| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2007 |
26-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,113.12 |
2,121.41 |
8.29 |
0.4% |
2,064.45 |
| High |
2,131.73 |
2,141.08 |
9.35 |
0.4% |
2,111.77 |
| Low |
2,113.12 |
2,116.21 |
3.09 |
0.1% |
1,999.59 |
| Close |
2,128.62 |
2,136.94 |
8.32 |
0.4% |
2,111.77 |
| Range |
18.61 |
24.87 |
6.26 |
33.6% |
112.18 |
| ATR |
39.26 |
38.23 |
-1.03 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,206.02 |
2,196.35 |
2,150.62 |
|
| R3 |
2,181.15 |
2,171.48 |
2,143.78 |
|
| R2 |
2,156.28 |
2,156.28 |
2,141.50 |
|
| R1 |
2,146.61 |
2,146.61 |
2,139.22 |
2,151.45 |
| PP |
2,131.41 |
2,131.41 |
2,131.41 |
2,133.83 |
| S1 |
2,121.74 |
2,121.74 |
2,134.66 |
2,126.58 |
| S2 |
2,106.54 |
2,106.54 |
2,132.38 |
|
| S3 |
2,081.67 |
2,096.87 |
2,130.10 |
|
| S4 |
2,056.80 |
2,072.00 |
2,123.26 |
|
|
| 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 |
2,141.08 |
2,016.69 |
124.39 |
5.8% |
22.61 |
1.1% |
97% |
True |
False |
|
| 10 |
2,141.08 |
1,999.59 |
141.49 |
6.6% |
31.67 |
1.5% |
97% |
True |
False |
|
| 20 |
2,147.68 |
1,999.59 |
148.09 |
6.9% |
32.10 |
1.5% |
93% |
False |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.1% |
40.01 |
1.9% |
61% |
False |
False |
|
| 60 |
2,239.23 |
1,980.18 |
259.05 |
12.1% |
37.55 |
1.8% |
61% |
False |
False |
|
| 80 |
2,239.23 |
1,943.27 |
295.96 |
13.8% |
34.25 |
1.6% |
65% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
20.3% |
34.44 |
1.6% |
76% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
20.3% |
33.33 |
1.6% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,246.78 |
|
2.618 |
2,206.19 |
|
1.618 |
2,181.32 |
|
1.000 |
2,165.95 |
|
0.618 |
2,156.45 |
|
HIGH |
2,141.08 |
|
0.618 |
2,131.58 |
|
0.500 |
2,128.65 |
|
0.382 |
2,125.71 |
|
LOW |
2,116.21 |
|
0.618 |
2,100.84 |
|
1.000 |
2,091.34 |
|
1.618 |
2,075.97 |
|
2.618 |
2,051.10 |
|
4.250 |
2,010.51 |
|
|