| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2007 |
27-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,033.24 |
2,007.35 |
-25.89 |
-1.3% |
2,040.17 |
| High |
2,047.92 |
2,034.65 |
-13.27 |
-0.6% |
2,064.08 |
| Low |
1,988.30 |
1,997.53 |
9.23 |
0.5% |
1,986.45 |
| Close |
1,989.36 |
2,033.76 |
44.40 |
2.2% |
2,028.90 |
| Range |
59.62 |
37.12 |
-22.50 |
-37.7% |
77.63 |
| ATR |
49.21 |
48.93 |
-0.28 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,133.34 |
2,120.67 |
2,054.18 |
|
| R3 |
2,096.22 |
2,083.55 |
2,043.97 |
|
| R2 |
2,059.10 |
2,059.10 |
2,040.57 |
|
| R1 |
2,046.43 |
2,046.43 |
2,037.16 |
2,052.77 |
| PP |
2,021.98 |
2,021.98 |
2,021.98 |
2,025.15 |
| S1 |
2,009.31 |
2,009.31 |
2,030.36 |
2,015.65 |
| S2 |
1,984.86 |
1,984.86 |
2,026.95 |
|
| S3 |
1,947.74 |
1,972.19 |
2,023.55 |
|
| S4 |
1,910.62 |
1,935.07 |
2,013.34 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,259.37 |
2,221.76 |
2,071.60 |
|
| R3 |
2,181.74 |
2,144.13 |
2,050.25 |
|
| R2 |
2,104.11 |
2,104.11 |
2,043.13 |
|
| R1 |
2,066.50 |
2,066.50 |
2,036.02 |
2,046.49 |
| PP |
2,026.48 |
2,026.48 |
2,026.48 |
2,016.47 |
| S1 |
1,988.87 |
1,988.87 |
2,021.78 |
1,968.86 |
| S2 |
1,948.85 |
1,948.85 |
2,014.67 |
|
| S3 |
1,871.22 |
1,911.24 |
2,007.55 |
|
| S4 |
1,793.59 |
1,833.61 |
1,986.20 |
|
|
| 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 |
3.8% |
49.48 |
2.4% |
61% |
False |
False |
|
| 10 |
2,091.06 |
1,986.45 |
104.61 |
5.1% |
49.61 |
2.4% |
45% |
False |
False |
|
| 20 |
2,239.23 |
1,980.18 |
259.05 |
12.7% |
47.91 |
2.4% |
21% |
False |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.7% |
40.27 |
2.0% |
21% |
False |
False |
|
| 60 |
2,239.23 |
1,943.27 |
295.96 |
14.6% |
34.97 |
1.7% |
31% |
False |
False |
|
| 80 |
2,239.23 |
1,805.66 |
433.57 |
21.3% |
35.03 |
1.7% |
53% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
21.3% |
33.58 |
1.7% |
53% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
21.3% |
31.35 |
1.5% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,192.41 |
|
2.618 |
2,131.83 |
|
1.618 |
2,094.71 |
|
1.000 |
2,071.77 |
|
0.618 |
2,057.59 |
|
HIGH |
2,034.65 |
|
0.618 |
2,020.47 |
|
0.500 |
2,016.09 |
|
0.382 |
2,011.71 |
|
LOW |
1,997.53 |
|
0.618 |
1,974.59 |
|
1.000 |
1,960.41 |
|
1.618 |
1,937.47 |
|
2.618 |
1,900.35 |
|
4.250 |
1,839.77 |
|
|