| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2007 |
04-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,080.10 |
2,053.17 |
-26.93 |
-1.3% |
2,033.24 |
| High |
2,094.36 |
2,070.39 |
-23.97 |
-1.1% |
2,122.64 |
| Low |
2,066.23 |
2,048.65 |
-17.58 |
-0.9% |
1,988.30 |
| Close |
2,067.45 |
2,059.06 |
-8.39 |
-0.4% |
2,089.10 |
| Range |
28.13 |
21.74 |
-6.39 |
-22.7% |
134.34 |
| ATR |
47.21 |
45.39 |
-1.82 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,124.59 |
2,113.56 |
2,071.02 |
|
| R3 |
2,102.85 |
2,091.82 |
2,065.04 |
|
| R2 |
2,081.11 |
2,081.11 |
2,063.05 |
|
| R1 |
2,070.08 |
2,070.08 |
2,061.05 |
2,075.60 |
| PP |
2,059.37 |
2,059.37 |
2,059.37 |
2,062.12 |
| S1 |
2,048.34 |
2,048.34 |
2,057.07 |
2,053.86 |
| S2 |
2,037.63 |
2,037.63 |
2,055.07 |
|
| S3 |
2,015.89 |
2,026.60 |
2,053.08 |
|
| S4 |
1,994.15 |
2,004.86 |
2,047.10 |
|
|
| 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 |
2,048.65 |
73.99 |
3.6% |
34.40 |
1.7% |
14% |
False |
True |
|
| 10 |
2,122.64 |
1,986.45 |
136.19 |
6.6% |
41.94 |
2.0% |
53% |
False |
False |
|
| 20 |
2,224.43 |
1,980.18 |
244.25 |
11.9% |
48.20 |
2.3% |
32% |
False |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.6% |
41.90 |
2.0% |
30% |
False |
False |
|
| 60 |
2,239.23 |
1,969.52 |
269.71 |
13.1% |
35.21 |
1.7% |
33% |
False |
False |
|
| 80 |
2,239.23 |
1,805.66 |
433.57 |
21.1% |
34.49 |
1.7% |
58% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
21.1% |
34.37 |
1.7% |
58% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
21.1% |
31.89 |
1.5% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,162.79 |
|
2.618 |
2,127.31 |
|
1.618 |
2,105.57 |
|
1.000 |
2,092.13 |
|
0.618 |
2,083.83 |
|
HIGH |
2,070.39 |
|
0.618 |
2,062.09 |
|
0.500 |
2,059.52 |
|
0.382 |
2,056.95 |
|
LOW |
2,048.65 |
|
0.618 |
2,035.21 |
|
1.000 |
2,026.91 |
|
1.618 |
2,013.47 |
|
2.618 |
1,991.73 |
|
4.250 |
1,956.26 |
|
|