| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,083.08 |
2,078.40 |
-4.68 |
-0.2% |
2,131.67 |
| High |
2,097.95 |
2,096.96 |
-0.99 |
0.0% |
2,147.68 |
| Low |
2,072.75 |
2,069.94 |
-2.81 |
-0.1% |
2,069.94 |
| Close |
2,094.68 |
2,072.11 |
-22.57 |
-1.1% |
2,072.11 |
| Range |
25.20 |
27.02 |
1.82 |
7.2% |
77.74 |
| ATR |
42.46 |
41.36 |
-1.10 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.73 |
2,143.44 |
2,086.97 |
|
| R3 |
2,133.71 |
2,116.42 |
2,079.54 |
|
| R2 |
2,106.69 |
2,106.69 |
2,077.06 |
|
| R1 |
2,089.40 |
2,089.40 |
2,074.59 |
2,084.54 |
| PP |
2,079.67 |
2,079.67 |
2,079.67 |
2,077.24 |
| S1 |
2,062.38 |
2,062.38 |
2,069.63 |
2,057.52 |
| S2 |
2,052.65 |
2,052.65 |
2,067.16 |
|
| S3 |
2,025.63 |
2,035.36 |
2,064.68 |
|
| S4 |
1,998.61 |
2,008.34 |
2,057.25 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,329.80 |
2,278.69 |
2,114.87 |
|
| R3 |
2,252.06 |
2,200.95 |
2,093.49 |
|
| R2 |
2,174.32 |
2,174.32 |
2,086.36 |
|
| R1 |
2,123.21 |
2,123.21 |
2,079.24 |
2,109.90 |
| PP |
2,096.58 |
2,096.58 |
2,096.58 |
2,089.92 |
| S1 |
2,045.47 |
2,045.47 |
2,064.98 |
2,032.16 |
| S2 |
2,018.84 |
2,018.84 |
2,057.86 |
|
| S3 |
1,941.10 |
1,967.73 |
2,050.73 |
|
| S4 |
1,863.36 |
1,889.99 |
2,029.35 |
|
|
| 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 |
2,069.94 |
77.74 |
3.8% |
38.56 |
1.9% |
3% |
False |
True |
|
| 10 |
2,147.68 |
2,048.65 |
99.03 |
4.8% |
31.55 |
1.5% |
24% |
False |
False |
|
| 20 |
2,147.68 |
1,986.45 |
161.23 |
7.8% |
38.53 |
1.9% |
53% |
False |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.5% |
42.04 |
2.0% |
35% |
False |
False |
|
| 60 |
2,239.23 |
1,980.18 |
259.05 |
12.5% |
36.46 |
1.8% |
35% |
False |
False |
|
| 80 |
2,239.23 |
1,899.24 |
339.99 |
16.4% |
34.38 |
1.7% |
51% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
20.9% |
35.36 |
1.7% |
61% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
20.9% |
32.76 |
1.6% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,211.80 |
|
2.618 |
2,167.70 |
|
1.618 |
2,140.68 |
|
1.000 |
2,123.98 |
|
0.618 |
2,113.66 |
|
HIGH |
2,096.96 |
|
0.618 |
2,086.64 |
|
0.500 |
2,083.45 |
|
0.382 |
2,080.26 |
|
LOW |
2,069.94 |
|
0.618 |
2,053.24 |
|
1.000 |
2,042.92 |
|
1.618 |
2,026.22 |
|
2.618 |
1,999.20 |
|
4.250 |
1,955.11 |
|
|