| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2007 |
24-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,100.71 |
2,113.12 |
12.41 |
0.6% |
2,064.45 |
| High |
2,111.77 |
2,131.73 |
19.96 |
0.9% |
2,111.77 |
| Low |
2,094.65 |
2,113.12 |
18.47 |
0.9% |
1,999.59 |
| Close |
2,111.77 |
2,128.62 |
16.85 |
0.8% |
2,111.77 |
| Range |
17.12 |
18.61 |
1.49 |
8.7% |
112.18 |
| ATR |
40.75 |
39.26 |
-1.48 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,180.32 |
2,173.08 |
2,138.86 |
|
| R3 |
2,161.71 |
2,154.47 |
2,133.74 |
|
| R2 |
2,143.10 |
2,143.10 |
2,132.03 |
|
| R1 |
2,135.86 |
2,135.86 |
2,130.33 |
2,139.48 |
| PP |
2,124.49 |
2,124.49 |
2,124.49 |
2,126.30 |
| S1 |
2,117.25 |
2,117.25 |
2,126.91 |
2,120.87 |
| S2 |
2,105.88 |
2,105.88 |
2,125.21 |
|
| S3 |
2,087.27 |
2,098.64 |
2,123.50 |
|
| S4 |
2,068.66 |
2,080.03 |
2,118.38 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,410.92 |
2,373.52 |
2,173.47 |
|
| R3 |
2,298.74 |
2,261.34 |
2,142.62 |
|
| R2 |
2,186.56 |
2,186.56 |
2,132.34 |
|
| R1 |
2,149.16 |
2,149.16 |
2,122.05 |
2,167.86 |
| PP |
2,074.38 |
2,074.38 |
2,074.38 |
2,083.73 |
| S1 |
2,036.98 |
2,036.98 |
2,101.49 |
2,055.68 |
| S2 |
1,962.20 |
1,962.20 |
2,091.20 |
|
| S3 |
1,850.02 |
1,924.80 |
2,080.92 |
|
| S4 |
1,737.84 |
1,812.62 |
2,050.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,131.73 |
1,999.59 |
132.14 |
6.2% |
26.17 |
1.2% |
98% |
True |
False |
|
| 10 |
2,147.68 |
1,999.59 |
148.09 |
7.0% |
35.79 |
1.7% |
87% |
False |
False |
|
| 20 |
2,147.68 |
1,997.53 |
150.15 |
7.1% |
32.71 |
1.5% |
87% |
False |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.2% |
39.84 |
1.9% |
57% |
False |
False |
|
| 60 |
2,239.23 |
1,980.18 |
259.05 |
12.2% |
37.60 |
1.8% |
57% |
False |
False |
|
| 80 |
2,239.23 |
1,943.27 |
295.96 |
13.9% |
34.16 |
1.6% |
63% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
20.4% |
34.66 |
1.6% |
74% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
20.4% |
33.26 |
1.6% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,210.82 |
|
2.618 |
2,180.45 |
|
1.618 |
2,161.84 |
|
1.000 |
2,150.34 |
|
0.618 |
2,143.23 |
|
HIGH |
2,131.73 |
|
0.618 |
2,124.62 |
|
0.500 |
2,122.43 |
|
0.382 |
2,120.23 |
|
LOW |
2,113.12 |
|
0.618 |
2,101.62 |
|
1.000 |
2,094.51 |
|
1.618 |
2,083.01 |
|
2.618 |
2,064.40 |
|
4.250 |
2,034.03 |
|
|