| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,041.66 |
2,027.90 |
-13.76 |
-0.7% |
2,131.67 |
| High |
2,042.29 |
2,038.99 |
-3.30 |
-0.2% |
2,147.68 |
| Low |
1,999.59 |
2,016.69 |
17.10 |
0.9% |
2,069.94 |
| Close |
2,029.49 |
2,031.00 |
1.51 |
0.1% |
2,072.11 |
| Range |
42.70 |
22.30 |
-20.40 |
-47.8% |
77.74 |
| ATR |
42.15 |
40.73 |
-1.42 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,095.79 |
2,085.70 |
2,043.27 |
|
| R3 |
2,073.49 |
2,063.40 |
2,037.13 |
|
| R2 |
2,051.19 |
2,051.19 |
2,035.09 |
|
| R1 |
2,041.10 |
2,041.10 |
2,033.04 |
2,046.15 |
| PP |
2,028.89 |
2,028.89 |
2,028.89 |
2,031.42 |
| S1 |
2,018.80 |
2,018.80 |
2,028.96 |
2,023.85 |
| S2 |
2,006.59 |
2,006.59 |
2,026.91 |
|
| S3 |
1,984.29 |
1,996.50 |
2,024.87 |
|
| S4 |
1,961.99 |
1,974.20 |
2,018.74 |
|
|
| 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 |
2,097.95 |
1,999.59 |
98.36 |
4.8% |
33.18 |
1.6% |
32% |
False |
False |
|
| 10 |
2,147.68 |
1,999.59 |
148.09 |
7.3% |
35.51 |
1.7% |
21% |
False |
False |
|
| 20 |
2,147.68 |
1,986.45 |
161.23 |
7.9% |
36.23 |
1.8% |
28% |
False |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.8% |
41.48 |
2.0% |
20% |
False |
False |
|
| 60 |
2,239.23 |
1,980.18 |
259.05 |
12.8% |
37.25 |
1.8% |
20% |
False |
False |
|
| 80 |
2,239.23 |
1,899.24 |
339.99 |
16.7% |
34.86 |
1.7% |
39% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
21.3% |
35.20 |
1.7% |
52% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
21.3% |
33.08 |
1.6% |
52% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,133.77 |
|
2.618 |
2,097.37 |
|
1.618 |
2,075.07 |
|
1.000 |
2,061.29 |
|
0.618 |
2,052.77 |
|
HIGH |
2,038.99 |
|
0.618 |
2,030.47 |
|
0.500 |
2,027.84 |
|
0.382 |
2,025.21 |
|
LOW |
2,016.69 |
|
0.618 |
2,002.91 |
|
1.000 |
1,994.39 |
|
1.618 |
1,980.61 |
|
2.618 |
1,958.31 |
|
4.250 |
1,921.92 |
|
|