| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2007 |
07-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,099.70 |
2,127.54 |
27.84 |
1.3% |
2,080.10 |
| High |
2,128.32 |
2,135.24 |
6.92 |
0.3% |
2,135.24 |
| Low |
2,098.30 |
2,116.63 |
18.33 |
0.9% |
2,048.65 |
| Close |
2,127.65 |
2,130.00 |
2.35 |
0.1% |
2,130.00 |
| Range |
30.02 |
18.61 |
-11.41 |
-38.0% |
86.59 |
| ATR |
44.25 |
42.42 |
-1.83 |
-4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,183.12 |
2,175.17 |
2,140.24 |
|
| R3 |
2,164.51 |
2,156.56 |
2,135.12 |
|
| R2 |
2,145.90 |
2,145.90 |
2,133.41 |
|
| R1 |
2,137.95 |
2,137.95 |
2,131.71 |
2,141.93 |
| PP |
2,127.29 |
2,127.29 |
2,127.29 |
2,129.28 |
| S1 |
2,119.34 |
2,119.34 |
2,128.29 |
2,123.32 |
| S2 |
2,108.68 |
2,108.68 |
2,126.59 |
|
| S3 |
2,090.07 |
2,100.73 |
2,124.88 |
|
| S4 |
2,071.46 |
2,082.12 |
2,119.76 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,364.40 |
2,333.79 |
2,177.62 |
|
| R3 |
2,277.81 |
2,247.20 |
2,153.81 |
|
| R2 |
2,191.22 |
2,191.22 |
2,145.87 |
|
| R1 |
2,160.61 |
2,160.61 |
2,137.94 |
2,175.92 |
| PP |
2,104.63 |
2,104.63 |
2,104.63 |
2,112.28 |
| S1 |
2,074.02 |
2,074.02 |
2,122.06 |
2,089.33 |
| S2 |
2,018.04 |
2,018.04 |
2,114.13 |
|
| S3 |
1,931.45 |
1,987.43 |
2,106.19 |
|
| S4 |
1,844.86 |
1,900.84 |
2,082.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,135.24 |
2,048.65 |
86.59 |
4.1% |
24.53 |
1.2% |
94% |
True |
False |
|
| 10 |
2,135.24 |
1,988.30 |
146.94 |
6.9% |
34.15 |
1.6% |
96% |
True |
False |
|
| 20 |
2,135.24 |
1,980.18 |
155.06 |
7.3% |
42.40 |
2.0% |
97% |
True |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.2% |
41.29 |
1.9% |
58% |
False |
False |
|
| 60 |
2,239.23 |
1,975.29 |
263.94 |
12.4% |
35.42 |
1.7% |
59% |
False |
False |
|
| 80 |
2,239.23 |
1,805.66 |
433.57 |
20.4% |
34.10 |
1.6% |
75% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
20.4% |
34.61 |
1.6% |
75% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
20.4% |
32.23 |
1.5% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,214.33 |
|
2.618 |
2,183.96 |
|
1.618 |
2,165.35 |
|
1.000 |
2,153.85 |
|
0.618 |
2,146.74 |
|
HIGH |
2,135.24 |
|
0.618 |
2,128.13 |
|
0.500 |
2,125.94 |
|
0.382 |
2,123.74 |
|
LOW |
2,116.63 |
|
0.618 |
2,105.13 |
|
1.000 |
2,098.02 |
|
1.618 |
2,086.52 |
|
2.618 |
2,067.91 |
|
4.250 |
2,037.54 |
|
|