| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2007 |
30-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2,084.57 |
2,122.64 |
38.07 |
1.8% |
2,033.24 |
| High |
2,108.25 |
2,122.64 |
14.39 |
0.7% |
2,122.64 |
| Low |
2,082.19 |
2,071.78 |
-10.41 |
-0.5% |
1,988.30 |
| Close |
2,102.42 |
2,089.10 |
-13.32 |
-0.6% |
2,089.10 |
| Range |
26.06 |
50.86 |
24.80 |
95.2% |
134.34 |
| ATR |
48.51 |
48.68 |
0.17 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,247.09 |
2,218.95 |
2,117.07 |
|
| R3 |
2,196.23 |
2,168.09 |
2,103.09 |
|
| R2 |
2,145.37 |
2,145.37 |
2,098.42 |
|
| R1 |
2,117.23 |
2,117.23 |
2,093.76 |
2,105.87 |
| PP |
2,094.51 |
2,094.51 |
2,094.51 |
2,088.83 |
| S1 |
2,066.37 |
2,066.37 |
2,084.44 |
2,055.01 |
| S2 |
2,043.65 |
2,043.65 |
2,079.78 |
|
| S3 |
1,992.79 |
2,015.51 |
2,075.11 |
|
| S4 |
1,941.93 |
1,964.65 |
2,061.13 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.70 |
2,413.74 |
2,162.99 |
|
| R3 |
2,335.36 |
2,279.40 |
2,126.04 |
|
| R2 |
2,201.02 |
2,201.02 |
2,113.73 |
|
| R1 |
2,145.06 |
2,145.06 |
2,101.41 |
2,173.04 |
| PP |
2,066.68 |
2,066.68 |
2,066.68 |
2,080.67 |
| S1 |
2,010.72 |
2,010.72 |
2,076.79 |
2,038.70 |
| S2 |
1,932.34 |
1,932.34 |
2,064.47 |
|
| S3 |
1,798.00 |
1,876.38 |
2,052.16 |
|
| S4 |
1,663.66 |
1,742.04 |
2,015.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,122.64 |
1,988.30 |
134.34 |
6.4% |
43.77 |
2.1% |
75% |
True |
False |
|
| 10 |
2,122.64 |
1,986.45 |
136.19 |
6.5% |
45.52 |
2.2% |
75% |
True |
False |
|
| 20 |
2,224.43 |
1,980.18 |
244.25 |
11.7% |
49.17 |
2.4% |
45% |
False |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.4% |
41.97 |
2.0% |
42% |
False |
False |
|
| 60 |
2,239.23 |
1,943.27 |
295.96 |
14.2% |
35.43 |
1.7% |
49% |
False |
False |
|
| 80 |
2,239.23 |
1,805.66 |
433.57 |
20.8% |
35.15 |
1.7% |
65% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
20.8% |
34.32 |
1.6% |
65% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
20.8% |
31.78 |
1.5% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,338.80 |
|
2.618 |
2,255.79 |
|
1.618 |
2,204.93 |
|
1.000 |
2,173.50 |
|
0.618 |
2,154.07 |
|
HIGH |
2,122.64 |
|
0.618 |
2,103.21 |
|
0.500 |
2,097.21 |
|
0.382 |
2,091.21 |
|
LOW |
2,071.78 |
|
0.618 |
2,040.35 |
|
1.000 |
2,020.92 |
|
1.618 |
1,989.49 |
|
2.618 |
1,938.63 |
|
4.250 |
1,855.63 |
|
|