250 |
1,761.46 |
|
|