| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,127.54 |
2,131.67 |
4.13 |
0.2% |
2,080.10 |
| High |
2,135.24 |
2,141.36 |
6.12 |
0.3% |
2,135.24 |
| Low |
2,116.63 |
2,126.97 |
10.34 |
0.5% |
2,048.65 |
| Close |
2,130.00 |
2,134.88 |
4.88 |
0.2% |
2,130.00 |
| Range |
18.61 |
14.39 |
-4.22 |
-22.7% |
86.59 |
| ATR |
42.42 |
40.42 |
-2.00 |
-4.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,177.57 |
2,170.62 |
2,142.79 |
|
| R3 |
2,163.18 |
2,156.23 |
2,138.84 |
|
| R2 |
2,148.79 |
2,148.79 |
2,137.52 |
|
| R1 |
2,141.84 |
2,141.84 |
2,136.20 |
2,145.32 |
| PP |
2,134.40 |
2,134.40 |
2,134.40 |
2,136.14 |
| S1 |
2,127.45 |
2,127.45 |
2,133.56 |
2,130.93 |
| S2 |
2,120.01 |
2,120.01 |
2,132.24 |
|
| S3 |
2,105.62 |
2,113.06 |
2,130.92 |
|
| S4 |
2,091.23 |
2,098.67 |
2,126.97 |
|
|
| 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 |
2,141.36 |
2,048.65 |
92.71 |
4.3% |
21.78 |
1.0% |
93% |
True |
False |
|
| 10 |
2,141.36 |
1,997.53 |
143.83 |
6.7% |
29.63 |
1.4% |
95% |
True |
False |
|
| 20 |
2,141.36 |
1,980.18 |
161.18 |
7.5% |
40.91 |
1.9% |
96% |
True |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.1% |
40.91 |
1.9% |
60% |
False |
False |
|
| 60 |
2,239.23 |
1,975.29 |
263.94 |
12.4% |
35.29 |
1.7% |
60% |
False |
False |
|
| 80 |
2,239.23 |
1,853.87 |
385.36 |
18.1% |
33.53 |
1.6% |
73% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
20.3% |
34.62 |
1.6% |
76% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
20.3% |
32.13 |
1.5% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,202.52 |
|
2.618 |
2,179.03 |
|
1.618 |
2,164.64 |
|
1.000 |
2,155.75 |
|
0.618 |
2,150.25 |
|
HIGH |
2,141.36 |
|
0.618 |
2,135.86 |
|
0.500 |
2,134.17 |
|
0.382 |
2,132.47 |
|
LOW |
2,126.97 |
|
0.618 |
2,118.08 |
|
1.000 |
2,112.58 |
|
1.618 |
2,103.69 |
|
2.618 |
2,089.30 |
|
4.250 |
2,065.81 |
|
|