| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2007 |
03-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,122.64 |
2,080.10 |
-42.54 |
-2.0% |
2,033.24 |
| High |
2,122.64 |
2,094.36 |
-28.28 |
-1.3% |
2,122.64 |
| Low |
2,071.78 |
2,066.23 |
-5.55 |
-0.3% |
1,988.30 |
| Close |
2,089.10 |
2,067.45 |
-21.65 |
-1.0% |
2,089.10 |
| Range |
50.86 |
28.13 |
-22.73 |
-44.7% |
134.34 |
| ATR |
48.68 |
47.21 |
-1.47 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.40 |
2,142.06 |
2,082.92 |
|
| R3 |
2,132.27 |
2,113.93 |
2,075.19 |
|
| R2 |
2,104.14 |
2,104.14 |
2,072.61 |
|
| R1 |
2,085.80 |
2,085.80 |
2,070.03 |
2,080.91 |
| PP |
2,076.01 |
2,076.01 |
2,076.01 |
2,073.57 |
| S1 |
2,057.67 |
2,057.67 |
2,064.87 |
2,052.78 |
| S2 |
2,047.88 |
2,047.88 |
2,062.29 |
|
| S3 |
2,019.75 |
2,029.54 |
2,059.71 |
|
| S4 |
1,991.62 |
2,001.41 |
2,051.98 |
|
|
| 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 |
1,997.53 |
125.11 |
6.1% |
37.47 |
1.8% |
56% |
False |
False |
|
| 10 |
2,122.64 |
1,986.45 |
136.19 |
6.6% |
43.80 |
2.1% |
59% |
False |
False |
|
| 20 |
2,224.43 |
1,980.18 |
244.25 |
11.8% |
48.72 |
2.4% |
36% |
False |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.5% |
41.83 |
2.0% |
34% |
False |
False |
|
| 60 |
2,239.23 |
1,943.27 |
295.96 |
14.3% |
35.48 |
1.7% |
42% |
False |
False |
|
| 80 |
2,239.23 |
1,805.66 |
433.57 |
21.0% |
34.82 |
1.7% |
60% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
21.0% |
34.30 |
1.7% |
60% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
21.0% |
31.84 |
1.5% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,213.91 |
|
2.618 |
2,168.00 |
|
1.618 |
2,139.87 |
|
1.000 |
2,122.49 |
|
0.618 |
2,111.74 |
|
HIGH |
2,094.36 |
|
0.618 |
2,083.61 |
|
0.500 |
2,080.30 |
|
0.382 |
2,076.98 |
|
LOW |
2,066.23 |
|
0.618 |
2,048.85 |
|
1.000 |
2,038.10 |
|
1.618 |
2,020.72 |
|
2.618 |
1,992.59 |
|
4.250 |
1,946.68 |
|
|