| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,027.90 |
2,056.12 |
28.22 |
1.4% |
2,131.67 |
| High |
2,038.99 |
2,070.51 |
31.52 |
1.5% |
2,147.68 |
| Low |
2,016.69 |
2,040.38 |
23.69 |
1.2% |
2,069.94 |
| Close |
2,031.00 |
2,069.68 |
38.68 |
1.9% |
2,072.11 |
| Range |
22.30 |
30.13 |
7.83 |
35.1% |
77.74 |
| ATR |
40.73 |
40.64 |
-0.09 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,150.58 |
2,140.26 |
2,086.25 |
|
| R3 |
2,120.45 |
2,110.13 |
2,077.97 |
|
| R2 |
2,090.32 |
2,090.32 |
2,075.20 |
|
| R1 |
2,080.00 |
2,080.00 |
2,072.44 |
2,085.16 |
| PP |
2,060.19 |
2,060.19 |
2,060.19 |
2,062.77 |
| S1 |
2,049.87 |
2,049.87 |
2,066.92 |
2,055.03 |
| S2 |
2,030.06 |
2,030.06 |
2,064.16 |
|
| S3 |
1,999.93 |
2,019.74 |
2,061.39 |
|
| S4 |
1,969.80 |
1,989.61 |
2,053.11 |
|
|
| 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 |
2,096.96 |
1,999.59 |
97.37 |
4.7% |
34.16 |
1.7% |
72% |
False |
False |
|
| 10 |
2,147.68 |
1,999.59 |
148.09 |
7.2% |
35.52 |
1.7% |
47% |
False |
False |
|
| 20 |
2,147.68 |
1,988.30 |
159.38 |
7.7% |
35.09 |
1.7% |
51% |
False |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.5% |
40.90 |
2.0% |
35% |
False |
False |
|
| 60 |
2,239.23 |
1,980.18 |
259.05 |
12.5% |
37.51 |
1.8% |
35% |
False |
False |
|
| 80 |
2,239.23 |
1,913.49 |
325.74 |
15.7% |
34.74 |
1.7% |
48% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
20.9% |
34.90 |
1.7% |
61% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
20.9% |
33.21 |
1.6% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,198.56 |
|
2.618 |
2,149.39 |
|
1.618 |
2,119.26 |
|
1.000 |
2,100.64 |
|
0.618 |
2,089.13 |
|
HIGH |
2,070.51 |
|
0.618 |
2,059.00 |
|
0.500 |
2,055.45 |
|
0.382 |
2,051.89 |
|
LOW |
2,040.38 |
|
0.618 |
2,021.76 |
|
1.000 |
2,010.25 |
|
1.618 |
1,991.63 |
|
2.618 |
1,961.50 |
|
4.250 |
1,912.33 |
|
|