| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2007 |
27-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2,121.41 |
2,129.01 |
7.60 |
0.4% |
2,064.45 |
| High |
2,141.08 |
2,135.55 |
-5.53 |
-0.3% |
2,111.77 |
| Low |
2,116.21 |
2,104.02 |
-12.19 |
-0.6% |
1,999.59 |
| Close |
2,136.94 |
2,106.09 |
-30.85 |
-1.4% |
2,111.77 |
| Range |
24.87 |
31.53 |
6.66 |
26.8% |
112.18 |
| ATR |
38.23 |
37.86 |
-0.38 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,209.81 |
2,189.48 |
2,123.43 |
|
| R3 |
2,178.28 |
2,157.95 |
2,114.76 |
|
| R2 |
2,146.75 |
2,146.75 |
2,111.87 |
|
| R1 |
2,126.42 |
2,126.42 |
2,108.98 |
2,120.82 |
| PP |
2,115.22 |
2,115.22 |
2,115.22 |
2,112.42 |
| S1 |
2,094.89 |
2,094.89 |
2,103.20 |
2,089.29 |
| S2 |
2,083.69 |
2,083.69 |
2,100.31 |
|
| S3 |
2,052.16 |
2,063.36 |
2,097.42 |
|
| S4 |
2,020.63 |
2,031.83 |
2,088.75 |
|
|
| 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 |
2,040.38 |
100.70 |
4.8% |
24.45 |
1.2% |
65% |
False |
False |
|
| 10 |
2,141.08 |
1,999.59 |
141.49 |
6.7% |
28.81 |
1.4% |
75% |
False |
False |
|
| 20 |
2,147.68 |
1,999.59 |
148.09 |
7.0% |
31.41 |
1.5% |
72% |
False |
False |
|
| 40 |
2,239.23 |
1,980.18 |
259.05 |
12.3% |
40.14 |
1.9% |
49% |
False |
False |
|
| 60 |
2,239.23 |
1,980.18 |
259.05 |
12.3% |
37.85 |
1.8% |
49% |
False |
False |
|
| 80 |
2,239.23 |
1,943.27 |
295.96 |
14.1% |
34.11 |
1.6% |
55% |
False |
False |
|
| 100 |
2,239.23 |
1,805.66 |
433.57 |
20.6% |
34.34 |
1.6% |
69% |
False |
False |
|
| 120 |
2,239.23 |
1,805.66 |
433.57 |
20.6% |
33.51 |
1.6% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,269.55 |
|
2.618 |
2,218.10 |
|
1.618 |
2,186.57 |
|
1.000 |
2,167.08 |
|
0.618 |
2,155.04 |
|
HIGH |
2,135.55 |
|
0.618 |
2,123.51 |
|
0.500 |
2,119.79 |
|
0.382 |
2,116.06 |
|
LOW |
2,104.02 |
|
0.618 |
2,084.53 |
|
1.000 |
2,072.49 |
|
1.618 |
2,053.00 |
|
2.618 |
2,021.47 |
|
4.250 |
1,970.02 |
|
|