| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2007 |
05-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,053.17 |
2,083.19 |
30.02 |
1.5% |
2,033.24 |
| High |
2,070.39 |
2,103.83 |
33.44 |
1.6% |
2,122.64 |
| Low |
2,048.65 |
2,079.67 |
31.02 |
1.5% |
1,988.30 |
| Close |
2,059.06 |
2,099.31 |
40.25 |
2.0% |
2,089.10 |
| Range |
21.74 |
24.16 |
2.42 |
11.1% |
134.34 |
| ATR |
45.39 |
45.35 |
-0.04 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,166.75 |
2,157.19 |
2,112.60 |
|
| R3 |
2,142.59 |
2,133.03 |
2,105.95 |
|
| R2 |
2,118.43 |
2,118.43 |
2,103.74 |
|
| R1 |
2,108.87 |
2,108.87 |
2,101.52 |
2,113.65 |
| PP |
2,094.27 |
2,094.27 |
2,094.27 |
2,096.66 |
| S1 |
2,084.71 |
2,084.71 |
2,097.10 |
2,089.49 |
| S2 |
2,070.11 |
2,070.11 |
2,094.88 |
|
| S3 |
2,045.95 |
2,060.55 |
2,092.67 |
|
| S4 |
2,021.79 |
2,036.39 |
2,086.02 |
|
|
| 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 |
3.5% |
30.19 |
1.4% |
68% |
False |
False |
|
| 10 |
2,122.64 |
1,986.45 |
136.19 |
6.5% |
36.96 |
1.8% |
83% |
False |
False |
|
| 20 |
2,219.82 |
1,980.18 |
239.64 |
11.4% |
47.59 |
2.3% |
50% |
False |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.3% |
42.10 |
2.0% |
46% |
False |
False |
|
| 60 |
2,239.23 |
1,975.29 |
263.94 |
12.6% |
35.25 |
1.7% |
47% |
False |
False |
|
| 80 |
2,239.23 |
1,805.66 |
433.57 |
20.7% |
34.60 |
1.6% |
68% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
20.7% |
34.47 |
1.6% |
68% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
20.7% |
32.02 |
1.5% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,206.51 |
|
2.618 |
2,167.08 |
|
1.618 |
2,142.92 |
|
1.000 |
2,127.99 |
|
0.618 |
2,118.76 |
|
HIGH |
2,103.83 |
|
0.618 |
2,094.60 |
|
0.500 |
2,091.75 |
|
0.382 |
2,088.90 |
|
LOW |
2,079.67 |
|
0.618 |
2,064.74 |
|
1.000 |
2,055.51 |
|
1.618 |
2,040.58 |
|
2.618 |
2,016.42 |
|
4.250 |
1,976.99 |
|
|