| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,137.82 |
2,125.14 |
-12.68 |
-0.6% |
2,080.10 |
| High |
2,147.68 |
2,130.57 |
-17.11 |
-0.8% |
2,135.24 |
| Low |
2,081.55 |
2,070.52 |
-11.03 |
-0.5% |
2,048.65 |
| Close |
2,083.72 |
2,101.36 |
17.64 |
0.8% |
2,130.00 |
| Range |
66.13 |
60.05 |
-6.08 |
-9.2% |
86.59 |
| ATR |
42.25 |
43.53 |
1.27 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,280.97 |
2,251.21 |
2,134.39 |
|
| R3 |
2,220.92 |
2,191.16 |
2,117.87 |
|
| R2 |
2,160.87 |
2,160.87 |
2,112.37 |
|
| R1 |
2,131.11 |
2,131.11 |
2,106.86 |
2,115.97 |
| PP |
2,100.82 |
2,100.82 |
2,100.82 |
2,093.24 |
| S1 |
2,071.06 |
2,071.06 |
2,095.86 |
2,055.92 |
| S2 |
2,040.77 |
2,040.77 |
2,090.35 |
|
| S3 |
1,980.72 |
2,011.01 |
2,084.85 |
|
| S4 |
1,920.67 |
1,950.96 |
2,068.33 |
|
|
| 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 |
2,147.68 |
2,070.52 |
77.16 |
3.7% |
37.84 |
1.8% |
40% |
False |
True |
|
| 10 |
2,147.68 |
2,048.65 |
99.03 |
4.7% |
34.02 |
1.6% |
53% |
False |
False |
|
| 20 |
2,147.68 |
1,986.45 |
161.23 |
7.7% |
41.26 |
2.0% |
71% |
False |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.3% |
42.46 |
2.0% |
47% |
False |
False |
|
| 60 |
2,239.23 |
1,980.18 |
259.05 |
12.3% |
36.23 |
1.7% |
47% |
False |
False |
|
| 80 |
2,239.23 |
1,886.45 |
352.78 |
16.8% |
34.30 |
1.6% |
61% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
20.6% |
35.50 |
1.7% |
68% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
20.6% |
32.76 |
1.6% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,385.78 |
|
2.618 |
2,287.78 |
|
1.618 |
2,227.73 |
|
1.000 |
2,190.62 |
|
0.618 |
2,167.68 |
|
HIGH |
2,130.57 |
|
0.618 |
2,107.63 |
|
0.500 |
2,100.55 |
|
0.382 |
2,093.46 |
|
LOW |
2,070.52 |
|
0.618 |
2,033.41 |
|
1.000 |
2,010.47 |
|
1.618 |
1,973.36 |
|
2.618 |
1,913.31 |
|
4.250 |
1,815.31 |
|
|