| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,078.40 |
2,064.45 |
-13.95 |
-0.7% |
2,131.67 |
| High |
2,096.96 |
2,068.92 |
-28.04 |
-1.3% |
2,147.68 |
| Low |
2,069.94 |
2,020.26 |
-49.68 |
-2.4% |
2,069.94 |
| Close |
2,072.11 |
2,020.80 |
-51.31 |
-2.5% |
2,072.11 |
| Range |
27.02 |
48.66 |
21.64 |
80.1% |
77.74 |
| ATR |
41.36 |
42.11 |
0.75 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,182.64 |
2,150.38 |
2,047.56 |
|
| R3 |
2,133.98 |
2,101.72 |
2,034.18 |
|
| R2 |
2,085.32 |
2,085.32 |
2,029.72 |
|
| R1 |
2,053.06 |
2,053.06 |
2,025.26 |
2,044.86 |
| PP |
2,036.66 |
2,036.66 |
2,036.66 |
2,032.56 |
| S1 |
2,004.40 |
2,004.40 |
2,016.34 |
1,996.20 |
| S2 |
1,988.00 |
1,988.00 |
2,011.88 |
|
| S3 |
1,939.34 |
1,955.74 |
2,007.42 |
|
| S4 |
1,890.68 |
1,907.08 |
1,994.04 |
|
|
| 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 |
2,020.26 |
127.42 |
6.3% |
45.41 |
2.2% |
0% |
False |
True |
|
| 10 |
2,147.68 |
2,020.26 |
127.42 |
6.3% |
33.60 |
1.7% |
0% |
False |
True |
|
| 20 |
2,147.68 |
1,986.45 |
161.23 |
8.0% |
38.70 |
1.9% |
21% |
False |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.8% |
41.81 |
2.1% |
16% |
False |
False |
|
| 60 |
2,239.23 |
1,980.18 |
259.05 |
12.8% |
37.07 |
1.8% |
16% |
False |
False |
|
| 80 |
2,239.23 |
1,899.24 |
339.99 |
16.8% |
34.69 |
1.7% |
36% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
21.5% |
35.27 |
1.7% |
50% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
21.5% |
32.88 |
1.6% |
50% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,275.73 |
|
2.618 |
2,196.31 |
|
1.618 |
2,147.65 |
|
1.000 |
2,117.58 |
|
0.618 |
2,098.99 |
|
HIGH |
2,068.92 |
|
0.618 |
2,050.33 |
|
0.500 |
2,044.59 |
|
0.382 |
2,038.85 |
|
LOW |
2,020.26 |
|
0.618 |
1,990.19 |
|
1.000 |
1,971.60 |
|
1.618 |
1,941.53 |
|
2.618 |
1,892.87 |
|
4.250 |
1,813.46 |
|
|